Fairfax India Holdings Corp (FIH.U.TO)
15.09
-0.12
(-0.79%)
USD |
TSX |
Nov 22, 15:44
Fairfax India Holdings Max Drawdown (5Y): 70.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 70.80% |
August 31, 2024 | 70.80% |
July 31, 2024 | 70.80% |
June 30, 2024 | 70.80% |
May 31, 2024 | 70.80% |
April 30, 2024 | 70.80% |
March 31, 2024 | 70.80% |
February 29, 2024 | 70.80% |
January 31, 2024 | 70.80% |
December 31, 2023 | 70.80% |
November 30, 2023 | 70.80% |
October 31, 2023 | 70.80% |
September 30, 2023 | 70.80% |
August 31, 2023 | 70.80% |
July 31, 2023 | 70.80% |
June 30, 2023 | 70.80% |
May 31, 2023 | 70.80% |
April 30, 2023 | 70.80% |
March 31, 2023 | 70.80% |
February 28, 2023 | 70.80% |
January 31, 2023 | 70.80% |
December 31, 2022 | 70.80% |
November 30, 2022 | 70.80% |
October 31, 2022 | 70.80% |
September 30, 2022 | 70.80% |
Date | Value |
---|---|
August 31, 2022 | 70.80% |
July 31, 2022 | 70.80% |
June 30, 2022 | 70.80% |
May 31, 2022 | 70.80% |
April 30, 2022 | 70.80% |
March 31, 2022 | 70.80% |
February 28, 2022 | 70.80% |
January 31, 2022 | 70.80% |
December 31, 2021 | 70.80% |
November 30, 2021 | 70.80% |
October 31, 2021 | 70.80% |
September 30, 2021 | 70.80% |
August 31, 2021 | 70.80% |
July 31, 2021 | 70.80% |
June 30, 2021 | 70.80% |
May 31, 2021 | 70.80% |
April 30, 2021 | 70.80% |
March 31, 2021 | 70.80% |
February 28, 2021 | 70.80% |
January 31, 2021 | 70.80% |
December 31, 2020 | 70.80% |
November 30, 2020 | 70.80% |
October 31, 2020 | 70.80% |
September 30, 2020 | 70.80% |
August 31, 2020 | 70.80% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
41.87%
Minimum
Nov 2019
70.80%
Maximum
Mar 2020
68.84%
Average
70.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fairfax Financial Holdings Ltd | 56.24% |
Quinsam Capital Corp | 95.36% |
MedBright AI Investments Inc | 96.30% |
Polaris Northstar Capital Corp | 99.98% |
Belgravia Hartford Capital Inc | 98.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.74 |
Beta (5Y) | 1.481 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.16% |
Historical Sharpe Ratio (5Y) | 0.0669 |
Historical Sortino (5Y) | 0.0856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.15% |