Asc
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMGIX Columbia Contrarian Core Fund | Large Cap Blend Equities | 60% |
SRBFX Columbia Total Return Bond Fund | Intermediate Core-Plus Bond | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Asc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Apr 8, 1993, corresponding to the inception date of SMGIX
Returns By Period
As of Nov 13, 2024, the Asc returned 15.59% Year-To-Date and 8.48% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Asc | 15.58% | 0.27% | 7.83% | 22.89% | 9.59% | 8.48% |
| Portfolio components: | ||||||
SRBFX Columbia Total Return Bond Fund | 2.37% | -1.67% | 3.36% | 8.80% | -0.50% | 1.30% |
SMGIX Columbia Contrarian Core Fund | 24.82% | 1.50% | 10.73% | 32.73% | 16.25% | 13.03% |
Monthly Returns
The table below presents the monthly returns of Asc, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.10% | 3.04% | 1.77% | -3.10% | 3.99% | 2.64% | 1.32% | 2.00% | 1.29% | -1.96% | 15.58% | ||
| 2023 | 5.94% | -2.81% | 3.71% | 1.59% | 0.55% | 3.96% | 2.12% | -1.05% | -3.96% | -1.65% | 7.96% | 4.47% | 22.08% |
| 2022 | -2.84% | -2.05% | 0.32% | -6.99% | -0.32% | -5.82% | 5.98% | -3.17% | -8.14% | 3.82% | 4.63% | -3.96% | -18.02% |
| 2021 | -0.83% | 2.34% | 2.30% | 3.47% | 0.74% | 1.42% | 1.42% | 1.41% | -3.49% | 3.07% | -1.25% | 2.91% | 14.10% |
| 2020 | 0.81% | -4.01% | -9.06% | 9.38% | 4.15% | 1.73% | 4.59% | 4.52% | -2.62% | -1.82% | 8.58% | 1.15% | 17.07% |
| 2019 | 5.79% | 1.84% | 2.10% | 2.89% | -3.36% | 4.69% | 1.30% | -0.32% | 0.85% | 1.35% | 2.02% | 1.69% | 22.62% |
| 2018 | 2.99% | -3.14% | -1.63% | -0.32% | 1.21% | 0.25% | 2.62% | 1.72% | 0.28% | -4.62% | 1.24% | -5.20% | -4.90% |
| 2017 | 1.35% | 2.67% | 0.49% | 1.11% | 1.15% | 0.59% | 1.60% | 0.49% | 0.78% | 0.62% | 1.34% | 1.29% | 14.33% |
| 2016 | -2.54% | -0.29% | 4.43% | 0.83% | 1.39% | -0.02% | 2.79% | 0.30% | -0.04% | -1.26% | -0.09% | 1.01% | 6.52% |
| 2015 | -1.30% | 3.68% | -0.87% | 0.66% | 1.11% | -1.36% | 1.13% | -3.30% | -1.73% | 4.92% | -0.12% | -0.79% | 1.76% |
| 2014 | -1.74% | 2.82% | 0.48% | 0.32% | 1.95% | 1.61% | -0.50% | 2.58% | -1.07% | 1.54% | 1.74% | -0.15% | 9.89% |
| 2013 | 3.61% | 0.95% | 2.26% | 1.19% | 1.58% | -1.83% | 3.81% | -1.81% | 2.09% | 2.74% | 1.89% | 1.32% | 19.14% |
Expense Ratio
Asc features an expense ratio of 0.65%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Asc is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 1.52 | 2.24 | 1.28 | 0.52 | 5.17 |
SMGIX Columbia Contrarian Core Fund | 2.87 | 3.82 | 1.54 | 3.98 | 18.07 |
Dividends
Dividend yield
Asc provided a 2.24% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.04% | 1.93% | 1.50% | 1.86% | 1.95% | 1.95% | 1.68% | 1.68% | 2.60% | 1.50% | 1.54% |
| Portfolio components: | ||||||||||||
SRBFX Columbia Total Return Bond Fund | 4.90% | 4.22% | 3.98% | 3.00% | 3.48% | 3.26% | 2.85% | 2.78% | 2.84% | 2.22% | 2.65% | 2.72% |
SMGIX Columbia Contrarian Core Fund | 0.47% | 0.58% | 0.57% | 0.49% | 0.78% | 1.08% | 1.35% | 0.95% | 0.91% | 2.86% | 0.74% | 0.75% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Asc. 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 Asc was 35.30%, occurring on Mar 9, 2009. Recovery took 253 trading sessions.
The current Asc drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.3% | Nov 1, 2007 | 338 | Mar 9, 2009 | 253 | Mar 10, 2010 | 591 |
| -26.39% | Sep 5, 2000 | 523 | Oct 9, 2002 | 675 | Jun 16, 2005 | 1198 |
| -22.18% | Jan 4, 2022 | 197 | Oct 14, 2022 | 317 | Jan 22, 2024 | 514 |
| -22.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -13.06% | Dec 8, 1997 | 219 | Oct 8, 1998 | 64 | Jan 6, 1999 | 283 |
Volatility
Volatility Chart
The current Asc volatility is 2.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SMGIX | SRBFX | |
|---|---|---|
| SMGIX | 1.00 | -0.07 |
| SRBFX | -0.07 | 1.00 |