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Columbia Small Cap Value Discovery Fund Class A CSMIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CSMIX | Replication |
|---|---|---|
| Annualized growth | 9.2% | 7.5% |
| Annualized volatility | 20.4% | 19.3% |
| Sharpe ratio | 0.53 | 0.47 |
| Maximum drawdown | 23.2% | 24.1% |
| Replication fit (R²) | 0.95 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model CSMIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 44.0% |
| VBR | Small-Cap · Value | 33.4% |
| IWC | Micro Cap | 18.5% |
| XLE | Sector · Energy | 4.1% |