Coca-Cola Europacific Partners PLC (CCEP)

75.15 +0.44 (+0.59%) USD  |  NASDAQ  |  Dec 20, 16:00
75.14 -0.01 (-0.01%) After-Hours: 20:00
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Coca-Cola Europacific Partners Max Drawdown (5Y): 48.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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British American Tobacco PLC 56.33%
Diageo PLC 43.02%
Unilever PLC 30.13%
Nomad Foods Ltd 59.04%
Bright Scholar Education Holdings Ltd 98.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.342
Beta (5Y) 0.9124
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.66%
Historical Sharpe Ratio (5Y) 0.3319
Historical Sortino (5Y) 0.401
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.01%