CSX Corp
Provider: Exchange
| Annualised Return | 13.8% |
| Realised Volatility | 26.25% |
| Downside Volatility | 16.15% |
| Max Drawdown | -63.62% |
| Winning months | 58.82% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.85 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.18 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.17% | 13.43% | -3.84% | 10.67% | -0.07% | 5.02% | 6.04% | 0.49% | -7.92% | 11.78% | 44.73% | ||
| 2025 | 1.86% | -2.22% | -8.06% | -4.62% | 13.01% | 3.29% | 8.92% | -8.16% | 9.23% | 1.44% | -1.47% | 2.52% | 14.13% |
| 2024 | 2.97% | 6.61% | -2.29% | -10.39% | 1.96% | -0.89% | 4.93% | -2.02% | 0.76% | -2.58% | 9.01% | -11.71% | -5.65% |
| 2023 | -0.19% | -1.04% | -1.8% | 2.34% | 0.46% | 11.18% | -2.29% | -9.04% | 1.82% | -2.93% | 8.58% | 7.34% | 13.51% |
| 2022 | -8.99% | -0.61% | 10.44% | -8.3% | -7.13% | -8.59% | 11.25% | -1.8% | -15.83% | 9.08% | 12.85% | -5.23% | -16.58% |
| 2021 | -5.5% | 7.07% | 5.32% | 4.49% | -0.35% | -3.88% | 0.75% | 0.93% | -8.58% | 21.62% | -3.92% | 8.48% | 25.7% |
| 2020 | 5.5% | -7.4% | -18.67% | 15.58% | 8.46% | -2.57% | 2.29% | 7.54% | 1.58% | 1.64% | 14.4% | 0.78% | 27.09% |
| 2019 | 5.75% | 10.97% | 2.96% | 6.43% | -6.18% | 3.89% | -9.01% | -4.45% | 3.36% | 1.44% | 2.15% | 1.15% | 18.06% |
| 2018 | 3.2% | -4.99% | 3.7% | 6.61% | 9.23% | -1.35% | 10.82% | 5.23% | -0.15% | -7.01% | 5.79% | -14.46% | 14.47% |
| 2017 | 29.11% | 5.07% | -4.14% | 9.22% | 6.95% | 0.72% | -9.57% | 2.16% | 8.09% | -7.06% | 10.97% | -1.33% | 55.48% |
| 2016 | -11.29% | 5.64% | 6.67% | 5.9% | -2.4% | -1.32% | 8.63% | 0.47% | 7.85% | 0.03% | 17.98% | 0.33% | 42.09% |
| 2015 | -8.09% | 3.5% | -3.47% | 8.97% | -5.08% | -4.2% | -4.2% | -11.87% | -1.75% | 0.33% | 5.99% | -8.72% | -26.73% |
| 2014 | -6.47% | 3.54% | 4.55% | -2.59% | 4.75% | 4.8% | -2.89% | 3.85% | 3.72% | 11.13% | 2.85% | -0.71% | 28.52% |
| 2013 | 11.66% | 4.79% | 7.37% | -0.16% | 3.13% | -8.01% | 6.99% | -0.2% | 4.59% | 1.24% | 5.22% | 5.5% | 49.33% |
| 2012 | 7.07% | -6.31% | 2.43% | 3.58% | -5.66% | 7.04% | 2.59% | -1.49% | -7.61% | -1.35% | -2.79% | -0.15% | -3.91% |
| 2011 | 9.27% | 6.14% | 5.28% | 0.11% | 0.93% | -0.81% | -6.29% | -10.2% | -14.91% | 18.96% | -1.66% | -2.99% | -0.55% |
| 2010 | -11.61% | 11.3% | 7.25% | 10.12% | -6.33% | -5.02% | 6.23% | -4.9% | 10.89% | 11.08% | -0.62% | 6.25% | 35.81% |
| 2009 | -10.81% | -14.07% | 4.74% | 14.47% | 8.13% | 9.04% | 15.85% | 6.47% | -1.5% | 0.76% | 13.08% | 2.13% | 53.18% |
| 2008 | 10.19% | 0.41% | 15.56% | 12.27% | 10% | -9.05% | 7.59% | -3.96% | -15.63% | -16.22% | -18.05% | -12.81% | -25.05% |
| 2007 | 6.85% | 2.57% | 6.46% | 7.79% | 5.54% | -0.79% | 5.17% | -13.2% | 4.22% | 4.77% | -5.84% | 4.71% | 29.41% |
| 2006 | 5.43% | 3.7% | 7.98% | 14.53% | -2.1% | 5.26% | -13.85% | -0.07% | 8.63% | 8.65% | 0.81% | -3.98% | 37.04% |
| 2005 | -0.27% | 3.61% | 0.82% | -3.65% | 3.86% | 2.6% | 6.75% | -3.32% | 5.8% | -1.44% | 6.46% | 4.38% | 27.93% |
| 2004 | -12.19% | 0.23% | -3.94% | 1.56% | 3.06% | 3.7% | -4.48% | 1.21% | 5.13% | 9.94% | 4.75% | 5.11% | 12.9% |
| 2003 | -0.99% | -3.81% | 6.18% | 12.13% | 2.73% | -8.12% | 4.02% | 3.47% | -9.39% | 8.78% | 6.83% | 6.05% | 28.64% |
| 2002 | 14.12% | -5.39% | 0.98% | -5.09% | -4.61% | 1.89% | -1.37% | 1.03% | -24.26% | 4.62% | 0.56% | 2.38% | -18.24% |
| 2001 | 17.59% | 10.66% | 0.77% | 4.07% | 6.91% | -2.58% | 7.95% | -9.4% | -10.87% | 6.98% | 11.28% | -6.28% | 38.22% |
| 2000 | -6.77% | -23.12% | 5.92% | -10.91% | 5.29% | -2.58% | 17.11% | -3.13% | -8.21% | 16.05% | 3.67% | 0% | -13.09% |
| 1999 | -3.02% | -1.76% | -0.79% | 26.48% | -4.12% | -3.32% | 6.75% | -9.22% | -3% | -3.54% | -12.33% | -11.78% | -22.28% |
| 1998 | -1.85% | 6.09% | 6.37% | -11.77% | -8.53% | -4.71% | -11.13% | -6.59% | 12.17% | -6.68% | 6.93% | -0.45% | -21.2% |
| 1997 | 14.79% | -4.37% | 0.82% | 0.27% | 14.25% | 4.72% | 11.27% | -6.97% | 2.29% | -5.98% | -4.36% | 3.22% | 30.47% |
| 1996 | 1.64% | -2.7% | 1.67% | 12.33% | -2.92% | -2.52% | 0% | 5.45% | -0.25% | -14.61% | 9.01% | -9.62% | -5.4% |
| 1995 | 2.87% | 9.17% | 1.28% | 1.28% | -3.84% | -1.48% | 11.65% | -1.11% | 1.97% | -0.45% | 5.26% | 4.14% | 34.1% |
| 1994 | 12.06% | -3.61% | -6.82% | -5.03% | -1.17% | -1.31% | 2.82% | 0.1% | -11.33% | 5.84% | -3.51% | 0.18% | -12.94% |
| 1993 | 7.27% | -4.41% | -3.75% | 6.86% | -1.03% | 0.71% | 6.29% | 5.13% | -2.35% | 4.34% | 3.03% | -1.36% | 21.64% |
| 1992 | -1.51% | 5.31% | -1.9% | 7.27% | 6.8% | -4.88% | 6.3% | -11.9% | 0% | 11.02% | 5.58% | 0% | 21.72% |
| 1991 | 12.21% | 7.34% | -2.64% | 8.47% | 17.86% | -2.94% | 4.67% | 10.27% | 1.21% | 4.98% | -11.35% | 19.01% | 88.28% |
| 1990 | -11.29% | 6.71% | -3.89% | -4.44% | 5% | 1.11% | 1.1% | -11.72% | -10.83% | 0% | 12.56% | 6.72% | -11.77% |