Columbia Capital Allocation Moderate Portfolio (ABUAX)
The investment seeks the highest level of total return that is consistent with a moderate 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. 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
| ISIN | US19766G3487 |
|---|---|
| CUSIP | 19766G348 |
| Issuer | Columbia Threadneedle |
| Inception Date | Mar 3, 2004 |
| Category | Diversified Portfolio |
| Minimum Investment | $2,000 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Columbia Capital Allocation Moderate Portfolio has a high expense ratio of 0.38%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Columbia Capital Allocation Moderate Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Columbia Capital Allocation Moderate Portfolio had a return of 10.67% year-to-date (YTD) and 8.71% in the last 12 months. Over the past 10 years, Columbia Capital Allocation Moderate Portfolio had an annualized return of 4.97%, while the S&P 500 had an annualized return of 9.70%, indicating that Columbia Capital Allocation Moderate Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.67% | 18.49% |
| 1 month | 3.87% | 4.20% |
| 6 months | 3.86% | 6.60% |
| 1 year | 8.71% | 15.43% |
| 5 years (annualized) | 5.30% | 11.59% |
| 10 years (annualized) | 4.97% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.73% | 3.04% | 1.78% | -1.23% | -3.60% | -1.96% | 6.76% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Portfolio (ABUAX) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABUAX Columbia Capital Allocation Moderate Portfolio | 1.01 | ||||
^GSPC S&P 500 | 1.00 |
Dividend History
Columbia Capital Allocation Moderate Portfolio granted a 4.02% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.53 | $1.53 | $0.62 | $0.67 | $0.78 | $0.75 | $0.48 | $0.86 | $1.31 | $0.67 | $0.29 |
Dividend yield | 4.02% | 5.92% | 13.22% | 5.18% | 5.94% | 7.65% | 6.48% | 4.47% | 8.09% | 11.35% | 5.51% | 2.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Capital Allocation Moderate 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.57 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.17 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.39 |
| 2018 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.30 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.42 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 |
| 2015 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.44 |
| 2014 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.56 |
| 2013 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.42 |
| 2012 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Capital Allocation Moderate 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 Moderate Portfolio was 40.24%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.24% | Nov 1, 2007 | 338 | Mar 9, 2009 | 522 | Apr 1, 2011 | 860 |
| -22.76% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -22.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -12.73% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -11.62% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
Volatility Chart
The current Columbia Capital Allocation Moderate Portfolio 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.