SunCoke Energy Inc (SXC)
10.13
+0.28
(+2.84%)
USD |
NYSE |
May 02, 15:35
SunCoke Energy Max Drawdown (5Y): 81.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.83% |
March 31, 2024 | 81.83% |
February 29, 2024 | 81.83% |
January 31, 2024 | 81.83% |
December 31, 2023 | 81.83% |
November 30, 2023 | 81.83% |
October 31, 2023 | 81.83% |
September 30, 2023 | 81.83% |
August 31, 2023 | 81.83% |
July 31, 2023 | 81.83% |
June 30, 2023 | 81.83% |
May 31, 2023 | 81.83% |
April 30, 2023 | 81.83% |
March 31, 2023 | 81.83% |
February 28, 2023 | 81.83% |
January 31, 2023 | 81.83% |
December 31, 2022 | 81.83% |
November 30, 2022 | 81.83% |
October 31, 2022 | 81.83% |
September 30, 2022 | 81.83% |
August 31, 2022 | 81.83% |
July 31, 2022 | 81.83% |
June 30, 2022 | 81.83% |
May 31, 2022 | 81.83% |
April 30, 2022 | 81.83% |
Date | Value |
---|---|
March 31, 2022 | 81.83% |
February 28, 2022 | 81.83% |
January 31, 2022 | 81.83% |
December 31, 2021 | 81.83% |
November 30, 2021 | 81.83% |
October 31, 2021 | 81.83% |
September 30, 2021 | 81.83% |
August 31, 2021 | 81.83% |
July 31, 2021 | 81.83% |
June 30, 2021 | 81.83% |
May 31, 2021 | 81.83% |
April 30, 2021 | 81.83% |
March 31, 2021 | 81.83% |
February 28, 2021 | 81.83% |
January 31, 2021 | 81.83% |
December 31, 2020 | 81.83% |
November 30, 2020 | 86.69% |
October 31, 2020 | 90.43% |
September 30, 2020 | 90.43% |
August 31, 2020 | 90.43% |
July 31, 2020 | 90.43% |
June 30, 2020 | 90.43% |
May 31, 2020 | 90.43% |
April 30, 2020 | 90.43% |
March 31, 2020 | 90.43% |
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
81.83%
Minimum
Dec 2020
90.43%
Maximum
May 2019
84.49%
Average
81.83%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Ramaco Resources Inc | 85.54% |
Arch Resources Inc | 76.53% |
Warrior Met Coal Inc | 64.79% |
American Resources Corp | 97.44% |
Alpha Metallurgical Resources Inc | 97.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.517 |
Beta (5Y) | 1.190 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.78% |
Historical Sharpe Ratio (5Y) | 0.1228 |
Historical Sortino (5Y) | 0.1861 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.39% |