Fairfax Financial Risk Adjusted Performance

FFH-PI Preferred Stock  CAD 21.83  0.05  0.23%   
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Fairfax Financial Holdings has current Risk Adjusted Performance of 0.1137.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1137
ER[a] = Expected return on investing in Fairfax Financial
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fairfax Financial Risk Adjusted Performance Peers Comparison

Fairfax Risk Adjusted Performance Relative To Other Indicators

Fairfax Financial Holdings is rated # 4 in risk adjusted performance category among its peers. It is rated # 3 in maximum drawdown category among its peers reporting about  119.18  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fairfax Financial Holdings is roughly  119.18 
Compare Fairfax Financial to Peers

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