Fairfax Financial Holdings Ltd. (FRFHF)

1627.97 +2.37 (+0.15%) USD  |  OTCM  |  May 07, 16:00
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Fairfax Financial Holdings Max Drawdown (5Y) : 28.30% for April 30, 2026

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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American Coastal Insurance Corp. 98.55%
American Financial Group, Inc. 23.79%
The Allstate Corp. 27.35%
Cincinnati Financial Corp. 35.76%
Pineapple Financial, Inc. --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 23.16
Beta (5Y) 0.5431
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.44%
Historical Sharpe Ratio (5Y) 1.266
Historical Sortino (5Y) 2.717
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.78%