PepsiCo, Inc. (PEP)

146.32 -0.25 (-0.17%) USD  |  NASDAQ  |  Jan 16, 16:00
146.20 -0.12 (-0.08%) After-Hours: 04:16
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PepsiCo Historical Sortino (3Y)

Historical Sortino (3Y) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Keurig Dr Pepper, Inc. Upgrade
The Coca-Cola Co. Upgrade
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Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade