Coca-Cola Co (KO)
60.64
+0.09
(+0.15%)
USD |
NYSE |
Apr 23, 16:00
60.52
-0.12
(-0.20%)
Pre-Market: 05:13
Coca-Cola Max Drawdown (5Y): 37.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 37.01% |
July 31, 2020 | 37.01% |
June 30, 2020 | 37.01% |
May 31, 2020 | 37.01% |
April 30, 2020 | 37.01% |
March 31, 2020 | 37.01% |
February 29, 2020 | 13.87% |
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
Apr 2019
37.01%
Maximum
Mar 2020
32.76%
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% |
Molson Coors Beverage Co | 67.73% |
Celsius Holdings Inc | 62.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8869 |
Beta (5Y) | 0.5893 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.18% |
Historical Sharpe Ratio (5Y) | 0.3549 |
Historical Sortino (5Y) | 0.4005 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |