Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRFZF (Fairfax Financial Holdings Limited) | NA | 76.98% | 2.83% | 10.37% | 3.50% | NA | NA | … | … |
Data as of 12/31/2024, Common starting date is 05/27/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRFZF (Fairfax Financial Holdings Limited) | 05/27/2010 | 12/31/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 76.98 | 2.83 | 10.37 | 3.50 | NA | NA | … | … | 76.98 | -34.01 | -6.91 | 75.27 | -14.05 | -1.20 | -14.52 | 39.77 | 15.26 | -36.71 | -4.95 | -10.11 | 5.18 | -2.98 | 1.47 |
| Sharpe Ratio | NA | 1.15 | 0.00 | 0.20 | 0.07 | NA | NA | … | … | 1.15 | -0.76 | -0.60 | 2.94 | -0.33 | -0.15 | -0.76 | 2.03 | 0.98 | -1.38 | -0.37 | -0.88 | 0.64 | -0.22 | 0.18 |
| Standard Deviation(%) | NA | 63.87 | 45.95 | 41.96 | 32.75 | NA | NA | … | … | 63.87 | 50.06 | 13.88 | 25.57 | 43.60 | 17.84 | 20.87 | 19.38 | 15.40 | 26.62 | 13.39 | 11.60 | 8.08 | 13.77 | 13.38 |
| Draw Down(%) | NA | 11.61 | 39.32 | 39.32 | 45.04 | NA | NA | … | … | 11.61 | 38.68 | 11.05 | 2.29 | 34.19 | 19.91 | 18.47 | 3.61 | 8.44 | 40.23 | 16.77 | 13.48 | 6.26 | 10.30 | 6.69 |
| Yield(%) | 0.00 | 10.86 | 6.04 | 6.96 | 4.24 | 2.76 | 2.07 | … | … | 10.86 | 8.41 | 4.93 | 6.00 | 5.61 | 6.72 | 5.00 | 5.30 | 5.63 | 3.61 | 5.60 | 1.31 | 0.00 | 0.00 | 0.00 |
Data as of 12/31/2024, Common starting date is 05/27/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRFZF (Fairfax Financial Holdings Limited) |
-21.04%
Jan 2013 – Jan 2016 |
-12.94%
Feb 2011 – Feb 2016 |
-5.28%
Jul 2010 – Jul 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRFZF (Fairfax Financial Holdings Limited) |
21.19%
Aug 2019 – Aug 2022 |
14.77%
Jul 2019 – Jul 2024 |
3.70%
Jul 2014 – Jul 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart