Coca-Cola Europacific Partners PLC (CCEP)
72.94
-0.39
(-0.53%)
USD |
NASDAQ |
May 08, 14:02
Coca-Cola Europacific Partners Max Drawdown (5Y): 48.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.77% |
March 31, 2024 | 48.77% |
February 29, 2024 | 48.77% |
January 31, 2024 | 48.77% |
December 31, 2023 | 48.77% |
November 30, 2023 | 48.77% |
October 31, 2023 | 48.77% |
September 30, 2023 | 48.77% |
August 31, 2023 | 48.77% |
July 31, 2023 | 48.77% |
June 30, 2023 | 48.77% |
May 31, 2023 | 48.77% |
April 30, 2023 | 48.77% |
March 31, 2023 | 48.77% |
February 28, 2023 | 48.77% |
January 31, 2023 | 48.77% |
December 31, 2022 | 48.77% |
November 30, 2022 | 48.77% |
October 31, 2022 | 48.77% |
September 30, 2022 | 48.77% |
August 31, 2022 | 48.77% |
July 31, 2022 | 48.77% |
June 30, 2022 | 48.77% |
May 31, 2022 | 48.77% |
April 30, 2022 | 48.77% |
Date | Value |
---|---|
March 31, 2022 | 48.77% |
February 28, 2022 | 48.77% |
January 31, 2022 | 48.77% |
December 31, 2021 | 48.77% |
November 30, 2021 | 48.77% |
October 31, 2021 | 48.77% |
September 30, 2021 | 48.77% |
August 31, 2021 | 48.77% |
July 31, 2021 | 48.77% |
June 30, 2021 | 48.77% |
May 31, 2021 | 48.77% |
April 30, 2021 | 48.77% |
March 31, 2021 | 48.77% |
February 28, 2021 | 48.77% |
January 31, 2021 | 48.77% |
December 31, 2020 | 48.77% |
November 30, 2020 | 48.77% |
October 31, 2020 | 48.77% |
September 30, 2020 | 48.77% |
August 31, 2020 | 48.77% |
July 31, 2020 | 48.77% |
June 30, 2020 | 48.77% |
May 31, 2020 | 48.77% |
April 30, 2020 | 48.77% |
March 31, 2020 | 48.77% |
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
23.54%
Minimum
May 2019
48.77%
Maximum
Mar 2020
44.57%
Average
48.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diageo PLC | 41.15% |
British American Tobacco PLC | 56.33% |
Unilever PLC | 30.13% |
Nomad Foods Ltd | 59.04% |
Gusbourne PLC | 49.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.128 |
Beta (5Y) | 0.8351 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.67% |
Historical Sharpe Ratio (5Y) | 0.2419 |
Historical Sortino (5Y) | 0.2968 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |