PEP
PepsiCo Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
PEP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.05% | 20.27% | 6.35% | 4.73% | 7.68% | 7.40% | 9.73% | 13.86% |
| Sharpe Ratio | 1.59 | 0.88 | 0.50 | 0.26 | 0.52 | 0.37 | 0.50 | 0.54 |
| Max Drawdown | -1.79% | -11.21% | -17.89% | -30.32% | -21.00% | -30.32% | -37.54% | -40.41% |
| % Time Invested | 0.8% | 100.0% | 57.6% | 100.0% | 73.1% | 100.0% | 70.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-11 | Open | Interest | 100% | $1.00 | $1.00 | 0.89% | Mark-to-Market |
| 2026-02-09 | 2026-02-11 | Completed | 100% | $168.00 | $166.17 | -1.09% | Signal |
| 2024-04-05 | 2026-02-09 | Interest | 100% | $1.00 | $1.08 | 7.95% | Interest Income |
| 2023-10-30 | 2024-04-05 | Completed | 100% | $147.83 | $157.63 | 6.63% | Signal |
| 2023-10-06 | 2023-10-30 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-04-06 | 2023-10-06 | Completed | 100% | $106.92 | $145.52 | 36.10% | Stop |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-09 | 2020-03-13 | Completed | 100% | $101.64 | $100.29 | -1.33% | Stop |
| 2019-03-28 | 2019-05-09 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-03-26 | 2019-03-28 | Completed | 100% | $98.16 | $98.51 | 0.35% | Signal |
| 2018-11-20 | 2019-03-26 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2018-05-15 | 2018-11-20 | Completed | 100% | $75.51 | $95.28 | 26.18% | Signal |
| 2018-04-23 | 2018-05-15 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-17 | 2018-04-23 | Completed | 100% | $67.94 | $80.16 | 17.98% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-08 | 2015-08-25 | Completed | 100% | $47.82 | $68.02 | 42.22% | Stop |
| 2012-06-07 | 2012-08-08 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-09-02 | 2012-06-07 | Completed | 100% | $41.21 | $44.98 | 9.15% | Signal |
| 2011-08-11 | 2011-09-02 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-04-13 | 2011-08-11 | Completed | 100% | $40.94 | $38.81 | -5.20% | Stop |
| 2010-03-09 | 2010-04-13 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2010-03-05 | 2010-03-09 | Completed | 100% | $39.79 | $39.53 | -0.65% | Signal |
| 2009-03-23 | 2010-03-05 | Interest | 100% | $1.00 | $1.03 | 3.29% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $29.94 | $30.21 | 0.92% | Signal |
| 2008-12-01 | 2009-03-19 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-11-03 | 2008-12-01 | Completed | 100% | $33.63 | $32.80 | -2.47% | Signal |
| 2008-10-10 | 2008-11-03 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-02-14 | 2008-10-10 | Completed | 100% | $41.63 | $34.05 | -18.21% | Stop |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-02-26 | 2008-01-23 | Completed | 100% | $27.93 | $39.73 | 42.23% | Stop |
| 2003-04-17 | 2004-02-26 | Interest | 100% | $1.00 | $1.03 | 3.47% | Interest Income |
| 2003-04-15 | 2003-04-17 | Completed | 100% | $21.86 | $21.72 | -0.61% | Signal |
| 2002-10-29 | 2003-04-15 | Interest | 100% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2002-09-27 | 2002-10-29 | Completed | 100% | $19.79 | $22.88 | 15.64% | Signal |
| 2002-09-05 | 2002-09-27 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-08-01 | 2002-09-05 | Completed | 100% | $22.63 | $19.79 | -12.56% | Stop |
| 2002-07-10 | 2002-08-01 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-04-12 | 2002-07-10 | Completed | 100% | $21.70 | $24.24 | 11.71% | Stop |
| 2001-03-21 | 2001-04-12 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-12-27 | 2001-03-21 | Completed | 100% | $25.33 | $21.18 | -16.37% | Stop |
| 2000-12-04 | 2000-12-27 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-10-18 | 2000-12-04 | Completed | 100% | $24.28 | $21.70 | -10.62% | Stop |
| 2000-07-26 | 2000-10-18 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2000-07-24 | 2000-07-26 | Completed | 100% | $22.56 | $22.75 | 0.85% | Signal |
| 1999-04-26 | 2000-07-24 | Interest | 100% | $1.00 | $1.08 | 7.67% | Interest Income |
| 1998-09-23 | 1999-04-26 | Completed | 100% | $15.69 | $18.35 | 16.95% | Signal |
| 1998-08-31 | 1998-09-23 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-10 | 1998-08-31 | Completed | 100% | $18.71 | $15.97 | -14.67% | Stop |
| 1998-07-17 | 1998-08-10 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-06-02 | 1998-07-17 | Completed | 100% | $20.64 | $19.65 | -4.83% | Stop |
| 1998-05-08 | 1998-06-02 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-11-20 | 1998-05-08 | Completed | 100% | $18.69 | $18.90 | 1.16% | Stop |
| 1997-10-29 | 1997-11-20 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1996-08-08 | 1997-10-29 | Completed | 100% | $14.46 | $18.50 | 27.92% | Stop |
| 1996-07-17 | 1996-08-08 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-08-02 | 1996-07-17 | Completed | 100% | $10.21 | $14.07 | 37.80% | Stop |
| 1995-03-27 | 1995-08-02 | Interest | 100% | $1.00 | $1.02 | 2.27% | Interest Income |
| 1995-03-23 | 1995-03-27 | Completed | 100% | $8.91 | $8.88 | -0.31% | Signal |
| 1994-02-11 | 1995-03-23 | Interest | 100% | $1.00 | $1.08 | 8.12% | Interest Income |
| 1993-05-12 | 1994-02-11 | Completed | 100% | $7.90 | $8.24 | 4.31% | Signal |
| 1993-04-20 | 1993-05-12 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1991-10-09 | 1993-04-20 | Completed | 100% | $6.00 | $7.66 | 27.67% | Stop |
| 1991-09-17 | 1991-10-09 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-05-22 | 1991-09-17 | Completed | 100% | $6.67 | $6.08 | -8.89% | Stop |
| 1991-04-30 | 1991-05-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1990-10-23 | 1991-04-30 | Completed | 100% | $5.02 | $6.36 | 26.75% | Stop |
| 1990-10-01 | 1990-10-23 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-09-14 | 1990-10-01 | Completed | 100% | $5.05 | $4.71 | -6.57% | Stop |
| 1990-08-22 | 1990-09-14 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-02-21 | 1990-08-22 | Completed | 100% | $3.84 | $4.82 | 25.51% | Stop |
| 1990-01-29 | 1990-02-21 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1988-11-16 | 1990-01-29 | Completed | 100% | $2.62 | $3.77 | 43.94% | Stop |
| 1988-09-30 | 1988-11-16 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 1987-11-09 | 1988-09-30 | Completed | 100% | $1.97 | $2.52 | 27.98% | Signal |
| 1987-10-16 | 1987-11-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-06-15 | 1987-10-16 | Completed | 100% | $2.35 | $2.31 | -1.61% | Stop |
| 1987-05-21 | 1987-06-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-09-29 | 1987-05-21 | Completed | 100% | $1.66 | $2.07 | 24.52% | Stop |
| 1986-09-05 | 1986-09-29 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-08-30 | 1986-09-05 | Completed | 100% | $0.86 | $1.87 | 117.63% | Stop |
| 1983-08-23 | 1984-08-30 | Interest | 100% | $1.00 | $1.08 | 8.17% | Interest Income |
| 1983-01-07 | 1983-08-23 | Completed | 100% | $0.66 | $0.63 | -4.87% | Stop |
| 1982-12-15 | 1983-01-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-11-15 | 1982-12-15 | Completed | 100% | $0.74 | $0.62 | -15.22% | Stop |
| 1982-10-22 | 1982-11-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-03-24 | 1982-10-22 | Completed | 100% | $0.63 | $0.79 | 24.34% | Stop |
| 1982-03-02 | 1982-03-24 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-09-30 | 1982-03-02 | Completed | 100% | $0.55 | $0.59 | 6.55% | Stop |
| 1981-09-08 | 1981-09-30 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-02-26 | 1981-09-08 | Completed | 100% | $0.54 | $0.55 | 2.40% | Stop |
| 1980-08-04 | 1981-02-26 | Interest | 100% | $1.00 | $1.04 | 4.40% | Interest Income |
| 1980-07-31 | 1980-08-04 | Completed | 100% | $0.45 | $0.45 | 0.46% | Signal |
| 1979-06-05 | 1980-07-31 | Interest | 100% | $1.00 | $1.09 | 9.29% | Interest Income |
| 1979-03-05 | 1979-06-05 | Completed | 100% | $0.37 | $0.37 | -1.40% | Signal |
| 1979-02-08 | 1979-03-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-10-23 | 1979-02-08 | Completed | 100% | $0.40 | $0.37 | -8.19% | Stop |
| 1978-09-29 | 1978-10-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-06-29 | 1978-09-29 | Completed | 100% | $0.44 | $0.43 | -2.22% | Stop |
| 1977-09-02 | 1978-06-29 | Interest | 100% | $1.00 | $1.06 | 6.48% | Interest Income |
| 1977-01-14 | 1977-09-02 | Completed | 100% | $0.38 | $0.38 | 0.47% | Signal |
| 1976-12-22 | 1977-01-14 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-11-06 | 1976-12-22 | Completed | 100% | $0.32 | $0.37 | 13.44% | Stop |
| 1975-10-15 | 1975-11-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-10-13 | 1975-10-15 | Completed | 100% | $0.31 | $0.32 | 1.66% | Signal |
| 1974-08-14 | 1975-10-13 | Interest | 100% | $1.00 | $1.09 | 9.29% | Interest Income |
Return Distribution Analysis
