Columbia Adaptive Risk Allocation Fund (CRAZX)
The fund pursues its investment objective by allocating portfolio risk across multiple asset classes in U.S. and non-U.S. markets with the goal of generating consistent risk-adjusted returns. It may invest in the securities and instruments described herein directly or indirectly through investments in other mutual funds, real estate investment trusts, closed-end funds and exchange-traded funds (ETFs) (including both leveraged and inverse ETFs) managed by third parties or the Investment Manager or its affiliates.
Fund Info
US19765Y1753
Jun 18, 2012
$2,000
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Columbia Adaptive Risk Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Columbia Adaptive Risk Allocation Fund had a return of 10.04% year-to-date (YTD) and 16.29% in the last 12 months. Over the past 10 years, Columbia Adaptive Risk Allocation Fund had an annualized return of 1.59%, while the S&P 500 had an annualized return of 11.18%, indicating that Columbia Adaptive Risk Allocation Fund did not perform as well as the benchmark.
CRAZX
10.04%
0.61%
6.29%
16.29%
0.53%
1.59%
^GSPC (Benchmark)
25.15%
2.74%
12.53%
30.93%
13.79%
11.18%
Monthly Returns
The table below presents the monthly returns of CRAZX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.33% | 1.44% | 2.73% | -3.51% | 2.75% | 1.61% | 1.79% | 1.76% | 2.14% | -2.59% | 10.04% | ||
| 2023 | 3.35% | -3.47% | 3.23% | 0.46% | -2.08% | 2.60% | 1.38% | -1.70% | -3.69% | -2.51% | 6.88% | 4.70% | 8.83% |
| 2022 | -1.88% | -1.92% | -1.27% | -3.36% | -0.72% | -3.20% | 4.15% | -3.68% | -5.31% | 0.90% | 3.22% | -2.68% | -15.03% |
| 2021 | -0.69% | -0.17% | 0.96% | 3.37% | 1.25% | 1.65% | 1.95% | 1.04% | -3.55% | 2.37% | 0.16% | -12.09% | -4.63% |
| 2020 | -0.93% | -3.55% | -2.81% | 2.20% | 1.17% | 1.06% | 3.25% | 4.72% | -3.09% | -1.18% | 6.27% | 1.21% | 8.06% |
| 2019 | 5.43% | 1.07% | 2.40% | 1.88% | -2.77% | 3.98% | 0.91% | 0.27% | 0.27% | 0.99% | 0.62% | -2.10% | 13.44% |
| 2018 | 1.47% | -2.45% | 0.37% | 0.37% | 0.83% | -0.18% | 1.01% | 0.27% | -0.27% | -3.27% | 1.03% | -5.86% | -6.73% |
| 2017 | 0.78% | 2.80% | 0.47% | 1.12% | 0.93% | -0.37% | 0.92% | 1.00% | -0.00% | 2.35% | 1.32% | -5.53% | 5.69% |
| 2016 | -0.52% | 0.00% | 4.30% | 0.91% | 0.40% | 3.08% | 1.83% | 0.47% | 0.28% | -2.07% | -0.96% | 0.68% | 8.57% |
| 2015 | 0.98% | 1.07% | -0.87% | 0.39% | -0.97% | -2.74% | 1.21% | -3.68% | -0.93% | 3.34% | -0.71% | -2.64% | -5.62% |
| 2014 | -0.53% | 5.25% | 0.30% | 1.93% | 2.39% | 1.85% | -2.10% | 1.46% | -2.60% | 1.58% | 1.17% | -2.20% | 8.53% |
| 2013 | 0.76% | -0.57% | 1.52% | -0.00% | -5.53% | -6.65% | 2.45% | -0.21% | 1.66% | 2.36% | -1.10% | -5.16% | -10.50% |
Expense Ratio
CRAZX features an expense ratio of 0.74%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CRAZX is 48, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Columbia Adaptive Risk Allocation Fund (CRAZX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Columbia Adaptive Risk Allocation Fund provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.05 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.05 | $0.05 | $0.68 | $0.44 | $0.10 | $0.29 | $0.37 | $0.01 | $0.13 | $0.00 | $0.03 |
Dividend yield | 0.49% | 0.54% | 8.14% | 4.13% | 0.87% | 2.72% | 3.82% | 0.05% | 1.28% | 0.00% | 0.31% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Adaptive Risk Allocation Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.03 | $0.03 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Adaptive Risk Allocation 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 Columbia Adaptive Risk Allocation Fund was 29.30%, occurring on Oct 25, 2023. The portfolio has not yet recovered.
The current Columbia Adaptive Risk Allocation Fund drawdown is 12.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.3% | Sep 7, 2021 | 538 | Oct 25, 2023 | — | — | — |
| -15.06% | Oct 5, 2012 | 178 | Jun 24, 2013 | 928 | Mar 1, 2017 | 1106 |
| -14.76% | Dec 19, 2017 | 255 | Dec 24, 2018 | 210 | Oct 24, 2019 | 465 |
| -14.43% | Dec 19, 2019 | 61 | Mar 18, 2020 | 110 | Aug 24, 2020 | 171 |
| -7.29% | Sep 3, 2020 | 14 | Sep 23, 2020 | 44 | Nov 24, 2020 | 58 |
Volatility
Volatility Chart
The current Columbia Adaptive Risk Allocation Fund volatility is 2.27%, 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.