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CARRX: COLUMBIA ADAPTIVE RISK ALLOCATION FUND COLUMBIA ADAPTIVE RISK ALLOCATION FUND CLASS R4 (MUTUAL FUND)
Basic Info 9.05 0.01(0.11%) April 18
Asset Class: | World Allocation |
MyPlanIQ Rating: | (30%) |
Start Date: | 10/03/2014 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 7.54% |
Expenses | 0.80% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 10/03/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.2 | -0.2 | 5.4 | -0.2 | 3.9 | 4.7 | 8.8 | -15.0 | 11.2 | 9.4 | 18.9 | -4.5 | 13.3 | 9.7 | -4.7 | 2.4 |
Sharpe Ratio | NA | 0.25 | 0.4 | -0.16 | 0.29 | 0.47 | 0.53 | -1.9 | 1.44 | 0.86 | 2.37 | -0.79 | 2.74 | 1.09 | -0.6 | 2.21 |
Draw Down(%) | NA | 2.2 | 8.5 | 18.2 | 18.2 | 18.2 | 8.5 | 17.6 | 4.4 | 13.4 | 3.1 | 9.1 | 2.3 | 6.3 | 9.5 | 1.4 |
Standard Deviation(%) | NA | 7.6 | 8.5 | 8.3 | 8.8 | 8.0 | 8.7 | 8.7 | 7.8 | 10.7 | 7.4 | 7.4 | 4.6 | 8.7 | 7.9 | 4.6 |
Treynor Ratio | NA | 0.02 | 0.04 | -0.03 | 0.06 | 0.07 | 0.06 | -0.48 | 0.17 | 0.27 | 0.24 | -0.08 | 0.15 | 0.11 | -0.06 | 0.24 |
Alpha | NA | -0.01 | -0.01 | 0.0 | 0.0 | 0.01 | -0.01 | -0.04 | 0.03 | 0.01 | 0.02 | 0.0 | 0.01 | 0.02 | -0.02 | 0.04 |
Beta | NA | 0.83 | 0.89 | 0.51 | 0.45 | 0.53 | 0.8 | 0.34 | 0.66 | 0.34 | 0.71 | 0.69 | 0.86 | 0.86 | 0.84 | 0.42 |
RSquared | NA | 0.82 | 0.73 | 0.47 | 0.38 | 0.45 | 0.61 | 0.37 | 0.6 | 0.32 | 0.32 | 0.62 | 0.53 | 0.71 | 0.74 | 0.59 |
Yield(%) | N/A | 0.0 | 0.6 | 8.1 | 7.3 | N/A | 0.6 | 6.4 | 18.8 | 2.3 | 8.3 | 5.6 | 7.6 | 2.4 | 1.0 | 2.1 |
Dividend Growth(%) | N/A | -100.0 | -92.6 | 73.7 | N/A | N/A | -92.6 | -68.7 | 768.0 | -69.1 | 32.8 | -21.8 | 239.1 | 130.0 | -52.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/03/2014
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