PepsiCo Historical Sortino (Since Inception) Analysis

PepsiCo, Inc. (PEP)

146.31 -0.26 (-0.18%) USD | NASDAQ | Jan 16, 16:00

146.27 -0.04 (-0.03%) After-Hours: 16:05

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Minimum

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Keurig Dr Pepper, Inc.	Upgrade
The Coca-Cola Co.	Upgrade
Monster Beverage Corp.	Upgrade
Celsius Holdings, Inc.	Upgrade
Mondelez International, Inc.	Upgrade

Historical Sortino (Since Inception) Related Metrics

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