Fairfax Financial Holdings Ltd (FRFHF)
1084.74
-3.13
(-0.29%)
USD |
OTCM |
Apr 26, 16:00
Fairfax Financial Holdings Max Drawdown (5Y): 58.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.93% |
February 29, 2024 | 58.93% |
January 31, 2024 | 58.93% |
December 31, 2023 | 58.93% |
November 30, 2023 | 58.93% |
October 31, 2023 | 58.93% |
September 30, 2023 | 58.93% |
August 31, 2023 | 58.93% |
July 31, 2023 | 58.93% |
June 30, 2023 | 58.93% |
May 31, 2023 | 58.93% |
April 30, 2023 | 58.93% |
March 31, 2023 | 58.93% |
February 28, 2023 | 58.93% |
January 31, 2023 | 58.93% |
December 31, 2022 | 58.93% |
November 30, 2022 | 58.93% |
October 31, 2022 | 58.93% |
September 30, 2022 | 58.93% |
August 31, 2022 | 58.93% |
July 31, 2022 | 58.93% |
June 30, 2022 | 58.93% |
May 31, 2022 | 58.93% |
April 30, 2022 | 58.93% |
March 31, 2022 | 58.93% |
Date | Value |
---|---|
February 28, 2022 | 58.93% |
January 31, 2022 | 58.93% |
December 31, 2021 | 58.93% |
November 30, 2021 | 58.93% |
October 31, 2021 | 58.93% |
September 30, 2021 | 58.93% |
August 31, 2021 | 58.93% |
July 31, 2021 | 58.93% |
June 30, 2021 | 58.93% |
May 31, 2021 | 58.93% |
April 30, 2021 | 58.93% |
March 31, 2021 | 58.93% |
February 28, 2021 | 58.93% |
January 31, 2021 | 58.93% |
December 31, 2020 | 58.93% |
November 30, 2020 | 58.93% |
October 31, 2020 | 58.93% |
September 30, 2020 | 58.93% |
August 31, 2020 | 58.93% |
July 31, 2020 | 58.93% |
June 30, 2020 | 58.93% |
May 31, 2020 | 58.93% |
April 30, 2020 | 52.39% |
March 31, 2020 | 50.72% |
February 29, 2020 | 28.33% |
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
28.33%
Minimum
Apr 2019
58.93%
Maximum
May 2020
53.07%
Average
58.93%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Kinsale Capital Group Inc | 38.24% |
Cincinnati Financial Corp | 58.14% |
Enstar Group Ltd | 57.62% |
Safety Insurance Group Inc | 32.78% |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.199 |
Beta (5Y) | 0.8073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.63% |
Historical Sharpe Ratio (5Y) | 0.5924 |
Historical Sortino (5Y) | 0.7747 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.57% |