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Columbia U.S. Treasury Index Fund Class A LUTAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LUTAX | Replication |
|---|---|---|
| Annualized growth | -1.2% | -0.8% |
| Annualized volatility | 5.4% | 5.4% |
| Sharpe ratio | -0.20 | -0.12 |
| Maximum drawdown | 16.2% | 15.7% |
| Replication fit (R²) | 1.00 · Tracking error 0.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model LUTAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 44.1% |
| VGSH | FI · Short Gov | 31.8% |
| SPTL | FI · Long Gov | 19.1% |
| VCSH | FI · Short Corp | 2.6% |
| AGG | FI · Aggregate | 2.4% |