- ISIN
- US2174581080
- Issuer
- Copley
- Inception Date
- Sep 1, 1978
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
COPLX Performance Chart
Copley Fund (COPLX) is up 6.3% since the beginning of the year. COPLX is currently trading at $223 per share. Investors who bought $1,000 worth of COPLX shares 5 years ago would now be looking at an investment worth $1,578.
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Returns By Period
Copley Fund (COPLX) has returned 6.25% so far this year and 17.76% over the past 12 months. Over the last ten years, COPLX has returned 10.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Copley Fund
- 1D
- -0.16%
- 1M
- 1.71%
- YTD
- 6.25%
- 6M
- 5.63%
- 1Y
- 17.76%
- 3Y*
- 16.89%
- 5Y*
- 9.55%
- 10Y*
- 10.99%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
COPLX Monthly Returns History
Based on dividend-adjusted daily data since Jun 20, 1996, COPLX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 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% | -2.82% | 5.99% | 5.75% | -0.66% | 6.25% | ||||||
| 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 2.75%, beta of 0.60, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 20, 1996.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.47%) than losses (56.22%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.75% 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
- 2.75%
- Beta
- 0.60
- R²
- 0.59
- Upside Capture
- 59.47%
- Downside Capture
- 56.22%
Expense Ratio
COPLX has a high expense ratio of 2.37%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
COPLX ranks 40 for risk / return — below 40% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COPLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.46 | -0.12 |
| Martin ratioReturn relative to average drawdown | 7.96 | 10.92 | -2.96 |
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 1.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -44.70%Mar 2009 | 1y 4mo | 4y 4mo | 5y 8moNov 2007 - Jul 2013 |
COVID crash2020 | -36.61%Mar 2020 | 1mo 19d | 10mo 22d | 1y 6dFeb 2020 - Feb 2021 |
Dot-com crash2000–2002 | -32.31%Jul 2002 | 1y 6mo | 2y 5mo | 3y 11moDec 2000 - Dec 2004 |
Bear market2022 | -20.23%Jun 2022 | 5mo 20d | 1y 7mo | 2y 27dDec 2021 - Jan 2024 |
2000 correction2000 | -19.60%Feb 2000 | 7mo 11d | 6mo 20d | 1y 1moJul 1999 - Sep 2000 |
Drawdown Indicators
| COPLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.70% | -56.78% | +12.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -9.10% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.21% | -18.90% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -25.43% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -33.92% | -2.69% |
Current DrawdownCurrent decline from peak | -1.49% | -3.21% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -10.71% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.04% | +0.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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