- ISIN
- US19766G3487
- CUSIP
- 19766G348
- 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
ABUAX Performance Chart
Columbia Capital Allocation Moderate Portfolio (ABUAX) is up 7.2% since the beginning of the year. ABUAX is currently trading at $12 per share. Investors who bought $1,000 worth of ABUAX shares 5 years ago would now be looking at an investment worth $1,334.
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Returns By Period
Columbia Capital Allocation Moderate Portfolio (ABUAX) has returned 7.24% so far this year and 19.37% over the past 12 months. Over the last ten years, ABUAX has returned 7.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Columbia Capital Allocation Moderate Portfolio
- 1D
- 0.16%
- 1M
- 1.49%
- YTD
- 7.24%
- 6M
- 7.41%
- 1Y
- 19.37%
- 3Y*
- 13.70%
- 5Y*
- 5.94%
- 10Y*
- 7.39%
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%
ABUAX Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 2004, ABUAX's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.5%, while the worst month was Oct 2008 at -11.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ABUAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +4.7%, while the worst single day was Mar 12, 2020 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.66% | 1.29% | -4.58% | 5.77% | 2.94% | 0.24% | 7.24% | ||||||
| 2025 | 2.11% | 0.38% | -2.63% | 0.68% | 2.59% | 3.80% | 0.93% | 2.21% | 2.39% | 1.59% | 0.52% | 0.16% | 15.60% |
| 2024 | 0.50% | 1.60% | 2.12% | -2.91% | 3.40% | 1.79% | 1.63% | 2.07% | 1.61% | -2.46% | 2.90% | -2.17% | 10.28% |
| 2023 | 5.42% | -3.04% | 2.84% | 1.06% | -0.73% | 3.04% | 1.78% | -1.23% | -3.60% | -1.96% | 6.76% | 4.18% | 14.82% |
| 2022 | -3.29% | -2.24% | -0.46% | -6.09% | 0.49% | -6.22% | 5.22% | -3.10% | -7.57% | 3.13% | 5.28% | -2.82% | -17.18% |
| 2021 | -0.50% | 1.51% | 1.45% | 2.70% | 0.88% | 0.85% | 0.76% | 1.42% | -2.65% | 2.12% | -1.74% | 2.48% | 9.51% |
Benchmark Metrics
Columbia Capital Allocation Moderate Portfolio has an annualized alpha of 1.63%, beta of 0.49, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 02, 2004.
- This fund participated in 63.90% of S&P 500 Index downside but only 59.18% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.49 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
- 1.63%
- Beta
- 0.49
- R²
- 0.90
- Upside Capture
- 59.18%
- Downside Capture
- 63.90%
Expense Ratio
ABUAX has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ABUAX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Capital Allocation Moderate Portfolio (ABUAX) and compare them to S&P 500 Index.
| ABUAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.69 | +0.19 |
| Martin ratioReturn relative to average drawdown | 13.59 | 12.34 | +1.25 |
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 Moderate Portfolio provided a 4.03% dividend yield over the last twelve months, with an annual payout of $0.50 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.53 | $0.55 | $0.41 | $0.53 | $1.53 | $0.62 | $0.67 | $0.73 | $0.75 | $0.33 | $0.73 |
Dividend yield | 4.03% | 4.67% | 5.24% | 4.17% | 5.92% | 13.22% | 5.18% | 5.94% | 7.23% | 6.48% | 3.06% | 6.87% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.53 |
| 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 |
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 35.71%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current Columbia Capital Allocation Moderate Portfolio drawdown is 0.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -35.71%Mar 2009 | 1y 4mo | 1y 7mo | 2y 11moNov 2007 - Oct 2010 |
Bear market2022 | -22.76%Oct 2022 | 11mo 8d | 1y 8mo | 2y 7moNov 2021 - Jun 2024 |
COVID crash2020 | -22.48%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -13.07%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 |
2011 correction2011 | -12.07%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
Drawdown Indicators
| ABUAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -56.78% | +21.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -9.10% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -9.33% | -18.90% | +9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -25.43% | +2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -33.92% | +11.16% |
Current DrawdownCurrent decline from peak | -0.41% | -2.97% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -10.72% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.97% | -0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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