Norfolk Southern Corp (NSC)
255.99
-1.23
(-0.48%)
USD |
NYSE |
Feb 14, 16:00
255.97
-0.02
(-0.01%)
After-Hours: 20:00
Norfolk Southern Max Drawdown (5Y): 44.42% for Jan. 31, 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
Union Pacific Corp | 38.71% |
CSX Corp | 40.55% |
USD Partners LP | 99.84% |
GXO Logistics Inc | -- |
Universal Logistics Holdings Inc | 67.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.36 |
Beta (5Y) | 1.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.33% |
Historical Sharpe Ratio (5Y) | 0.1435 |
Historical Sortino (5Y) | 0.2988 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |