Copa Holdings SA (CPA)
92.76
-13.05
(-12.33%)
USD |
NYSE |
Nov 21, 16:00
95.39
+2.63
(+2.84%)
Pre-Market: 06:01
Copa Holdings Max Drawdown (5Y): 78.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.92% |
September 30, 2024 | 78.92% |
August 31, 2024 | 78.92% |
July 31, 2024 | 78.92% |
June 30, 2024 | 78.92% |
May 31, 2024 | 78.92% |
April 30, 2024 | 78.92% |
March 31, 2024 | 78.92% |
February 29, 2024 | 78.92% |
January 31, 2024 | 78.92% |
December 31, 2023 | 78.92% |
November 30, 2023 | 78.92% |
October 31, 2023 | 78.92% |
September 30, 2023 | 78.92% |
August 31, 2023 | 78.92% |
July 31, 2023 | 78.92% |
June 30, 2023 | 78.92% |
May 31, 2023 | 78.92% |
April 30, 2023 | 78.92% |
March 31, 2023 | 78.92% |
February 28, 2023 | 78.92% |
January 31, 2023 | 78.92% |
December 31, 2022 | 78.92% |
November 30, 2022 | 78.92% |
October 31, 2022 | 78.92% |
Date | Value |
---|---|
September 30, 2022 | 78.92% |
August 31, 2022 | 78.92% |
July 31, 2022 | 78.92% |
June 30, 2022 | 78.92% |
May 31, 2022 | 78.92% |
April 30, 2022 | 78.92% |
March 31, 2022 | 78.92% |
February 28, 2022 | 78.92% |
January 31, 2022 | 78.92% |
December 31, 2021 | 78.92% |
November 30, 2021 | 78.92% |
October 31, 2021 | 78.92% |
September 30, 2021 | 78.92% |
August 31, 2021 | 78.92% |
July 31, 2021 | 78.92% |
June 30, 2021 | 78.92% |
May 31, 2021 | 78.92% |
April 30, 2021 | 78.92% |
March 31, 2021 | 78.92% |
February 28, 2021 | 78.92% |
January 31, 2021 | 78.92% |
December 31, 2020 | 78.92% |
November 30, 2020 | 78.92% |
October 31, 2020 | 78.92% |
September 30, 2020 | 78.92% |
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
73.28%
Minimum
Nov 2019
78.92%
Maximum
Mar 2020
78.54%
Average
78.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JetBlue Airways Corp | 82.95% |
Southwest Airlines Co | 64.57% |
United Airlines Holdings Inc | 79.40% |
Allegiant Travel Co | 86.02% |
American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.29 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.43% |
Historical Sharpe Ratio (5Y) | -0.0242 |
Historical Sortino (5Y) | -0.0336 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |