Sangoma Technologies Corp (STC.TO)
6.80
0.00 (0.00%)
CAD |
TSX |
May 24, 16:00
Sangoma Technologies Max Drawdown (5Y): 90.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 73.96% |
| June 30, 2022 | 73.96% |
| May 31, 2022 | 72.83% |
| April 30, 2022 | 59.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.41% |
| February 28, 2022 | 57.66% |
| January 31, 2022 | 55.22% |
| December 31, 2021 | 55.22% |
| November 30, 2021 | 55.22% |
| October 31, 2021 | 55.22% |
| September 30, 2021 | 55.22% |
| August 31, 2021 | 55.22% |
| July 31, 2021 | 55.22% |
| June 30, 2021 | 55.22% |
| May 31, 2021 | 55.22% |
| April 30, 2021 | 55.22% |
| March 31, 2021 | 55.22% |
| February 28, 2021 | 55.22% |
| January 31, 2021 | 55.22% |
| December 31, 2020 | 55.22% |
| November 30, 2020 | 55.22% |
| October 31, 2020 | 55.22% |
| September 30, 2020 | 55.22% |
| August 31, 2020 | 56.14% |
| July 31, 2020 | 56.14% |
| June 30, 2020 | 58.33% |
| May 31, 2020 | 61.90% |
| April 30, 2020 | 61.90% |
| March 31, 2020 | 61.90% |
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
55.22%
Minimum
Sep 2020
90.80%
Maximum
Nov 2023
70.19%
Average
68.75%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.02 |
| Beta (5Y) | 1.551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.67% |
| Historical Sharpe Ratio (5Y) | -0.2637 |
| Historical Sortino (5Y) | -0.4461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.87% |