SunCoke Energy Inc (SXC)
9.55
-0.05
(-0.52%)
USD |
NYSE |
Apr 25, 16:00
9.55
0.00 (0.00%)
After-Hours: 20:00
SunCoke Energy Max Drawdown (5Y): 83.98% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Ramaco Resources Inc | 85.54% |
| Warrior Met Coal Inc | 64.55% |
| Alpha Metallurgical Resources Inc | 96.80% |
| American Resources Corp | 95.56% |
| Westwater Resources Inc | 99.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.290 |
| Beta (5Y) | 0.9037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.02% |
| Historical Sharpe Ratio (5Y) | 0.4939 |
| Historical Sortino (5Y) | 1.17 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.65% |