See what your fund actually adds
Columbia Multi Strategy Alternatives Fund Class A CLAAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CLAAX | Replication |
|---|---|---|
| Annualized growth | 4.7% | 3.9% |
| Annualized volatility | 4.4% | 1.2% |
| Sharpe ratio | 1.08 | 3.22 |
| Maximum drawdown | 4.5% | 1.5% |
| Replication fit (R²) | 0.10 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model CLAAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 82.2% |
| SCHP | FI · TIPS | 14.9% |
| XLE | Sector · Energy | 2.9% |