Coca-Cola Europacific Partners PLC (CCEP)
69.13
+0.03
(+0.04%)
USD |
NASDAQ |
Apr 23, 16:00
69.11
-0.02
(-0.03%)
After-Hours: 20:00
Coca-Cola Europacific Partners Max Drawdown (5Y): 48.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 48.77% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 23.54% |
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
Apr 2019
48.77%
Maximum
Mar 2020
44.15%
Average
48.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Diageo PLC | 41.15% |
| Coca-Cola Co | 37.01% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.812 |
| Beta (5Y) | 0.8559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.65% |
| Historical Sharpe Ratio (5Y) | 0.2483 |
| Historical Sortino (5Y) | 0.3005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |