Columbia Adaptive Risk Allocation Inst2 (CRDRX)

10.97 -0.02  -0.18% Feb 21 USD
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Key Stats

Net Asset Value 10.97
Turnover Ratio 203.0%
1 Year Fund Level Flows 28.98M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.72% 0.36% 84
3M 4.56% 5.03% 53
6M 6.45% 7.20% 55
YTD 1.39% 2.14% 68
1Y 12.98% 10.74% 23
3Y 8.06% 5.86% 20
5Y 6.12% 4.01% 16
10Y -- 5.73% --
15Y -- 4.62% --
20Y -- 4.28% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -71.77% 108.1% 179.9%
Stock 77.97% 82.77% 4.80%
Bond 83.41% 83.62% 0.21%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 10.39% 10.39% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 73.51%
North America 72.54%
Latin America 0.98%
Greater Europe 18.52%
United Kingdom 3.70%
Europe Developed 13.36%
Europe Emerging 0.28%
Africa/Middle East 1.19%
Greater Asia 7.96%
Japan 1.69%
Australasia 2.22%
Asia Developed 1.73%
Asia Emerging 2.32%
Market Classification
% Developed Markets 95.34%
% Emerging Markets 4.66%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.14%
Communication Services 6.88%
Consumer Cyclical 9.22%
Consumer Defensive 7.46%
Energy 3.95%
Financial Services 14.48%
Healthcare 10.02%
Industrials 9.68%
Real Estate 15.96%
Technology 14.20%
Utilities 4.01%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 40.47%
Large 36.32%
Medium 19.63%
Small 3.29%
Micro 0.29%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 27.28%
Large Cap Blend 28.15%
Large Cap Growth 21.63%
Mid Cap Value 6.73%
Mid Cap Blend 7.18%
Mid Cap Growth 5.55%
Small Cap Value 1.71%
Small Cap Blend 1.13%
Small Cap Growth 0.64%
As of Jan. 31, 2020

CRDRX Bond Exposure

Government 18.60%
Corporate 0.00%
Securitized 3.39%
Municipal 0.00%
Cash 26.82%
Derivative 51.19%
As of Jan. 31, 2020

CRDRX Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

CRDRX Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 6.27%
91 to 182 Days 0.38%
183 to 364 Days 0.00%
1 to 3 Years 0.86%
3 to 5 Years 53.44%
5 to 7 Years 4.87%
7 to 10 Years 15.93%
10 to 15 Years 3.26%
15 to 20 Years 2.39%
20 to 30 Years 4.61%
Over 30 Years 7.98%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P 500 Mar20 38.88% -- --
-- mini MSCI EAFE Index Futures Mar20 19.42% -- --
-- Ice: (Cdx.Na.Hy.33.V2) 14.39% -- --
-- Ice: (Cdx.Em.32.V1) -11.07% -- --
CCFYX Columbia Commodity Strategy Inst3 9.91% 4.23 +0.00%
-- Ice: (Cdx.Na.Ig.33.V1) 9.23% -- --
-- mini MSCI Emerging Markets Index Futures Mar20 7.80% -- --
-- Ice: (Itraxx.Xo.32.V1) 4.83% -- --
-- TOPIX Future Mar 20 -2.93% -- --
-- S&P TSX 60 Index Future Mar 20 2.02% -- --
As of Jan. 31, 2020
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Basic Info

Investment Strategy
The investment seeks consistent total returns by seeking to allocate risks across multiple asset classes. The fund pursues its investment objective by allocating portfolio risk across multiple asset classes in U.S. and non-U.S. markets with the goal of generating consistent risk-adjusted returns. It may invest in the securities and instruments described herein directly or indirectly through investments in other mutual funds, real estate investment trusts, closed-end funds and exchange-traded funds (ETFs) (including both leveraged and inverse ETFs) managed by third parties or the Investment Manager or its affiliates. The fund is non-diversified.
General
Security Type Mutual Fund
Oldest Share Symbol CRAZX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class Allocation
Broad Category Allocation
Category Name Tactical Allocation
Prospectus Objective Growth and Income
Fund Owner Firm Name Columbia
Benchmark Index
BBgBarc Global Aggregate TR USD 40.00%
MSCI ACWI NR USD 60.00%
Reports
One Page Report Download

Manager Info

Name Tenure
Alexander Wilkinson 1.61 yrs
Joshua Kutin 4.25 yrs

Share Classes

Symbol Share Class
CARRX Adv
CARYX Inst
CRAAX A
CRACX C
CRAZX Inst
CRKRX Retirement

Net Fund Flows

1M 958453.4
3M 199.98M
6M 147.82M
YTD 958453.4
1Y 28.98M
3Y 1.456B
5Y 2.782B
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) 0.4525
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.7358
Daily Value at Risk (VaR) 1% (All) 1.42%
Monthly Value at Risk (VaR) 1% (All) 5.22%

Fundamentals

General
Dividend Yield TTM (2-21-20) 2.65%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.69%
Number of Holdings 185
Stock
Weighted Average PE Ratio 20.47
Weighted Average Price to Sales Ratio 1.770
Weighted Average Price to Book Ratio 2.265
Weighted Median ROE 20.00%
Weighted Median ROA 6.80%
Forecasted PE Ratio 17.33
Forecasted PS Ratio 1.687
Forecasted Price to Book Value 2.110
Number of Stock Holdings 34
Bond
Current Yield 2.35%
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price 96.64
Number of Bond Holdings 94
As of Jan. 31, 2020

Comparables

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Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 0.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee 0.00%
Actual Management Fee 0.67%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 6/19/2012
Termination Date
Last Annual Report Date 5/31/2019
Last Prospectus Date 10/1/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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