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Columbia Select Large Cap Value Fund Institutional...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
Columbia
Inception Date
Sep 27, 2010
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Columbia Select Large Cap Value Fund Institutional Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Columbia Select Large Cap Value Fund Institutional Class (CSVZX) has returned 0.27% so far this year and 24.64% over the past 12 months. Over the last decade, CSVZX has posted an annualized return of 12.42%, slightly higher than the S&P 500 Index benchmark’s 12.16%.


Columbia Select Large Cap Value Fund Institutional Class

1D
-0.58%
1M
-8.84%
YTD
0.27%
6M
9.44%
1Y
24.64%
3Y*
15.79%
5Y*
10.85%
10Y*
12.42%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2011, CSVZX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Mar 2020 at -17.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CSVZX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.89%4.87%-8.84%0.27%
20254.00%0.08%-1.13%-3.11%5.26%4.01%-0.40%5.30%2.36%1.77%3.31%3.82%27.92%
2024-0.47%2.21%6.70%-2.87%4.62%-1.28%3.92%1.08%1.18%-1.33%5.01%-5.93%12.82%
20234.55%-3.43%-2.35%0.29%-4.08%7.42%3.30%-4.35%-3.82%-2.41%6.06%5.54%5.78%
20220.22%1.84%1.13%-5.60%2.41%-10.28%5.17%-1.53%-7.18%11.55%7.72%-4.11%-0.84%
20211.08%6.94%6.22%3.90%4.26%-2.61%-1.33%0.47%-2.86%5.92%-3.26%5.93%26.61%

Benchmark Metrics

Columbia Select Large Cap Value Fund Institutional Class has an annualized alpha of 0.96%, beta of 0.98, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 04, 2011.

  • With beta of 0.98 and R² of 0.83, 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
0.96%
Beta
0.98
0.83
Upside Capture
103.95%
Downside Capture
102.06%

Expense Ratio

CSVZX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CSVZX ranks 80 for risk / return — in the top 80% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CSVZX Risk / Return Rank: 8080
Overall Rank
CSVZX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CSVZX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CSVZX Omega Ratio Rank: 8181
Omega Ratio Rank
CSVZX Calmar Ratio Rank: 7979
Calmar Ratio Rank
CSVZX Martin Ratio Rank: 8282
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 Columbia Select Large Cap Value Fund Institutional Class (CSVZX) and compare them to a chosen benchmark (S&P 500 Index).


CSVZXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.90

+0.63

Sortino ratio

Return per unit of downside risk

2.05

1.39

+0.66

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

1.92

1.40

+0.52

Martin ratio

Return relative to average drawdown

8.25

6.61

+1.65

Explore CSVZX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Columbia Select Large Cap Value Fund Institutional Class provided a 8.29% dividend yield over the last twelve months, with an annual payout of $3.40 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.40$3.40$1.23$1.17$0.49$1.88$1.99$1.87$1.13$1.01$1.65$0.98

Dividend yield

8.29%8.31%3.54%3.67%1.56%5.89%7.41%6.92%4.95%3.73%6.95%4.61%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Select Large Cap Value Fund Institutional Class. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.40$3.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17$1.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.88$1.88

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 Select Large Cap Value Fund Institutional Class. 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 Select Large Cap Value Fund Institutional Class was 41.46%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Columbia Select Large Cap Value Fund Institutional Class drawdown is 9.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.46%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-25%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-22.27%Jan 29, 2018229Dec 24, 2018220Nov 7, 2019449
-20.86%Jun 24, 2015161Feb 11, 2016131Aug 18, 2016292
-18.36%Apr 21, 2022113Sep 30, 2022314Jan 2, 2024427

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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