'What is your greatest failure?' - Interview Question

Hi Monkeys,

As in the title, I wanted to ask how would you answer the infamous question: 'What is your greatest failure?'

I am Analyst 2 preparing for PE recruitment. I did not have any major professional failures thus far, hence not sure how to approach this question. Would it be fine to mention non-work related failure (as professional sportsman) and highlight how I dealt with it and what it has taught me?

Any ideas are welcome!