Share-based Compensation - Principal Assumptions Utilized in Valuing SSARs Granted (Details) - Stock Settled Stock Appreciation Rights [Member] - $ / shares	12 Months Ended
Mar. 31, 2015	Mar. 31, 2014	Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions and Methodology [Abstract]
Risk-free interest rate, minimum	1.05%	0.67%	0.83%
Risk-free interest rate, maximum	1.39%	0.89%	2.09%
Expected volatility, minimum	80.78%	81.03%	80.75%
Expected volatility, maximum	80.93%	83.77%	82.20%
Weighted average grant date fair value (in dollars per share)	$ 7.96	$ 4.92	$ 7.23

The weighted average fair value of nonvested awards on equity-based plans excluding option plans (for example, phantom stock or unit plan, stock or unit appreciation rights plan, revenue or profit achievement stock award plan) for which the employer is contingently obligated to issue equity instruments or transfer assets to an employee who has not yet satisfied service or performance criteria necessary to gain title to proceeds from the sale of the award or underlying shares or units.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (c)(2)(i)-(ii)
-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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