SANG Sangoma Tech...

Fundamental Data

Get detailed Fundamental insights of Sangoma Technologies and compare it to the S&P500.
YTD Return
SANG +78.44%
vs.
SPY +16.79%
1-Year Return
SANG +36.77%
vs.
SPY +25.14%
3-Year Return
SANG +16.90%
vs.
SPY +5.24%

Worst 10 Drawdowns of SANG

Started Recovered Drawdown Days
Jan 4, 2022 Sep 19, 2024 -87.18% 990
Jan 21, 2020 Jul 2, 2020 -57.35% 164
Feb 10, 2021 Nov 5, 2021 -47.16% 269
Jan 6, 2015 Aug 22, 2016 -39.29% 595
Jan 25, 2018 Feb 5, 2019 -36.70% 377
May 24, 2017 Jun 20, 2017 -28.57% 28
Jul 3, 2017 Oct 16, 2017 -25.81% 106
Feb 20, 2019 Oct 24, 2019 -19.70% 247
Aug 30, 2016 Feb 7, 2017 -19.35% 162
Jul 15, 2020 Oct 12, 2020 -18.36% 90

SANG vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 19, 2024

Annual Return (%)

SANG
S&P500
Metric SANG S&P500
Cumulative Return +2.18K% +170.23%
Compound Annual Growth Rate (CAGR) +24.91% +7.32%
Sharpe 0.52 0.67
Sortino 2.00 0.93
Max Drawdown -87.18% -34.1%
Longest Drawdown Days 990 745
Volatility (ann.) 159.77% 17.85%
Correlation 4.9% -
R^2 0 -
Calmar 0.29 0.21
Skew 37.51 -0.55
Kurtosis 1684.37 12.46
Expected Daily +0.13% +0.04%
Expected Monthly +2.71% +0.85%
Expected Yearly +36.73% +10.45%
Kelly Criterion 16.1% -3.44%
Risk of Ruin 0% 0%
Daily Value-at-Risk -16.23% -1.80%
Expected Shortfall (cVaR) -16.23% -1.80%
Max Consecutive Wins 6 9
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.35 0.14
Gain/Pain (1M) 1.57 0.76
Payoff Ratio 1.48 0.79
Profit Factor 1.35 1.14
Outlier Win Ratio 5.26 12.16
Outlier Loss Ratio 1.90 9.40
MTD +7.53% +1.30%
3M +8.14% +3.91%
6M +20.21% +8.24%
Best Day +453.14% +9.06%
Worst Day -34.18% -10.94%
Best Month +433.76% +12.70%
Worst Month -38.95% -13.00%
Best Year +515.33% +28.79%
Worst Year -71.23% -19.48%
Avg. Drawdown -15.25% -1.86%
Avg. Drawdown Days 96 22
Recovery Factor 9.16 3.37
Ulcer Index 0.41 0.08
Avg. Up Month +15.94% +3.83%
Avg. Down Month -11.18% -4.93%
Win Days 49.96% 54.40%
Win Month 53.21% 67.52%
Win Quarter 51.28% 76.92%
Win Year 70.00% 70.00%