PortfoliosLab logo

Columbia Capital Allocation Conservative Portfolio (ABDAX)

Mutual Fund · Currency in USD · Last updated Jun 2, 2023

The investment seeks the highest level of total return that is consistent with a conservative level of risk. The fund is a "fund of funds" that seeks to achieve its investment objective by investing under normal circumstances in a combination of underlying funds for which the Investment Manager or an affiliate serves as investment adviser or principal underwriter (the affiliated underlying funds). It may also invest up to 20% of its net assets in other funds, including third party advised (unaffiliated) funds and exchange-traded funds (ETFs), equity securities, fixed income securities and derivative instruments.

Fund Info

ISINUS19766G5466
CUSIP19766G546
IssuerColumbia Threadneedle
Inception DateMar 3, 2004
CategoryDiversified Portfolio
Minimum Investment$2,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Columbia Capital Allocation Conservative Portfolio has a high expense ratio of 0.50%, indicating higher-than-average management fees.


0.50%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Columbia Capital Allocation Conservative Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%2023FebruaryMarchAprilMayJune
2.31%
5.56%
ABDAX (Columbia Capital Allocation Conservative Portfolio)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ABDAX

Return

Columbia Capital Allocation Conservative Portfolio had a return of 4.04% year-to-date (YTD) and -1.42% in the last 12 months. Over the past 10 years, Columbia Capital Allocation Conservative Portfolio had an annualized return of 2.40%, while the S&P 500 had an annualized return of 9.92%, indicating that Columbia Capital Allocation Conservative Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-0.34%2.46%
Year-To-Date4.04%9.94%
6 months1.61%3.54%
1 year-1.42%2.92%
5 years (annualized)1.45%9.08%
10 years (annualized)2.40%9.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.13%-2.61%2.47%0.80%-1.02%
20223.84%-1.55%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Conservative Portfolio (ABDAX) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABDAX
Columbia Capital Allocation Conservative Portfolio
-0.23
^GSPC
S&P 500
0.10

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Columbia Capital Allocation Conservative Portfolio Sharpe ratio is -0.23. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.500.002023FebruaryMarchAprilMayJune
-0.23
0.10
ABDAX (Columbia Capital Allocation Conservative Portfolio)
Benchmark (^GSPC)

Dividend History

Columbia Capital Allocation Conservative Portfolio granted a 5.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.44 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.44$0.38$0.70$0.35$0.31$0.45$0.23$0.24$0.37$0.77$0.63$0.47

Dividend yield

5.06%4.53%7.13%3.74%3.55%5.62%2.80%3.11%5.14%10.51%8.99%6.92%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Capital Allocation Conservative Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.06$0.00$0.00
2022$0.00$0.00$0.02$0.00$0.00$0.26$0.00$0.00$0.04$0.00$0.00$0.06
2021$0.00$0.00$0.03$0.00$0.00$0.35$0.00$0.00$0.03$0.00$0.00$0.29
2020$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.03$0.00$0.00$0.14
2019$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.16
2018$0.00$0.00$0.03$0.00$0.00$0.19$0.00$0.00$0.05$0.00$0.00$0.17
2017$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.10
2016$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.03$0.00$0.00$0.05
2015$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.04$0.00$0.00$0.18
2014$0.00$0.00$0.03$0.00$0.00$0.41$0.00$0.00$0.03$0.00$0.00$0.30
2013$0.00$0.00$0.15$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.42
2012$0.04$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.32

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%2023FebruaryMarchAprilMayJune
-11.67%
-12.00%
ABDAX (Columbia Capital Allocation Conservative Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Columbia Capital Allocation Conservative Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Columbia Capital Allocation Conservative Portfolio is 19.43%, recorded on Nov 20, 2008. It took 325 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.43%Oct 30, 2007268Nov 20, 2008325Mar 10, 2010593
-18.45%Sep 3, 2021285Oct 20, 2022
-11.23%Feb 21, 202022Mar 23, 202072Jul 6, 202094
-6.1%Jan 29, 2018229Dec 24, 201870Apr 5, 2019299
-6.06%Apr 28, 2015185Jan 20, 201696Jun 7, 2016281

Volatility Chart

The current Columbia Capital Allocation Conservative Portfolio volatility is 1.36%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
1.36%
3.68%
ABDAX (Columbia Capital Allocation Conservative Portfolio)
Benchmark (^GSPC)