CSX Corp. (CSX)
51.44
-0.15
(-0.29%)
USD |
NASDAQ |
Aug 24, 16:00
51.45
+0.01
(+0.02%)
After-Hours: 20:00
CSX Max Drawdown (5Y) : 29.45% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 29.45% |
| June 30, 2026 | 29.45% |
| May 31, 2026 | 29.45% |
| April 30, 2026 | 29.45% |
| March 31, 2026 | 29.45% |
| February 28, 2026 | 29.45% |
| January 31, 2026 | 29.45% |
| December 31, 2025 | 29.45% |
| November 30, 2025 | 29.45% |
| October 31, 2025 | 29.45% |
| September 30, 2025 | 29.45% |
| August 31, 2025 | 29.45% |
| July 31, 2025 | 29.45% |
| June 30, 2025 | 29.45% |
| May 31, 2025 | 29.45% |
| April 30, 2025 | 29.45% |
| March 31, 2025 | 29.43% |
| February 28, 2025 | 40.55% |
| January 31, 2025 | 40.55% |
| December 31, 2024 | 40.55% |
| November 30, 2024 | 40.55% |
| October 31, 2024 | 40.55% |
| September 30, 2024 | 40.55% |
| August 31, 2024 | 40.55% |
| July 31, 2024 | 40.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 40.55% |
| May 31, 2024 | 40.55% |
| April 30, 2024 | 40.55% |
| March 31, 2024 | 40.55% |
| February 29, 2024 | 40.55% |
| January 31, 2024 | 40.55% |
| December 31, 2023 | 40.55% |
| November 30, 2023 | 40.55% |
| October 31, 2023 | 40.55% |
| September 30, 2023 | 40.55% |
| August 31, 2023 | 40.55% |
| July 31, 2023 | 40.55% |
| June 30, 2023 | 40.55% |
| May 31, 2023 | 40.55% |
| April 30, 2023 | 40.55% |
| March 31, 2023 | 40.55% |
| February 28, 2023 | 40.55% |
| January 31, 2023 | 40.55% |
| December 31, 2022 | 40.55% |
| November 30, 2022 | 40.55% |
| October 31, 2022 | 40.55% |
| September 30, 2022 | 40.55% |
| August 31, 2022 | 40.55% |
| July 31, 2022 | 40.55% |
| June 30, 2022 | 40.55% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Norfolk Southern Corp. | 35.65% |
| Union Pacific Corp. | 31.83% |
| Schneider National, Inc. | 38.84% |
| FTAI Infrastructure, Inc. | -- |
| Knight-Swift Transportation Holdings, Inc. | 38.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.010 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.23% |
| Historical Sharpe Ratio (5Y) | 0.2939 |
| Historical Sortino (5Y) | 0.5568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.42% |