PepsiCo, Inc. (PEP)
144.68
+1.20
(+0.84%)
USD |
NASDAQ |
Aug 24, 16:00
145.23
+0.55
(+0.38%)
After-Hours: 20:00
PepsiCo Max Drawdown (5Y) : 30.32% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 28.81% |
| July 31, 2024 | 28.81% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 28.81% |
| June 30, 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
--
Minimum
--
Maximum
--
Average
--
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% |
| Primo Brands Corp. | 59.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.060 |
| Beta (5Y) | 0.3493 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.41% |
| Historical Sharpe Ratio (5Y) | -0.1634 |
| Historical Sortino (5Y) | -0.3028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |