Columbia Mod Correlations

CMDCX Fund

USD 25.04 0.03 0.12%

The current 90-days correlation between Columbia Mod Conserv and Pimco Diversified Income is 0.44 (i.e., Very weak diversification). The correlation of Columbia Mod is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Columbia Mod Correlation With Market

Almost no diversification

The correlation between Columbia Mod Conserv and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia Mod Conserv and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Columbia Mod Conserv. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with Columbia Mutual Fund

0.88	VTSAX	Vanguard Total Stock	Pair Corr
0.95	VFIAX	Vanguard 500 Index	Pair Corr
0.97	VTSMX	Vanguard Total Stock	Pair Corr
0.97	VITSX	Vanguard Total Stock	Pair Corr
0.88	VSTSX	Vanguard Total Stock	Pair Corr
0.97	VSMPX	Vanguard Total Stock	Pair Corr
0.92	VTIAX	Vanguard Total Inter	Pair Corr
0.95	VFINX	Vanguard 500 Index	Pair Corr
0.86	VFFSX	Vanguard 500 Index	Pair Corr
0.76	VBTLX	Vanguard Total Bond	Pair Corr
0.78	NHS	Neuberger Berman High	Pair Corr
0.88	PGGAX	American Funds Global	Pair Corr
0.72	FKTQX	Franklin California Tax	Pair Corr
0.96	UMPIX	Ultramid Cap Profund	Pair Corr
0.86	CSIBX	Calvert Bond Portfolio	Pair Corr
0.85	AISHX	Aristotle Funds Series	Pair Corr
0.97	SNPTX	Dws Equity Sector	Pair Corr
0.87	QAACX	Federated Mdt All	Pair Corr
0.91	SILLX	Qs Global Equity	Pair Corr
0.83	XBTOX	John Hancock Financial Steady Growth	Pair Corr
0.92	TSMHX	Tiaa Cref Lifestyle	Pair Corr
0.99	MXAGX	Great West Lifetime	Pair Corr
0.83	EMRSX	Jpmorgan Emerging Markets	Pair Corr
0.92	JHAPX	John Hancock Funds	Pair Corr
0.95	DFLVX	Us Large Cap	Pair Corr
0.94	LRSFX	Small Cap Value	Pair Corr
0.87	GSPAX	Goldman Sachs Equity	Pair Corr
0.79	RYLCX	Leisure Fund Class	Pair Corr
0.9	FMIUX	Common Stock	Pair Corr
0.9	PRHIX	T Rowe Price	Pair Corr
0.94	HIINX	Harbor International	Pair Corr
0.9	LTFOX	Lord Abbett Affiliated	Pair Corr
0.88	SPWAX	American Beacon Stephens	Pair Corr
0.87	GMAUX	Gmo Emerging Markets	Pair Corr
0.95	BDMKX	Blackrock Global Lon	Pair Corr
0.92	SSDDX	State Street Target	Pair Corr
0.83	EITEX	Parametric Tax Managed	Pair Corr
0.92	LCGRX	Loomis Sayles Small	Pair Corr
0.95	FLRTX	Franklin Lifesmart 2030	Pair Corr
0.77	EEMPX	Mfs Emerging Markets	Pair Corr

Related Correlations Analysis

	JDVCX	QDARX	BICPX	ADX	FZABX	FPTPX	PDNIX
JDVCX		0.82	0.83	0.71	0.96	0.87	0.83	JDVCX
QDARX	0.82		0.89	0.78	0.86	0.93	0.88	QDARX
BICPX	0.83	0.89		0.82	0.87	0.95	0.94	BICPX
ADX	0.71	0.78	0.82		0.71	0.83	0.79	ADX
FZABX	0.96	0.86	0.87	0.71		0.91	0.86	FZABX
FPTPX	0.87	0.93	0.95	0.83	0.91		0.96	FPTPX
PDNIX	0.83	0.88	0.94	0.79	0.86	0.96		PDNIX
	JDVCX	QDARX	BICPX	ADX	FZABX	FPTPX	PDNIX

Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia Mod Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Columbia Mod's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
JDVCX	0.59	0.21	0.26	(1.03)	0.14	(0.73)	0.76	(0.77)	14.53
QDARX	0.07	0.01	(0.29)	2.14	0.00	(0.12)	0.16	(0.16)	0.47
BICPX	0.19	0.00	(0.11)	0.07	0.17	(0.24)	0.43	(0.43)	1.12
ADX	0.67	0.02	(0.01)	0.10	0.75	(0.69)	1.44	(1.22)	3.14
FZABX	0.79	0.29	0.30	0.59	0.39	(0.93)	1.39	(1.42)	14.27
FPTPX	0.27	0.06	0.07	0.24	0.00	(0.32)	0.59	(0.58)	2.76
PDNIX	0.13	0.02	(0.21)	0.28	0.00	(0.18)	0.30	(0.20)	0.90

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Columbia Mod Correlations

Columbia Mod Correlation With Market

Almost no diversification

Moving together with Columbia Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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