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ISIN
US19765H8007
Issuer
Columbia
Inception Date
Oct 14, 1996
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

NIPAX Performance Chart

Columbia Capital Allocation Moderate Conservative Portfolio (NIPAX) is up 4.7% since the beginning of the year. NIPAX is currently trading at $11 per share. Investors who bought $1,000 worth of NIPAX shares 5 years ago would now be looking at an investment worth $1,254.


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S&P 500 Index

Returns By Period

Columbia Capital Allocation Moderate Conservative Portfolio (NIPAX) has returned 4.65% so far this year and 14.13% over the past 12 months. Over the last ten years, NIPAX has returned 5.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Columbia Capital Allocation Moderate Conservative Portfolio

1D
0.55%
1M
1.10%
YTD
4.65%
6M
4.65%
1Y
14.13%
3Y*
10.40%
5Y*
4.63%
10Y*
5.71%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIPAX Monthly Returns History

Based on dividend-adjusted daily data since Oct 15, 1996, NIPAX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.1%, while the worst month was Oct 2008 at -9.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NIPAX closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +3.5%, while the worst single day was Mar 12, 2020 at -4.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.14%1.31%-3.98%4.34%1.94%0.00%4.65%
20251.65%0.81%-1.77%0.51%1.74%3.02%0.60%1.97%2.09%1.24%0.38%0.28%13.17%
20240.43%0.75%1.81%-2.84%3.03%1.52%1.98%1.84%1.50%-2.39%2.45%-2.08%8.07%
20234.87%-2.76%2.70%1.00%-0.99%1.99%1.33%-0.99%-3.15%-1.96%6.10%4.02%12.30%
2022-2.85%-1.80%-1.16%-5.27%0.52%-4.82%4.39%-2.91%-6.46%2.03%4.56%-2.18%-15.45%
2021-0.36%0.72%1.17%2.13%0.69%0.70%0.98%1.15%-2.23%1.44%-0.89%1.77%7.44%

Benchmark Metrics

Columbia Capital Allocation Moderate Conservative Portfolio has an annualized alpha of 2.79%, beta of 0.29, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 15, 1996.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (39.95%) than losses (39.40%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.29 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
2.79%
Beta
0.29
0.78
Upside Capture
39.95%
Downside Capture
39.40%

Expense Ratio

NIPAX has an expense ratio of 0.16%, which is considered low.


Return for Risk

Risk / Return Rank

NIPAX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NIPAX Risk / Return Rank: 5656
Overall Rank
NIPAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NIPAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
NIPAX Omega Ratio Rank: 6363
Omega Ratio Rank
NIPAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NIPAX Martin Ratio Rank: 6161
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 Capital Allocation Moderate Conservative Portfolio (NIPAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NIPAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.42

2.78

-0.37

Martin ratioReturn relative to average drawdown

11.31

12.44

-1.13

Dividends

Dividend History

Columbia Capital Allocation Moderate Conservative Portfolio provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.36$0.43$0.31$0.39$0.59$1.07$0.60$0.48$0.69$0.34$0.35$0.46

Dividend yield

3.29%4.05%3.24%4.23%6.79%9.83%5.37%4.49%7.06%3.07%3.42%4.49%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Capital Allocation Moderate Conservative Portfolio. 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$0.06$0.00$0.00$0.16$0.00$0.00$0.07$0.00$0.00$0.14$0.43
2024$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.11$0.31
2023$0.00$0.00$0.05$0.00$0.00$0.17$0.00$0.00$0.06$0.00$0.00$0.12$0.39
2022$0.00$0.00$0.03$0.00$0.00$0.40$0.00$0.00$0.04$0.00$0.00$0.12$0.59
2021$0.00$0.00$0.04$0.00$0.00$0.51$0.00$0.00$0.04$0.00$0.00$0.48$1.07

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 Conservative 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 Conservative Portfolio was 26.77%, occurring on Nov 20, 2008. Recovery took 281 trading sessions.

The current Columbia Capital Allocation Moderate Conservative Portfolio drawdown is 0.45%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-26.77%Nov 2008
1y 20d1y 1mo
2y 2moNov 2007 - Jan 2010
Bear market2022
-19.93%Oct 2022
11mo 8d1y 8mo
2y 7moNov 2021 - Jul 2024
COVID crash2020
-16.29%Mar 2020
1mo 2d4mo
5mo 2dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-9.34%Dec 2018
10mo 29d4mo 3d
1y 2moJan 2018 - Apr 2019
2016 pullback2016
-8.98%Feb 2016
9mo 19d5mo 19d
1y 3moApr 2015 - Jul 2016

Drawdown Indicators


NIPAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-56.78%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-9.10%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-6.56%

-18.90%

+12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-25.43%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-33.92%

+13.99%

Current Drawdown

Current decline from peak

-0.45%

-1.80%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.66%

-10.71%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.03%

-0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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