PepsiCo Inc (PEP)
152.79
+1.32
(+0.87%)
USD |
NASDAQ |
Dec 20, 16:00
152.79
0.00 (0.00%)
After-Hours: 20:00
PepsiCo Max Drawdown (5Y): 28.81% for Nov. 30, 2024
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Keurig Dr Pepper Inc | 36.87% |
| Coca-Cola Co | 37.01% |
| Celsius Holdings Inc | 73.30% |
| Monster Beverage Corp | 27.60% |
| Target Corp | 58.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.669 |
| Beta (5Y) | 0.5259 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.30% |
| Historical Sharpe Ratio (5Y) | 0.2517 |
| Historical Sortino (5Y) | 0.3556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.20% |