Coca-Cola Co (KO)
63.66
+0.68
(+1.07%)
USD |
NYSE |
Nov 21, 15:44
Coca-Cola Max Drawdown (5Y): 37.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.01% |
| September 30, 2024 | 37.01% |
| August 31, 2024 | 37.01% |
| July 31, 2024 | 37.01% |
| June 30, 2024 | 37.01% |
| May 31, 2024 | 37.01% |
| April 30, 2024 | 37.01% |
| March 31, 2024 | 37.01% |
| February 29, 2024 | 37.01% |
| January 31, 2024 | 37.01% |
| December 31, 2023 | 37.01% |
| November 30, 2023 | 37.01% |
| October 31, 2023 | 37.01% |
| September 30, 2023 | 37.01% |
| August 31, 2023 | 37.01% |
| July 31, 2023 | 37.01% |
| June 30, 2023 | 37.01% |
| May 31, 2023 | 37.01% |
| April 30, 2023 | 37.01% |
| March 31, 2023 | 37.01% |
| February 28, 2023 | 37.01% |
| January 31, 2023 | 37.01% |
| December 31, 2022 | 37.01% |
| November 30, 2022 | 37.01% |
| October 31, 2022 | 37.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.01% |
| August 31, 2022 | 37.01% |
| July 31, 2022 | 37.01% |
| June 30, 2022 | 37.01% |
| May 31, 2022 | 37.01% |
| April 30, 2022 | 37.01% |
| March 31, 2022 | 37.01% |
| February 28, 2022 | 37.01% |
| January 31, 2022 | 37.01% |
| December 31, 2021 | 37.01% |
| November 30, 2021 | 37.01% |
| October 31, 2021 | 37.01% |
| September 30, 2021 | 37.01% |
| August 31, 2021 | 37.01% |
| July 31, 2021 | 37.01% |
| June 30, 2021 | 37.01% |
| May 31, 2021 | 37.01% |
| April 30, 2021 | 37.01% |
| March 31, 2021 | 37.01% |
| February 28, 2021 | 37.01% |
| January 31, 2021 | 37.01% |
| December 31, 2020 | 37.01% |
| November 30, 2020 | 37.01% |
| October 31, 2020 | 37.01% |
| September 30, 2020 | 37.01% |
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
13.87%
Minimum
Nov 2019
37.01%
Maximum
Mar 2020
35.46%
Average
37.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Keurig Dr Pepper Inc | 36.87% |
| PepsiCo Inc | 28.81% |
| Monster Beverage Corp | 27.60% |
| Celsius Holdings Inc | 70.10% |
| Boston Beer Co Inc | 80.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.345 |
| Beta (5Y) | 0.6158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.45% |
| Historical Sharpe Ratio (5Y) | 0.2366 |
| Historical Sortino (5Y) | 0.2706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.15% |