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Columbia Capital Allocation Moderate Portfolio (AB...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US19766G3487

CUSIP

19766G348

Inception Date

Mar 3, 2004

Min. Investment

$2,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ABUAX has an expense ratio of 0.38%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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ABUAX vs. QQQ
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Performance

Performance Chart


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S&P 500

Returns By Period

Columbia Capital Allocation Moderate Portfolio (ABUAX) returned 3.08% year-to-date (YTD) and 6.46% over the past 12 months. Over the past 10 years, ABUAX returned 1.23% annually, underperforming the S&P 500 benchmark at 10.85%.


ABUAX

YTD

3.08%

1M

2.59%

6M

-1.59%

1Y

6.46%

3Y*

3.91%

5Y*

2.21%

10Y*

1.23%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ABUAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.11%0.38%-2.63%0.68%2.59%3.08%
20240.50%1.60%2.12%-2.91%3.40%1.67%1.63%2.07%1.62%-2.46%2.90%-4.54%7.49%
20235.42%-3.04%2.84%1.06%-0.73%1.30%1.78%-1.23%-3.59%-1.96%6.76%4.18%12.89%
2022-3.29%-2.24%-0.47%-6.09%0.49%-9.77%5.22%-3.10%-7.57%3.13%5.28%-2.84%-20.33%
2021-0.50%1.51%1.46%2.70%0.88%-5.39%0.76%1.42%-2.65%2.12%-1.74%-0.89%-0.65%
20200.09%-3.80%-10.26%7.39%3.63%-1.10%3.65%2.98%-1.94%-1.35%7.45%2.70%8.38%
20195.42%1.78%1.24%2.18%-3.29%2.92%0.27%-0.54%0.79%1.44%1.68%-0.50%13.97%
20182.92%-2.92%-0.80%-0.09%1.04%-3.60%1.79%0.97%0.07%-4.89%0.64%-6.13%-10.86%
20171.57%1.91%0.63%1.33%1.32%-1.58%1.77%0.61%0.98%1.11%1.35%-1.50%9.84%
2016-3.27%-0.19%4.39%1.02%0.74%-2.25%2.63%0.28%0.34%-1.55%0.37%0.90%3.22%
2015-0.09%3.22%-0.52%0.68%0.51%-4.19%0.70%-3.49%-1.94%4.25%-0.09%-4.02%-5.23%
2014-1.48%2.92%-0.12%-0.00%1.62%-4.00%-1.17%2.20%-1.88%1.44%1.08%-4.00%-3.61%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABUAX is 39, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABUAX is 3939
Overall Rank
The Sharpe Ratio Rank of ABUAX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ABUAX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ABUAX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ABUAX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ABUAX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Capital Allocation Moderate Portfolio (ABUAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Columbia Capital Allocation Moderate Portfolio Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.63
  • 5-Year: 0.21
  • 10-Year: 0.12
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Columbia Capital Allocation Moderate Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Columbia Capital Allocation Moderate Portfolio provided a 4.86% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.52$0.55$0.41$0.53$1.53$0.62$0.67$0.78$0.75$0.48$0.86$1.31

Dividend yield

4.86%5.24%4.17%5.92%13.22%5.18%5.94%7.65%6.48%4.47%8.09%11.35%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
2024$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.35$0.55
2023$0.00$0.00$0.04$0.00$0.00$0.23$0.00$0.00$0.05$0.00$0.00$0.09$0.41
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$0.53
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$1.53
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$0.62
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$0.67
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$0.78
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$0.75
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$0.48
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$0.86
2014$0.03$0.00$0.00$0.70$0.00$0.00$0.02$0.00$0.00$0.56$1.31

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 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.

The current Columbia Capital Allocation Moderate Portfolio drawdown is 7.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.24%Nov 1, 2007338Mar 9, 2009522Apr 1, 2011860
-30.5%Jun 15, 2021338Oct 14, 2022
-22.48%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-18.06%Jun 23, 2014414Feb 11, 2016437Nov 3, 2017851
-16.85%Jan 29, 2018229Dec 24, 2018285Feb 12, 2020514
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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