- ISIN
- US19766G5466
- CUSIP
- 19766G546
- Issuer
- Columbia
- Inception Date
- Mar 3, 2004
- Category
- Diversified Portfolio
- Min. Investment
- $2,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ABDAX Performance Chart
Columbia Capital Allocation Conservative Portfolio (ABDAX) is up 2.9% since the beginning of the year. ABDAX is currently trading at $10 per share. Investors who bought $1,000 worth of ABDAX shares 5 years ago would now be looking at an investment worth $1,135.
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Returns By Period
Columbia Capital Allocation Conservative Portfolio (ABDAX) has returned 2.87% so far this year and 10.72% over the past 12 months. Over the last ten years, ABDAX has returned 3.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Columbia Capital Allocation Conservative Portfolio
- 1D
- 0.20%
- 1M
- 0.60%
- YTD
- 2.87%
- 6M
- 3.04%
- 1Y
- 10.72%
- 3Y*
- 7.97%
- 5Y*
- 2.56%
- 10Y*
- 3.77%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
ABDAX Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 2004, ABDAX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +5.2%, while the worst month was Oct 2008 at -6.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ABDAX closed higher 46% of trading days. The best single day was Nov 10, 2022 with a return of +2.5%, while the worst single day was Mar 18, 2020 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.82% | 1.32% | -3.51% | 2.91% | 1.21% | 0.20% | 2.87% | ||||||
| 2025 | 1.20% | 1.30% | -1.13% | 0.54% | 0.76% | 2.34% | 0.32% | 1.69% | 1.67% | 0.92% | 0.51% | -0.03% | 10.52% |
| 2024 | 0.22% | -0.00% | 1.39% | -2.54% | 2.38% | 1.21% | 1.99% | 1.73% | 1.38% | -2.33% | 1.73% | -1.83% | 5.30% |
| 2023 | 4.13% | -2.61% | 2.47% | 0.80% | -1.02% | 1.02% | 0.80% | -0.79% | -2.76% | -1.66% | 5.18% | 3.83% | 9.39% |
| 2022 | -2.61% | -1.49% | -1.67% | -4.52% | 0.54% | -3.71% | 3.55% | -2.65% | -5.49% | 0.60% | 3.84% | -1.55% | -14.55% |
| 2021 | -0.28% | 0.09% | 0.41% | 1.41% | 0.46% | 0.65% | 0.85% | 0.66% | -1.63% | 0.67% | -0.47% | 0.99% | 3.84% |
Benchmark Metrics
Columbia Capital Allocation Conservative Portfolio has an annualized alpha of 1.98%, beta of 0.20, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since March 02, 2004.
- This fund participated in 33.20% of S&P 500 Index downside but only 30.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.20 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
- 1.98%
- Beta
- 0.20
- R²
- 0.59
- Upside Capture
- 30.34%
- Downside Capture
- 33.20%
Expense Ratio
ABDAX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ABDAX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Capital Allocation Conservative Portfolio (ABDAX) and compare them to S&P 500 Index.
| ABDAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.69 | -0.55 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.34 | -2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Columbia Capital Allocation Conservative Portfolio provided a 2.43% dividend yield over the last twelve months, with an annual payout of $0.24 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.32 | $0.30 | $0.28 | $0.38 | $0.70 | $0.35 | $0.31 | $0.40 | $0.23 | $0.21 | $0.29 |
Dividend yield | 2.43% | 3.26% | 3.31% | 3.16% | 4.50% | 6.78% | 3.32% | 3.05% | 4.21% | 2.24% | 2.13% | 3.06% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.28 |
| 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 | $0.38 |
| 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 | $0.70 |
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 Columbia Capital Allocation Conservative Portfolio. 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 Columbia Capital Allocation Conservative Portfolio was 18.45%, occurring on Oct 20, 2022. Recovery took 476 trading sessions.
The current Columbia Capital Allocation Conservative Portfolio drawdown is 0.10%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.45%Oct 2022 | 1y 1mo | 1y 10mo | 3y 11dSep 2021 - Sep 2024 |
Financial crisis2007–2009 | -17.10%Nov 2008 | 1y 22d | 10mo 28d | 1y 11moOct 2007 - Oct 2009 |
COVID crash2020 | -11.23%Mar 2020 | 1mo 1d | 3mo 15d | 4mo 16dFeb 2020 - Jul 2020 |
2016 pullback2016 | -6.85%Jan 2016 | 8mo 27d | 5mo 20d | 1y 2moApr 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -6.53%Dec 2018 | 10mo 29d | 4mo 3d | 1y 2moJan 2018 - Apr 2019 |
Drawdown Indicators
| ABDAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.45% | -56.78% | +38.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -9.10% | +4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -5.80% | -18.90% | +13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.45% | -25.43% | +6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -18.45% | -33.92% | +15.47% |
Current DrawdownCurrent decline from peak | -0.10% | -2.97% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -10.72% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.97% | -0.95% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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