SunCoke Energy, Inc. (SXC)
10.02
-0.11
(-1.09%)
USD |
NYSE |
Sep 11, 16:00
10.01
-0.01
(-0.10%)
After-Hours: 20:00
SunCoke Energy Max Drawdown (5Y) : 53.28% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 53.28% |
| July 31, 2026 | 53.28% |
| June 30, 2026 | 53.28% |
| May 31, 2026 | 53.28% |
| April 30, 2026 | 53.28% |
| March 31, 2026 | 53.28% |
| February 28, 2026 | 53.28% |
| January 31, 2026 | 59.32% |
| December 31, 2025 | 64.72% |
| November 30, 2025 | 67.76% |
| October 31, 2025 | 74.88% |
| September 30, 2025 | 74.88% |
| August 31, 2025 | 75.48% |
| July 31, 2025 | 77.60% |
| June 30, 2025 | 80.25% |
| May 31, 2025 | 80.25% |
| April 30, 2025 | 83.41% |
| March 31, 2025 | 83.98% |
| February 28, 2025 | 83.98% |
| January 31, 2025 | 83.98% |
| December 31, 2024 | 83.98% |
| November 30, 2024 | 83.98% |
| October 31, 2024 | 83.98% |
| September 30, 2024 | 83.98% |
| August 31, 2024 | 83.98% |
| Date | Value |
|---|---|
| July 31, 2024 | 83.98% |
| June 30, 2024 | 83.98% |
| May 31, 2024 | 83.98% |
| April 30, 2024 | 83.98% |
| March 31, 2024 | 83.98% |
| February 29, 2024 | 83.98% |
| January 31, 2024 | 83.98% |
| December 31, 2023 | 83.98% |
| November 30, 2023 | 83.98% |
| October 31, 2023 | 83.98% |
| September 30, 2023 | 83.98% |
| August 31, 2023 | 83.98% |
| July 31, 2023 | 83.98% |
| June 30, 2023 | 83.98% |
| May 31, 2023 | 83.98% |
| April 30, 2023 | 83.98% |
| March 31, 2023 | 83.98% |
| February 28, 2023 | 83.98% |
| January 31, 2023 | 83.98% |
| December 31, 2022 | 83.98% |
| November 30, 2022 | 83.98% |
| October 31, 2022 | 83.98% |
| September 30, 2022 | 83.98% |
| August 31, 2022 | 83.98% |
| July 31, 2022 | 83.98% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ampco-Pittsburgh Corp. | 91.36% |
| Commercial Metals Co. | 37.63% |
| Nucor Corp. | 47.80% |
| Bourque Industries, Inc. | 100.00% |
| Metallus, Inc. | 56.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4415 |
| Beta (5Y) | 1.025 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.05% |
| Historical Sharpe Ratio (5Y) | 0.2262 |
| Historical Sortino (5Y) | 0.4665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.91% |