Find A Portfolio/Ticker
Comparison Box
CRAZX: COLUMBIA ADAPTIVE RISK ALLOCATION FUND COLUMBIA ADAPTIVE RISK ALLOCATION FUND CLASS Z (MUTUAL FUND)
Basic Info 9.07 0.05(0.55%) April 22
Asset Class: | World Allocation |
MyPlanIQ Rating: | (3%) |
Start Date: | 06/20/2012 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 7.54% |
Expenses | 0.80% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/20/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.4 | 0.1 | 6.2 | 0.1 | 3.9 | 4.7 | 4.7 | 8.8 | -15.0 | 11.2 | 9.4 | 18.9 | -4.5 | 13.3 | 9.6 | -4.6 | 10.4 | -5.9 | 9.4 |
Sharpe Ratio | NA | -0.69 | 0.21 | -0.3 | 0.25 | 0.45 | 0.47 | 0.53 | -1.91 | 1.45 | 0.86 | 2.42 | -0.8 | 2.76 | 1.08 | -0.59 | 1.82 | -0.59 | 2.32 |
Draw Down(%) | NA | 4.1 | 8.5 | 18.2 | 18.2 | 18.2 | 18.2 | 8.5 | 17.5 | 4.4 | 13.4 | 3.1 | 9.0 | 2.3 | 6.3 | 9.5 | 4.7 | 13.9 | 3.7 |
Standard Deviation(%) | NA | 7.5 | 8.6 | 8.3 | 8.8 | 7.9 | 8.1 | 8.7 | 8.6 | 7.7 | 10.6 | 7.2 | 7.3 | 4.6 | 8.7 | 8.0 | 5.7 | 10.0 | 8.0 |
Treynor Ratio | NA | -0.06 | 0.02 | -0.05 | 0.05 | 0.07 | 0.07 | 0.06 | -0.48 | 0.17 | 0.27 | 0.24 | -0.09 | 0.15 | 0.11 | -0.06 | 0.17 | -0.08 | 0.3 |
Alpha | NA | -0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | -0.01 | -0.04 | 0.03 | 0.01 | 0.02 | 0.0 | 0.01 | 0.02 | -0.02 | 0.03 | -0.06 | 0.04 |
Beta | NA | 0.81 | 0.9 | 0.5 | 0.44 | 0.53 | 0.54 | 0.81 | 0.34 | 0.65 | 0.33 | 0.71 | 0.68 | 0.84 | 0.86 | 0.84 | 0.62 | 0.74 | 0.62 |
RSquared | NA | 0.82 | 0.74 | 0.47 | 0.38 | 0.45 | 0.43 | 0.61 | 0.37 | 0.59 | 0.31 | 0.33 | 0.63 | 0.51 | 0.7 | 0.74 | 0.53 | 0.31 | 0.38 |
Yield(%) | N/A | 0.0 | 0.6 | 8.1 | 7.4 | 5.9 | N/A | 0.6 | 6.4 | 18.9 | 2.3 | 8.3 | 5.6 | 7.6 | 2.4 | 1.0 | 2.2 | 4.6 | 3.8 |
Dividend Growth(%) | N/A | -100.0 | -92.6 | 73.7 | 105.2 | N/A | N/A | -92.6 | -68.7 | 768.0 | -69.1 | 32.8 | -21.8 | 239.1 | 130.0 | -52.4 | -56.2 | 26.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/2012
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
Top Rated Funds in World Allocation
Best Mutual Funds
- IVAEX (IVY ASSET STRATEGY FUND CLASS I) 0.70% (99%)
- PAUIX (PIMCO ALL ASSET ALL AUTHORITY FUND INSTITUTIONAL) 0.16% (97%)
- PAAIX (ALL ASSET FUND INSTITUTIONAL) 0.28% (96%)
- PATRX (PIMCO ALL ASSET FUND R) 0.28% (95%)
- WARCX (WELLS FARGO ADVANTAGE ABSOLUTE RETURN FUND CLASS C) 0.63% (94%)
- RSSCX (COLUMBIA GLOBAL OPPORTUNITIES FUND COLUMBIA GLOBAL OPPORTUNITIES FUND CLASS C) (93%)
- PALPX (PIMCO ALL ASSET FUND CLASS P) 0.28% (92%)
- JSPCX (JANUS GLOBAL ALLOCATION FUND - CONSERVATIVE CLASS T) 0.45% (92%)
- GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) 0.80% (92%)
- GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) 0.0% (91%)
Best ETFs
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) 0.0% (44%)
- INKM (SPDR® SSgA Income Allocation ETF) 0.46% (43%)
- GAL (SPDR® SSgA Global Allocation ETF) 0.48% (43%)
- GYLD (Arrow Dow Jones Global Yield ETF) 0.46% (42%)
- GMOM (Cambria Global Momentum ETF) 1.18% (2%)
- GAA (Cambria Global Asset Allocation ETF) 0.04% (1%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Closed Fund) 1.95% (100%)
- CGO (Calamos Global Total Return Closed Fund) 0.83% (100%)
- RCG (RENN Fund Inc) 1.22% (99%)