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TOWTX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOWTX vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Towpath Technology Fund (TOWTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

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TOWTX vs. STK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TOWTX
Towpath Technology Fund
-9.57%9.55%12.82%29.78%-15.96%17.73%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%46.69%

Returns By Period

In the year-to-date period, TOWTX achieves a -9.57% return, which is significantly lower than STK's 4.31% return.


TOWTX

1D
-0.07%
1M
-5.09%
YTD
-9.57%
6M
-7.05%
1Y
3.98%
3Y*
10.31%
5Y*
6.11%
10Y*

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOWTX vs. STK - Expense Ratio Comparison

TOWTX has a 1.10% expense ratio, which is lower than STK's 1.26% expense ratio.


Return for Risk

TOWTX vs. STK — Risk / Return Rank

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

TOWTX
TOWTX Risk / Return Rank: 99
Overall Rank
TOWTX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TOWTX Sortino Ratio Rank: 99
Sortino Ratio Rank
TOWTX Omega Ratio Rank: 99
Omega Ratio Rank
TOWTX Calmar Ratio Rank: 99
Calmar Ratio Rank
TOWTX Martin Ratio Rank: 99
Martin Ratio Rank

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
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.

TOWTX vs. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Towpath Technology Fund (TOWTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


TOWTXSTKDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.83

-1.60

Sortino ratio

Return per unit of downside risk

0.45

2.53

-2.08

Omega ratio

Gain probability vs. loss probability

1.06

1.36

-0.29

Calmar ratio

Return relative to maximum drawdown

0.16

3.31

-3.15

Martin ratio

Return relative to average drawdown

0.51

12.25

-11.74

TOWTX vs. STK - Sharpe Ratio Comparison

The current TOWTX Sharpe Ratio is 0.23, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TOWTX and STK, 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


TOWTXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.83

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.59

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.64

-0.64

Correlation

The correlation between TOWTX and STK is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TOWTX vs. STK - Dividend Comparison

TOWTX's dividend yield for the trailing twelve months is around 1.88%, less than STK's 7.16% yield.


TTM20252024202320222021202020192018201720162015
TOWTX
Towpath Technology Fund
1.88%1.70%3.55%0.42%0.57%0.66%0.00%0.00%0.00%0.00%0.00%0.00%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

TOWTX vs. STK - Drawdown Comparison

The maximum TOWTX drawdown since its inception was -98.79%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for TOWTX and STK.


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Drawdown Indicators


TOWTXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-98.79%

-41.74%

-57.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-13.59%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-98.79%

-36.27%

-62.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.74%

Current Drawdown

Current decline from peak

-98.60%

-7.51%

-91.09%

Average Drawdown

Average peak-to-trough decline

-26.18%

-7.47%

-18.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.67%

-0.07%

Volatility

TOWTX vs. STK - Volatility Comparison

The current volatility for Towpath Technology Fund (TOWTX) is 4.10%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that TOWTX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOWTXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

9.65%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

17.90%

-6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

25.65%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,101.36%

24.83%

+3,076.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,035.66%

25.91%

+3,009.75%