Norfolk Southern Corp (NSC)
268.95
+4.69
(+1.77%)
USD |
NYSE |
Nov 22, 16:00
269.99
+1.04
(+0.39%)
Pre-Market: 20:00
Norfolk Southern Max Drawdown (5Y): 44.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.42% |
| September 30, 2024 | 44.42% |
| August 31, 2024 | 44.42% |
| July 31, 2024 | 44.42% |
| June 30, 2024 | 44.42% |
| May 31, 2024 | 44.42% |
| April 30, 2024 | 44.42% |
| March 31, 2024 | 44.42% |
| February 29, 2024 | 44.42% |
| January 31, 2024 | 44.42% |
| December 31, 2023 | 44.42% |
| November 30, 2023 | 44.42% |
| October 31, 2023 | 44.42% |
| September 30, 2023 | 44.42% |
| August 31, 2023 | 44.42% |
| July 31, 2023 | 44.42% |
| June 30, 2023 | 44.42% |
| May 31, 2023 | 44.42% |
| April 30, 2023 | 44.42% |
| March 31, 2023 | 44.42% |
| February 28, 2023 | 44.42% |
| January 31, 2023 | 44.42% |
| December 31, 2022 | 44.42% |
| November 30, 2022 | 44.42% |
| October 31, 2022 | 44.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.42% |
| August 31, 2022 | 44.42% |
| July 31, 2022 | 44.42% |
| June 30, 2022 | 44.42% |
| May 31, 2022 | 44.42% |
| April 30, 2022 | 44.42% |
| March 31, 2022 | 44.42% |
| February 28, 2022 | 44.42% |
| January 31, 2022 | 44.42% |
| December 31, 2021 | 44.42% |
| November 30, 2021 | 44.42% |
| October 31, 2021 | 44.42% |
| September 30, 2021 | 44.42% |
| August 31, 2021 | 44.42% |
| July 31, 2021 | 44.42% |
| June 30, 2021 | 44.42% |
| May 31, 2021 | 44.42% |
| April 30, 2021 | 44.42% |
| March 31, 2021 | 44.42% |
| February 28, 2021 | 44.42% |
| January 31, 2021 | 44.42% |
| December 31, 2020 | 44.42% |
| November 30, 2020 | 44.42% |
| October 31, 2020 | 44.42% |
| September 30, 2020 | 44.42% |
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
41.69%
Minimum
Nov 2019
44.42%
Maximum
Mar 2020
44.24%
Average
44.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Union Pacific Corp | 38.71% |
| CSX Corp | 40.55% |
| USD Partners LP | 99.84% |
| C.H. Robinson Worldwide Inc | 40.56% |
| Delta Air Lines Inc | 69.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.58 |
| Beta (5Y) | 1.306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.17% |
| Historical Sharpe Ratio (5Y) | 0.2154 |
| Historical Sortino (5Y) | 0.3124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |