Columbia Integrated Correlations

ILVBX Fund

USD 8.08 0.06 0.75%

The current 90-days correlation between Columbia Integrated Large and Columbia High Yield is 0.04 (i.e., Significant 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

Excellent diversification

The correlation between Columbia Integrated Large and DJI is -0.51 (i.e., Excellent 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 bureau of labor statistics.

Moving against Columbia Mutual Fund

0.76	SCICX	Columbia Seligman	Pair Corr
0.65	GEGDX	Columbia Large Cap	Pair Corr
0.63	ILGJX	Columbia Integrated Large	Pair Corr
0.62	ILGCX	Columbia Integrated Large	Pair Corr
0.53	INDZX	Columbia Diversified	Pair Corr
0.5	IMRFX	Columbia Global Oppo	Pair Corr
0.49	INUTX	Columbia Dividend	Pair Corr
0.48	CEVAX	Columbia Global Value	Pair Corr
0.47	CDOAX	Columbia Dividend	Pair Corr
0.43	CFIAX	Columbia Flexible Capital	Pair Corr
0.42	CFIGX	Columbia Flexible Capital	Pair Corr
0.42	PHIKX	Columbia Convertible	Pair Corr
0.42	INEAX	Columbia High Yield	Pair Corr
0.41	CUSOX	Columbia Ultra Short	Pair Corr
0.34	LIACX	Columbia Acorn	Pair Corr
0.33	SSCVX	Columbia Select Smaller	Pair Corr
0.77	UMLAX	Columbia Select Large	Pair Corr
0.73	AQEAX	Columbia Disciplined	Pair Corr
0.69	SVLCX	Columbia Select Large	Pair Corr
0.61	NTIAX	Columbia Mid Cap	Pair Corr
0.59	CGOAX	Columbia Small Cap	Pair Corr
0.52	CGTDX	Columbia Global Tech	Pair Corr
0.5	GFSDX	Columbia Dividend Income	Pair Corr
0.48	NSGAX	Columbia Select Large	Pair Corr
0.47	RBGCX	Columbia Capital All	Pair Corr
0.46	PISDX	Columbia Pyrford Int	Pair Corr
0.46	PISOX	Columbia Pyrford Int	Pair Corr
0.46	PISJX	Columbia Pyrford Int	Pair Corr
0.46	PISQX	Columbia Pyrford Int	Pair Corr

Related Correlations Analysis

	SRIJX	CUSOX	CDOAX	ILGCX	ILGGX	ILGJX	SSCVX	LHIAX
SRIJX		0.83	0.78	0.33	-0.5	0.33	0.89	0.85	SRIJX
CUSOX	0.83		0.92	0.59	-0.47	0.58	0.91	0.92	CUSOX
CDOAX	0.78	0.92		0.74	-0.44	0.74	0.92	0.87	CDOAX
ILGCX	0.33	0.59	0.74		0.09	1.0	0.49	0.45	ILGCX
ILGGX	-0.5	-0.47	-0.44	0.09		0.1	-0.55	-0.63	ILGGX
ILGJX	0.33	0.58	0.74	1.0	0.1		0.48	0.45	ILGJX
SSCVX	0.89	0.91	0.92	0.49	-0.55	0.48		0.89	SSCVX
LHIAX	0.85	0.92	0.87	0.45	-0.63	0.45	0.89		LHIAX
	SRIJX	CUSOX	CDOAX	ILGCX	ILGGX	ILGJX	SSCVX	LHIAX

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

ILGJX	+ 1.0	ILGCX
CDOAX	+ 0.92	CUSOX
LHIAX	+ 0.92	CUSOX
SSCVX	+ 0.92	CDOAX
SSCVX	+ 0.91	CUSOX
SSCVX	+ 0.89	SRIJX

High negative correlations

LHIAX	- 0.63	ILGGX
SSCVX	- 0.55	ILGGX
ILGGX	- 0.5	SRIJX
ILGGX	- 0.47	CUSOX
ILGGX	- 0.44	CDOAX

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
SRIJX	0.14	0.02	(0.36)	0.35	0.00	(0.18)	0.33	(0.22)	0.76
CUSOX	0.04	0.00	0.00	0.42	0.00	0.00	0.11	0.00	0.54
CDOAX	0.62	0.28	0.25	(1.61)	0.13	(0.75)	1.38	(1.03)	7.59
ILGCX	2.01	0.73	0.70	0.49	0.00	(2.39)	1.44	(1.94)	65.28
ILGGX	0.74	(0.01)	0.00	0.19	0.00	0.00	1.23	(1.92)	4.94
ILGJX	1.91	0.69	0.66	0.49	0.00	(2.28)	1.43	(1.91)	61.44
SSCVX	0.77	0.24	0.18	3.76	0.51	(0.95)	2.13	(1.45)	4.62
LHIAX	0.09	0.02	(0.37)	(3.30)	0.00	(0.18)	0.22	(0.22)	0.88

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