SunCoke Energy Inc (SXC)

10.94 -0.05 (-0.46%) USD  |  NYSE  |  Dec 20, 16:00
10.94 0.00 (0.00%) After-Hours: 20:00
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SunCoke Energy Max Drawdown (5Y): 83.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Warrior Met Coal Inc 64.79%
Arch Resources Inc 76.53%
Ramaco Resources Inc 85.54%
American Resources Corp 97.44%
Alpha Metallurgical Resources Inc 97.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.006
Beta (5Y) 1.072
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.90%
Historical Sharpe Ratio (5Y) 0.466
Historical Sortino (5Y) 0.7821
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.98%