PepsiCo Inc (PEP)
148.59
+0.25
(+0.17%)
USD |
NASDAQ |
Mar 14, 16:00
148.18
-0.41
(-0.28%)
After-Hours: 20:00
PepsiCo Max Drawdown (5Y): 28.81% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Keurig Dr Pepper Inc | 36.87% |
| Coca-Cola Co | 37.01% |
| Monster Beverage Corp | 27.60% |
| Celsius Holdings Inc | 77.86% |
| Molson Coors Beverage Co | 67.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.909 |
| Beta (5Y) | 0.5188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.69% |
| Historical Sharpe Ratio (5Y) | 0.2392 |
| Historical Sortino (5Y) | 0.40 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.79% |