Sangoma Technologies Corp (STC.TO)

10.00 +0.22 (+2.25%) CAD  |  TSX  |  Dec 20, 16:00
10.00 0.00 (0.00%) After-Hours: 16:00
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Sangoma Technologies Max Drawdown (5Y): 90.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Evertz Technologies Ltd 44.63%
Valdor Technology International Inc 98.50%
Nuran Wireless Inc 99.88%
Metamaterial Exchangeco Inc --
Critical Infrastructure Technologies Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.72
Beta (5Y) 1.613
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.90%
Historical Sharpe Ratio (5Y) -0.2492
Historical Sortino (5Y) -0.4105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.87%