PepsiCo Inc (PEP)
159.51
+0.77
(+0.49%)
USD |
NASDAQ |
Nov 21, 12:30
PepsiCo Max Drawdown (5Y): 28.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.81% |
| September 30, 2024 | 28.81% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.81% |
| August 31, 2022 | 28.81% |
| July 31, 2022 | 28.81% |
| June 30, 2022 | 28.81% |
| May 31, 2022 | 28.81% |
| April 30, 2022 | 28.81% |
| March 31, 2022 | 28.81% |
| February 28, 2022 | 28.81% |
| January 31, 2022 | 28.81% |
| December 31, 2021 | 28.81% |
| November 30, 2021 | 28.81% |
| October 31, 2021 | 28.81% |
| September 30, 2021 | 28.81% |
| August 31, 2021 | 28.81% |
| July 31, 2021 | 28.81% |
| June 30, 2021 | 28.81% |
| May 31, 2021 | 28.81% |
| April 30, 2021 | 28.81% |
| March 31, 2021 | 28.81% |
| February 28, 2021 | 28.81% |
| January 31, 2021 | 28.81% |
| December 31, 2020 | 28.81% |
| November 30, 2020 | 28.81% |
| October 31, 2020 | 28.81% |
| September 30, 2020 | 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
20.44%
Minimum
Nov 2019
28.81%
Maximum
Mar 2020
28.25%
Average
28.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Keurig Dr Pepper Inc | 36.87% |
| Coca-Cola Co | 37.01% |
| Monster Beverage Corp | 27.60% |
| Celsius Holdings Inc | 70.10% |
| Target Corp | 58.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.372 |
| Beta (5Y) | 0.5349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.07% |
| Historical Sharpe Ratio (5Y) | 0.2654 |
| Historical Sortino (5Y) | 0.3706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.89% |