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Columbia Capital Allocation Moderate Portfolio (ABUAX)

Mutual Fund · Currency in USD · Last updated Dec 7, 2023

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.

Summary

Fund Info

ISINUS19766G3487
CUSIP19766G348
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 Moderate Portfolio has a high expense ratio of 0.38%, indicating higher-than-average management fees.


0.38%
0.00%2.15%

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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
6.60%
ABUAX (Columbia Capital Allocation Moderate Portfolio)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Columbia Capital Allocation Moderate Portfolio

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.


PeriodReturnBenchmark
Year-To-Date10.67%18.49%
1 month3.87%4.20%
6 months3.86%6.60%
1 year8.71%15.43%
5 years (annualized)5.30%11.59%
10 years (annualized)4.97%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABUAX
Columbia Capital Allocation Moderate Portfolio
1.01
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Columbia Capital Allocation Moderate Portfolio Sharpe ratio is 1.01. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
1.01
1.00
ABUAX (Columbia Capital Allocation Moderate Portfolio)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-9.07%
-5.15%
ABUAX (Columbia Capital Allocation Moderate Portfolio)
Benchmark (^GSPC)

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, 2007338Mar 9, 2009522Apr 1, 2011860
-22.76%Nov 10, 2021234Oct 14, 2022
-22.48%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-12.73%Jan 29, 2018229Dec 24, 2018121Jun 19, 2019350
-11.62%May 2, 2011108Oct 3, 201195Feb 17, 2012203

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.26%
2.92%
ABUAX (Columbia Capital Allocation Moderate Portfolio)
Benchmark (^GSPC)