Assuming 30 trading days horizon, EASTAFRICA FPO is expected to under-perform the Fairfax. In addition to that, EASTAFRICA is 7.95 times more volatile than Fairfax Financial Holdings Limited. It trades about -0.16 of its total potential returns per unit of risk. Fairfax Financial Holdings Limited is currently generating about -0.09 per unit of volatility. If you would invest 40,960 in Fairfax Financial Holdings Limited on April 26, 2012 and sell it today you would lose (1,406) from holding Fairfax Financial Holdings Limited or give up 3.43% of portfolio value over 30 days.
Diversification
Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding EASTAFRICA FPO and Fairfax Financial Holdings Lim in the same portfolio (assuming nothing else is changed)
Over the last 30 days Fairfax Financial Holdings Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
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