Fairfax Financial Holdings Ltd (FRFHF)
1370.67
+13.16
(+0.97%)
USD |
OTCM |
Nov 14, 16:43
Fairfax Financial Holdings Max Drawdown (5Y): 58.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.93% |
| September 30, 2024 | 58.93% |
| August 31, 2024 | 58.93% |
| July 31, 2024 | 58.93% |
| June 30, 2024 | 58.93% |
| May 31, 2024 | 58.93% |
| April 30, 2024 | 58.93% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
58.93%
Maximum
May 2020
56.64%
Average
58.93%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Enstar Group Ltd | 57.62% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.97 |
| Beta (5Y) | 0.7914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.33% |
| Historical Sharpe Ratio (5Y) | 0.772 |
| Historical Sortino (5Y) | 0.9671 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |