Norfolk Southern Corp (NSC)

235.77 +1.62 (+0.69%) USD  |  NYSE  |  Dec 23, 16:00
237.21 +1.44 (+0.61%) Pre-Market: 08:01
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Norfolk Southern Max Drawdown (5Y): 44.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Union Pacific Corp 38.71%
CSX Corp 40.55%
USD Partners LP 99.84%
Southwest Airlines Co 64.57%
C.H. Robinson Worldwide Inc 40.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.42
Beta (5Y) 1.314
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.23%
Historical Sharpe Ratio (5Y) 0.2438
Historical Sortino (5Y) 0.3544
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.90%