PepsiCo, Inc. (PEP)
125.89
+0.29
(+0.23%)
USD |
NASDAQ |
Oct 02, 16:00
125.95
+0.06
(+0.05%)
After-Hours: 20:00
PepsiCo Max Drawdown (5Y) : 30.32% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.32% |
| August 31, 2026 | 30.32% |
| July 31, 2026 | 30.32% |
| June 30, 2026 | 30.32% |
| May 31, 2026 | 30.32% |
| April 30, 2026 | 30.32% |
| March 31, 2026 | 30.32% |
| February 28, 2026 | 30.32% |
| January 31, 2026 | 30.32% |
| December 31, 2025 | 30.32% |
| November 30, 2025 | 30.32% |
| October 31, 2025 | 30.32% |
| September 30, 2025 | 30.32% |
| August 31, 2025 | 30.32% |
| July 31, 2025 | 30.32% |
| June 30, 2025 | 30.32% |
| May 31, 2025 | 30.32% |
| April 30, 2025 | 27.65% |
| March 31, 2025 | 23.30% |
| February 28, 2025 | 28.81% |
| January 31, 2025 | 28.81% |
| December 31, 2024 | 28.81% |
| November 30, 2024 | 28.81% |
| October 31, 2024 | 28.81% |
| September 30, 2024 | 28.81% |
| Date | Value |
|---|---|
| August 31, 2024 | 28.81% |
| July 31, 2024 | 28.81% |
| June 30, 2024 | 28.81% |
| May 31, 2024 | 28.81% |
| April 30, 2024 | 28.81% |
| March 31, 2024 | 28.81% |
| February 29, 2024 | 28.81% |
| January 31, 2024 | 28.81% |
| December 31, 2023 | 28.81% |
| November 30, 2023 | 28.81% |
| October 31, 2023 | 28.81% |
| September 30, 2023 | 28.81% |
| August 31, 2023 | 28.81% |
| July 31, 2023 | 28.81% |
| June 30, 2023 | 28.81% |
| May 31, 2023 | 28.81% |
| April 30, 2023 | 28.81% |
| March 31, 2023 | 28.81% |
| February 28, 2023 | 28.81% |
| January 31, 2023 | 28.81% |
| December 31, 2022 | 28.81% |
| November 30, 2022 | 28.81% |
| October 31, 2022 | 28.81% |
| September 30, 2022 | 28.81% |
| August 31, 2022 | 28.81% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Keurig Dr Pepper, Inc. | 31.18% |
| The Coca-Cola Co. | 17.28% |
| Monster Beverage Corp. | 26.62% |
| Celsius Holdings, Inc. | 77.86% |
| Procter & Gamble Co. | 23.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.533 |
| Beta (5Y) | 0.3552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.62% |
| Historical Sharpe Ratio (5Y) | -0.2259 |
| Historical Sortino (5Y) | -0.4196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |