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 | 13.79% | 20.27% | 6.99% | 4.73% | 5.48% | 7.40% | 8.89% | 13.86% |
| Sharpe Ratio | 0.81 | 0.88 | 0.47 | 0.26 | 0.36 | 0.37 | 0.47 | 0.54 |
| Max Drawdown | -11.21% | -11.21% | -18.95% | -30.32% | -21.00% | -30.32% | -41.37% | -40.41% |
| % Time Invested | 63.9% | 100.0% | 73.0% | 100.0% | 75.5% | 100.0% | 72.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 1.0 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-09 | Open | Open | 100% | $138.57 | $155.29 | 12.06% | Mark-to-Market |
| 2024-11-25 | 2025-09-09 | Interest | 100% | $1.00 | $1.03 | 3.37% | Interest Income |
| 2024-05-02 | 2024-11-25 | Completed | 100% | $163.38 | $153.75 | -5.89% | Signal |
| 2023-10-05 | 2024-05-02 | Interest | 100% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2021-04-28 | 2023-10-05 | Completed | 100% | $122.87 | $154.68 | 25.89% | Signal |
| 2021-03-19 | 2021-04-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-08-04 | 2021-03-19 | Completed | 100% | $115.17 | $113.30 | -1.63% | Signal |
| 2020-07-13 | 2020-08-04 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $111.30 | $114.54 | 2.91% | Signal |
| 2020-04-08 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-04-06 | 2020-04-08 | Completed | 100% | $106.92 | $107.73 | 0.76% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-08-10 | 2020-03-13 | Completed | 100% | $89.60 | $100.29 | 11.93% | Stop |
| 2018-06-18 | 2018-08-10 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2018-06-14 | 2018-06-18 | Completed | 100% | $83.03 | $84.41 | 1.66% | Signal |
| 2018-03-23 | 2018-06-14 | Interest | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2018-01-04 | 2018-03-23 | Completed | 100% | $91.40 | $84.49 | -7.56% | Signal |
| 2017-12-11 | 2018-01-04 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-12-07 | 2017-12-11 | Completed | 100% | $91.96 | $90.26 | -1.85% | Signal |
| 2017-11-14 | 2017-12-07 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-02-17 | 2017-11-14 | Completed | 100% | $80.98 | $87.60 | 8.18% | Signal |
| 2017-01-06 | 2017-02-17 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2015-10-26 | 2017-01-06 | Completed | 100% | $74.55 | $79.24 | 6.29% | Signal |
| 2015-09-29 | 2015-10-26 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-09-17 | 2015-09-29 | Completed | 100% | $67.94 | $67.39 | -0.81% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-04-22 | 2015-08-25 | Completed | 100% | $59.87 | $68.02 | 13.60% | Stop |
| 2014-02-20 | 2014-04-22 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2012-01-25 | 2014-02-20 | Completed | 100% | $43.01 | $53.63 | 24.69% | Signal |
| 2011-12-09 | 2012-01-25 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2011-12-06 | 2011-12-09 | Completed | 100% | $42.18 | $42.07 | -0.25% | Signal |
| 2011-09-07 | 2011-12-06 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2011-09-02 | 2011-09-07 | Completed | 100% | $41.21 | $40.79 | -1.02% | Signal |
| 2011-08-11 | 2011-09-02 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-04-25 | 2011-08-11 | Completed | 100% | $42.83 | $38.81 | -9.38% | Stop |
| 2011-03-29 | 2011-04-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2009-07-14 | 2011-03-29 | Completed | 100% | $33.67 | $41.08 | 22.02% | Signal |
| 2009-03-23 | 2009-07-14 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $29.94 | $30.21 | 0.92% | Signal |
| 2008-10-10 | 2009-03-19 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2008-09-29 | 2008-10-10 | Completed | 100% | $41.82 | $34.05 | -18.57% | Stop |
| 2008-03-27 | 2008-09-29 | Interest | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2008-02-14 | 2008-03-27 | Completed | 100% | $41.63 | $41.65 | 0.05% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2005-01-14 | 2008-01-23 | Completed | 100% | $28.98 | $39.73 | 37.10% | Stop |
| 2004-09-16 | 2005-01-14 | Interest | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2003-05-20 | 2004-09-16 | Completed | 100% | $22.91 | $27.01 | 17.89% | Signal |
| 2003-04-17 | 2003-05-20 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2003-04-15 | 2003-04-17 | Completed | 100% | $21.86 | $21.72 | -0.61% | Signal |
| 2002-10-24 | 2003-04-15 | Interest | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2002-10-22 | 2002-10-24 | Completed | 100% | $23.53 | $23.54 | 0.07% | Signal |
| 2002-07-10 | 2002-10-22 | Interest | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2001-08-20 | 2002-07-10 | Completed | 100% | $23.83 | $24.24 | 1.74% | Stop |
| 2001-03-21 | 2001-08-20 | Interest | 100% | $1.00 | $1.02 | 2.14% | 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 |
| 2000-05-09 | 2000-12-04 | Completed | 100% | $19.44 | $21.70 | 11.62% | Stop |
| 2000-02-08 | 2000-05-09 | Interest | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2000-01-27 | 2000-02-08 | Completed | 100% | $17.35 | $17.00 | -2.02% | Signal |
| 1999-06-23 | 2000-01-27 | Interest | 100% | $1.00 | $1.04 | 3.60% | Interest Income |
| 1999-06-03 | 1999-06-23 | Completed | 100% | $18.22 | $18.04 | -1.01% | Signal |
| 1999-05-11 | 1999-06-03 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1998-12-31 | 1999-05-11 | Completed | 100% | $20.39 | $17.65 | -13.42% | Stop |
| 1998-08-31 | 1998-12-31 | Interest | 100% | $1.00 | $1.02 | 1.56% | 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 |
| 1997-02-25 | 1997-10-29 | Completed | 100% | $15.48 | $18.50 | 19.54% | Stop |
| 1996-09-18 | 1997-02-25 | Interest | 100% | $1.00 | $1.03 | 2.76% | Interest Income |
| 1996-08-08 | 1996-09-18 | Completed | 100% | $14.46 | $13.06 | -9.68% | Signal |
| 1996-07-17 | 1996-08-08 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1994-11-22 | 1996-07-17 | Completed | 100% | $7.95 | $14.07 | 76.94% | Stop |
| 1994-03-25 | 1994-11-22 | Interest | 100% | $1.00 | $1.05 | 4.80% | Interest Income |
| 1993-10-11 | 1994-03-25 | Completed | 100% | $8.36 | $8.03 | -3.99% | Signal |
| 1993-09-17 | 1993-10-11 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1993-09-15 | 1993-09-17 | Completed | 100% | $8.68 | $8.76 | 0.92% | Signal |
| 1993-05-14 | 1993-09-15 | Interest | 100% | $1.00 | $1.02 | 1.92% | Interest Income |
| 1993-05-12 | 1993-05-14 | Completed | 100% | $7.90 | $7.61 | -3.68% | Signal |
| 1993-04-20 | 1993-05-12 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-01-09 | 1993-04-20 | Completed | 100% | $7.32 | $7.66 | 4.61% | Stop |
| 1991-10-16 | 1992-01-09 | Interest | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 1991-10-09 | 1991-10-16 | Completed | 100% | $6.00 | $5.97 | -0.43% | Signal |
| 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 |
| 1990-04-16 | 1990-08-22 | Completed | 100% | $4.58 | $4.82 | 5.39% | Stop |
| 1990-03-22 | 1990-04-16 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-02-21 | 1990-03-22 | Completed | 100% | $3.84 | $4.12 | 7.24% | Signal |
| 1990-01-29 | 1990-02-21 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1988-06-13 | 1990-01-29 | Completed | 100% | $2.43 | $3.77 | 55.49% | Stop |
| 1988-05-19 | 1988-06-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-04 | 1988-05-19 | Completed | 100% | $2.27 | $2.15 | -5.36% | Signal |
| 1987-11-24 | 1988-05-04 | Interest | 100% | $1.00 | $1.03 | 3.42% | Interest Income |
| 1987-11-09 | 1987-11-24 | Completed | 100% | $1.97 | $2.14 | 8.54% | 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 |
| 1987-02-27 | 1987-05-21 | Completed | 100% | $2.11 | $2.07 | -2.17% | Stop |
| 1986-10-23 | 1987-02-27 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1986-09-29 | 1986-10-23 | Completed | 100% | $1.66 | $1.72 | 3.79% | Signal |
| 1986-09-05 | 1986-09-29 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-11-16 | 1986-09-05 | Completed | 100% | $0.72 | $1.87 | 159.61% | Stop |
| 1982-12-15 | 1983-11-16 | Interest | 100% | $1.00 | $1.07 | 7.35% | 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 |
| 1980-06-10 | 1981-09-08 | Completed | 100% | $0.42 | $0.55 | 31.18% | Stop |
| 1980-02-08 | 1980-06-10 | Interest | 100% | $1.00 | $1.03 | 2.58% | Interest Income |
| 1979-11-14 | 1980-02-08 | Completed | 100% | $0.40 | $0.38 | -5.87% | Signal |
| 1979-10-23 | 1979-11-14 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-08-09 | 1979-10-23 | Completed | 100% | $0.43 | $0.38 | -10.50% | Stop |
| 1978-11-13 | 1979-08-09 | Interest | 100% | $1.00 | $1.06 | 5.80% | Interest Income |
| 1978-10-23 | 1978-11-13 | Completed | 100% | $0.40 | $0.38 | -4.29% | Signal |
| 1978-09-29 | 1978-10-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1977-08-30 | 1978-09-29 | Completed | 100% | $0.38 | $0.43 | 14.29% | Stop |
| 1977-02-02 | 1977-08-30 | Interest | 100% | $1.00 | $1.04 | 4.46% | Interest Income |
| 1977-01-14 | 1977-02-02 | Completed | 100% | $0.38 | $0.35 | -8.10% | Signal |
| 1976-12-22 | 1977-01-14 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-08-27 | 1976-12-22 | Completed | 100% | $0.27 | $0.37 | 36.32% | Stop |
| 1975-08-05 | 1975-08-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-02-24 | 1975-08-05 | Completed | 100% | $0.25 | $0.28 | 8.43% | Stop |
| 1974-08-14 | 1975-02-24 | Interest | 100% | $1.00 | $1.04 | 4.08% | Interest Income |
Return Distribution Analysis
