Copa Holdings SA (CPA)
107.42
+1.42
(+1.34%)
USD |
NYSE |
May 14, 16:00
107.04
-0.38
(-0.35%)
Pre-Market: 09:01
Copa Holdings Max Drawdown (5Y): 78.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 78.92% |
July 31, 2020 | 78.92% |
June 30, 2020 | 78.92% |
May 31, 2020 | 78.92% |
April 30, 2020 | 78.92% |
March 31, 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
May 2019
78.92%
Maximum
Mar 2020
77.98%
Average
78.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Delta Air Lines Inc | 69.18% |
SkyWest Inc | 81.77% |
Alaska Air Group Inc | 75.06% |
JetBlue Airways Corp | 82.95% |
American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.21 |
Beta (5Y) | 1.401 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.21% |
Historical Sharpe Ratio (5Y) | 0.048 |
Historical Sortino (5Y) | 0.0653 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |