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CZAMX vs. SLMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZAMX vs. SLMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Multi-Manager Alternative Strategies Fund (CZAMX) and Columbia Seligman Technology and Information Fund (SLMCX). The values are adjusted to include any dividend payments, if applicable.

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CZAMX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CZAMX
Multi-Manager Alternative Strategies Fund
1.63%4.59%1.99%3.07%2.85%0.80%5.78%6.09%-3.16%0.44%
SLMCX
Columbia Seligman Technology and Information Fund
0.17%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%23.74%

Returns By Period

In the year-to-date period, CZAMX achieves a 1.63% return, which is significantly higher than SLMCX's 0.17% return.


CZAMX

1D
0.11%
1M
-1.68%
YTD
1.63%
6M
3.67%
1Y
6.41%
3Y*
3.81%
5Y*
2.73%
10Y*

SLMCX

1D
-2.99%
1M
-9.33%
YTD
0.17%
6M
5.15%
1Y
58.16%
3Y*
29.27%
5Y*
16.53%
10Y*
22.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CZAMX vs. SLMCX - Expense Ratio Comparison

CZAMX has a 1.27% expense ratio, which is higher than SLMCX's 1.17% expense ratio.


Return for Risk

CZAMX vs. SLMCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CZAMX
CZAMX Risk / Return Rank: 7878
Overall Rank
CZAMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CZAMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
CZAMX Omega Ratio Rank: 7979
Omega Ratio Rank
CZAMX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CZAMX Martin Ratio Rank: 6060
Martin Ratio Rank

SLMCX
SLMCX Risk / Return Rank: 9191
Overall Rank
SLMCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8585
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9595
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.

CZAMX vs. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Alternative Strategies Fund (CZAMX) and Columbia Seligman Technology and Information Fund (SLMCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CZAMXSLMCXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.90

-0.24

Sortino ratio

Return per unit of downside risk

2.27

2.46

-0.19

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.04

Calmar ratio

Return relative to maximum drawdown

2.00

3.54

-1.54

Martin ratio

Return relative to average drawdown

5.67

13.44

-7.76

CZAMX vs. SLMCX - Sharpe Ratio Comparison

The current CZAMX Sharpe Ratio is 1.66, which is comparable to the SLMCX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CZAMX and SLMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CZAMXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.90

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.64

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.69

+0.08

Correlation

The correlation between CZAMX and SLMCX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CZAMX vs. SLMCX - Dividend Comparison

CZAMX's dividend yield for the trailing twelve months is around 3.15%, less than SLMCX's 9.44% yield.


TTM20252024202320222021202020192018201720162015
CZAMX
Multi-Manager Alternative Strategies Fund
3.15%3.20%2.11%2.60%7.74%1.44%0.89%2.11%1.48%0.00%0.00%0.00%
SLMCX
Columbia Seligman Technology and Information Fund
9.44%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%

Drawdowns

CZAMX vs. SLMCX - Drawdown Comparison

The maximum CZAMX drawdown since its inception was -7.16%, smaller than the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for CZAMX and SLMCX.


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Drawdown Indicators


CZAMXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-7.16%

-68.10%

+60.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-14.88%

+11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-5.52%

-37.32%

+31.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-1.68%

-11.96%

+10.28%

Average Drawdown

Average peak-to-trough decline

-1.57%

-13.05%

+11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

3.93%

-2.84%

Volatility

CZAMX vs. SLMCX - Volatility Comparison

The current volatility for Multi-Manager Alternative Strategies Fund (CZAMX) is 1.00%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 9.50%. This indicates that CZAMX experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZAMXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

9.50%

-8.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

21.01%

-18.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

30.59%

-26.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.37%

25.96%

-22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.37%

25.93%

-22.56%