SunCoke Energy, Inc. (SXC)
9.90
+0.16
(+1.64%)
USD |
NYSE |
Oct 02, 16:00
9.895
0.00 (0.00%)
After-Hours: 20:00
SunCoke Energy Max Drawdown (5Y) : 53.28% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.28% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 83.98% |
| 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% |
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
| Metallus, Inc. | 56.26% |
| Ampco-Pittsburgh Corp. | 91.36% |
| Commercial Metals Co. | 37.63% |
| Nucor Corp. | 47.80% |
| Graphene & Solar Technologies Ltd. | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1948 |
| Beta (5Y) | 1.009 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.07% |
| Historical Sharpe Ratio (5Y) | 0.2299 |
| Historical Sortino (5Y) | 0.4687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.91% |