Columbia Integrated Correlations

ILGCX Fund

USD 17.10 0.17 1.00%

The current 90-days correlation between Columbia Integrated Large and Franklin Mutual Global is 0.3 (i.e., Weak diversification). The correlation of Columbia Integrated 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 Integrated Correlation With Market

Very poor diversification

The correlation between Columbia Integrated Large and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia Integrated Large and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Columbia Integrated Large. 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 services.

Moving together with Columbia Mutual Fund

0.78	CUSOX	Columbia Ultra Short	Pair Corr
0.87	CDOAX	Columbia Dividend	Pair Corr
1.0	ILGJX	Columbia Integrated Large	Pair Corr
0.88	SSCVX	Columbia Select Smaller	Pair Corr
0.67	IMRFX	Columbia Global Oppo	Pair Corr
0.88	SCICX	Columbia Seligman	Pair Corr
0.64	PHIKX	Columbia Convertible	Pair Corr
0.91	INDZX	Columbia Diversified	Pair Corr
0.88	INUTX	Columbia Dividend	Pair Corr
0.81	CGOAX	Columbia Small Cap	Pair Corr
0.83	PISOX	Columbia Pyrford Int	Pair Corr
0.84	PISQX	Columbia Pyrford Int	Pair Corr
0.97	AQEAX	Columbia Disciplined	Pair Corr
0.62	SVLCX	Columbia Select Large	Pair Corr
0.7	NSGAX	Columbia Select Large	Pair Corr
0.91	UMLAX	Columbia Select Large	Pair Corr
0.69	NSMDX	Columbia Short Duration	Pair Corr
0.65	NSMMX	Columbia Short Term	Pair Corr
0.8	NBIAX	Columbia Capital All	Pair Corr
0.76	RBBAX	Columbia Income Builder	Pair Corr
0.66	NCIDX	Columbia Convertible	Pair Corr
0.64	LMIAX	Columbia Amt Free	Pair Corr
0.96	ISGDX	Columbia Integrated Small	Pair Corr

Moving against Columbia Mutual Fund

0.99	ILVFX	Columbia Integrated Large	Pair Corr
0.72	ILVBX	Columbia Integrated Large	Pair Corr

Related Correlations Analysis

	DBLGX	CNGLX	DHGCX	SGMAX	DSDYX	ANAGX	TEDIX
DBLGX		0.77	-0.05	0.77	0.43	0.51	0.83	DBLGX
CNGLX	0.77		0.06	0.93	0.44	0.55	0.95	CNGLX
DHGCX	-0.05	0.06		-0.01	0.67	0.62	0.0	DHGCX
SGMAX	0.77	0.93	-0.01		0.42	0.52	0.91	SGMAX
DSDYX	0.43	0.44	0.67	0.42		0.68	0.41	DSDYX
ANAGX	0.51	0.55	0.62	0.52	0.68		0.57	ANAGX
TEDIX	0.83	0.95	0.0	0.91	0.41	0.57		TEDIX
	DBLGX	CNGLX	DHGCX	SGMAX	DSDYX	ANAGX	TEDIX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TEDIX	+ 0.95	CNGLX
SGMAX	+ 0.93	CNGLX
TEDIX	+ 0.91	SGMAX
TEDIX	+ 0.83	DBLGX
CNGLX	+ 0.77	DBLGX
SGMAX	+ 0.77	DBLGX

High negative correlations

DHGCX	- 0.05	DBLGX
SGMAX	- 0.01	DHGCX
TEDIX	- 0.0	DHGCX

Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia Integrated 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 Integrated'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
DBLGX	0.19	0.03	(0.18)	0.55	0.00	(0.24)	0.45	(0.23)	1.45
CNGLX	0.59	0.12	0.03	(0.98)	0.65	(0.66)	1.15	(1.19)	5.46
DHGCX	0.09	(0.01)	(0.62)	(0.38)	0.13	(0.10)	0.21	(0.21)	0.62
SGMAX	0.58	0.29	0.53	0.72	0.00	(0.77)	1.02	(0.52)	14.48
DSDYX	0.09	(0.01)	(0.61)	(0.02)	0.06	(0.11)	0.20	(0.20)	0.59
ANAGX	0.10	(0.01)	(0.42)	(0.21)	0.12	(0.17)	0.14	(0.29)	0.58
TEDIX	0.53	0.15	0.11	1.93	0.40	(0.58)	1.20	(0.96)	3.62

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