Sangfroid means to keep your cool, or to stay calm under great strain. One can be sangfroid or show great sangfroid. Sometimes dictionaries list a spelling variation as sang-froid with a hyphen. This comes from the original French spelling. However, most of English usage drops the hyphen.
In French sang-froid means cold blood. To be cold-blooded in English is a bad thing, meaning to have no emotion in a situation that should elicit great emotion. However, if one’s blood is cold instead of hot, one could be seen to be calm instead of angry.
English does keep the pronunciation from the French and sangfroid is \ˈsäⁿ-ˈf(r)wä\ (sahn-frah).