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CUSIP
89834G596
Issuer
Column
Inception Date
Dec 11, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CFMSX Performance Chart

Column Mid Cap Select Fund (CFMSX) is up 6.3% since the beginning of the year. CFMSX is currently trading at $13 per share.


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S&P 500 Index

Returns By Period

Column Mid Cap Select Fund (CFMSX) has returned 6.29% so far this year and 14.75% over the past 12 months.


Column Mid Cap Select Fund

1D
-0.16%
1M
-0.95%
YTD
6.29%
6M
7.05%
1Y
14.75%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFMSX Monthly Returns History

Based on dividend-adjusted daily data since Dec 16, 2024, CFMSX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +7.4%, while the worst month was Mar 2026 at -6.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CFMSX closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 3, 2025 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.59%3.25%-6.85%7.35%-1.42%-0.16%6.29%
20254.04%-2.67%-3.90%-2.21%5.09%3.14%0.96%2.50%0.42%-1.59%1.96%0.22%7.77%
2024-3.71%-3.71%

Benchmark Metrics

Column Mid Cap Select Fund has an annualized alpha of -6.34%, beta of 0.87, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 17, 2024.

  • This fund participated in 94.48% of S&P 500 Index downside but only 61.00% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -6.34% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-6.34%
Beta
0.87
0.76
Upside Capture
61.00%
Downside Capture
94.48%

Expense Ratio

CFMSX has an expense ratio of 0.52%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CFMSX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CFMSX Risk / Return Rank: 1717
Overall Rank
CFMSX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CFMSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
CFMSX Omega Ratio Rank: 1414
Omega Ratio Rank
CFMSX Calmar Ratio Rank: 1818
Calmar Ratio Rank
CFMSX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Column Mid Cap Select Fund (CFMSX) and compare them to S&P 500 Index.


CFMSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.39

-1.32

Sortino ratio

Return per unit of downside risk

1.67

3.25

-1.58

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.56

3.11

-1.55

Martin ratio

Return relative to average drawdown

5.62

14.38

-8.76

Dividends

Dividend History

Column Mid Cap Select Fund provided a 1.99% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.05$0.10$0.15$0.20$0.2520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.25$0.25$0.09

Dividend yield

1.99%2.12%0.80%

Monthly Dividends

The table displays the monthly dividend distributions for Column Mid Cap Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2024$0.09$0.09

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 Column Mid Cap Select Fund. 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 Column Mid Cap Select Fund was 18.02%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Column Mid Cap Select Fund drawdown is 1.96%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.02%Apr 2025
2mo 14d2mo 26d
5mo 10dJan 2025 - Jul 2025
2026 pullback2026
-9.33%Mar 2026
27d1mo 7d
2mo 4dMar 2026 - May 2026
2025 pullback2025
-5.96%Nov 2025
2mo 9d15d
2mo 24dSep 2025 - Dec 2025
2025 pullback2025
-4.66%Jan 2025
24d11d
1mo 5dDec 2024 - Jan 2025
2026 pullback2026
-4.00%May 2026
12d
27d 23hMay 2026 - now

Drawdown Indicators


CFMSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.02%

-56.78%

+38.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-9.10%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.96%

0.00%

-1.96%

Average Drawdown

Average peak-to-trough decline

-3.12%

-10.72%

+7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.97%

+0.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CFMSX

Add Column Mid Cap Select Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CFMSX