CSX Corp (CSX)
30.60
+0.28
(+0.94%)
USD |
NASDAQ |
May 13, 15:24
CSX Max Drawdown (5Y): 29.45% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Norfolk Southern Corp | 35.65% |
| Union Pacific Corp | 31.83% |
| USD Partners LP | 99.94% |
| United Airlines Holdings Inc | 79.40% |
| JB Hunt Transport Services Inc | 42.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.22 |
| Beta (5Y) | 1.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.76% |
| Historical Sharpe Ratio (5Y) | 0.1591 |
| Historical Sortino (5Y) | 0.2862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.70% |