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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Copley Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Copley Fund (COPLX) has returned -6.58% so far this year and 11.30% over the past 12 months. Over the last ten years, COPLX has returned 9.91% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Copley Fund
- 1D
- 0.14%
- 1M
- -4.86%
- YTD
- -6.58%
- 6M
- -5.86%
- 1Y
- 11.30%
- 3Y*
- 13.44%
- 5Y*
- 7.40%
- 10Y*
- 9.91%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 1996, COPLX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Jan 2018 with a return of +15.7%, while the worst month was Nov 2007 at -24.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, COPLX closed higher 52% of trading days. The best single day was Jan 2, 2018 with a return of +14.6%, while the worst single day was Nov 30, 2007 at -22.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.10% | -1.71% | -4.86% | -6.58% | |||||||||
| 2025 | 4.08% | -0.21% | -6.05% | -2.14% | 6.49% | 6.09% | 1.58% | 2.37% | 2.84% | 0.08% | -0.93% | 1.63% | 16.24% |
| 2024 | 2.03% | 3.05% | 4.31% | -4.90% | 3.23% | 0.60% | 2.32% | 0.83% | 2.17% | 0.49% | 6.64% | -3.42% | 18.18% |
| 2023 | 5.89% | -1.89% | -0.70% | 1.96% | -0.95% | 5.20% | 3.84% | -2.33% | -3.31% | -1.48% | 7.13% | 3.44% | 17.33% |
| 2022 | -6.23% | -1.88% | 3.32% | -7.38% | -0.55% | -5.79% | 7.22% | -2.45% | -6.56% | 6.92% | 3.22% | -4.72% | -15.21% |
| 2021 | -0.85% | 4.82% | 1.77% | 3.79% | 0.60% | -0.82% | 0.18% | 2.93% | -4.32% | 6.24% | 0.05% | 3.07% | 18.39% |
Benchmark Metrics
Copley Fund has an annualized alpha of 2.66%, beta of 0.60, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 21, 1996.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.27%) than losses (56.42%) — typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.66%
- Beta
- 0.60
- R²
- 0.59
- Upside Capture
- 59.27%
- Downside Capture
- 56.42%
Expense Ratio
COPLX has a high expense ratio of 2.37%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
COPLX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Copley Fund (COPLX) and compare them to a chosen benchmark (S&P 500 Index).
| COPLX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.90 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.39 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.40 | -0.57 |
Martin ratioReturn relative to average drawdown | 3.37 | 6.61 | -3.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore COPLX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Copley Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Copley Fund was 44.70%, occurring on Mar 9, 2009. Recovery took 1116 trading sessions.
The current Copley Fund drawdown is 7.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.7% | Nov 1, 2007 | 344 | Mar 9, 2009 | 1116 | Jul 23, 2013 | 1460 |
| -36.61% | Feb 3, 2020 | 35 | Mar 23, 2020 | 222 | Feb 8, 2021 | 257 |
| -32.31% | Dec 28, 2000 | 394 | Jul 23, 2002 | 608 | Dec 20, 2004 | 1002 |
| -20.23% | Dec 28, 2021 | 119 | Jun 16, 2022 | 402 | Jan 24, 2024 | 521 |
| -19.6% | Jul 19, 1999 | 155 | Feb 25, 2000 | 138 | Sep 12, 2000 | 293 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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