Sangoma Technologies Corp. (STC.TO)
6.72
+0.06
(+0.90%)
CAD |
TSX |
Oct 19, 16:00
Sangoma Technologies Max Drawdown (5Y) : 90.80% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 90.80% |
| August 31, 2026 | 90.80% |
| July 31, 2026 | 90.80% |
| June 30, 2026 | 90.80% |
| May 31, 2026 | 90.80% |
| April 30, 2026 | 90.80% |
| March 31, 2026 | 90.80% |
| February 28, 2026 | 90.80% |
| January 31, 2026 | 90.80% |
| December 31, 2025 | 90.80% |
| November 30, 2025 | 90.80% |
| October 31, 2025 | 90.80% |
| September 30, 2025 | 90.80% |
| August 31, 2025 | 90.80% |
| July 31, 2025 | 90.80% |
| June 30, 2025 | 90.80% |
| May 31, 2025 | 90.80% |
| April 30, 2025 | 90.80% |
| March 31, 2025 | 90.80% |
| February 28, 2025 | 90.80% |
| January 31, 2025 | 90.80% |
| December 31, 2024 | 90.80% |
| November 30, 2024 | 90.80% |
| October 31, 2024 | 90.80% |
| September 30, 2024 | 90.80% |
| Date | Value |
|---|---|
| August 31, 2024 | 90.80% |
| July 31, 2024 | 90.80% |
| June 30, 2024 | 90.80% |
| May 31, 2024 | 90.80% |
| April 30, 2024 | 90.80% |
| March 31, 2024 | 90.80% |
| February 29, 2024 | 90.80% |
| January 31, 2024 | 90.80% |
| December 31, 2023 | 90.80% |
| November 30, 2023 | 90.80% |
| October 31, 2023 | 89.56% |
| September 30, 2023 | 87.86% |
| August 31, 2023 | 87.86% |
| July 31, 2023 | 87.86% |
| June 30, 2023 | 87.86% |
| May 31, 2023 | 87.58% |
| April 30, 2023 | 87.58% |
| March 31, 2023 | 87.58% |
| February 28, 2023 | 87.42% |
| January 31, 2023 | 86.15% |
| December 31, 2022 | 86.15% |
| November 30, 2022 | 85.49% |
| October 31, 2022 | 81.84% |
| September 30, 2022 | 80.19% |
| August 31, 2022 | 73.96% |
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
| Evertz Technologies Ltd. | 35.73% |
| Vecima Networks, Inc. | 62.31% |
| Edgewater Wireless Systems, Inc. | 94.30% |
| C-COM Satellite Systems, Inc. | 82.22% |
| Quarterhill, Inc. | 69.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.18 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.93% |
| Historical Sharpe Ratio (5Y) | -0.5215 |
| Historical Sortino (5Y) | -0.8636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.21% |