Columbia Integrated Correlations

ILVFX Fund

USD 8.13 0.12 1.45%

The current 90-days correlation between Columbia Integrated Large and Massmutual Premier Diversified is 0.03 (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

Pay attention - limited upside

The correlation between Columbia Integrated Large and DJI is -0.74 (i.e., Pay attention - limited upside) 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 price.

Moving together with Columbia Mutual Fund

0.64

ILVBX

Columbia Integrated Large

Pair Corr

Moving against Columbia Mutual Fund

0.95	ILGCX	Columbia Integrated Large	Pair Corr
0.95	ILGJX	Columbia Integrated Large	Pair Corr
0.9	INDZX	Columbia Diversified	Pair Corr
0.85	IMRFX	Columbia Global Oppo	Pair Corr
0.84	CDOAX	Columbia Dividend	Pair Corr
0.84	CEVAX	Columbia Global Value	Pair Corr
0.84	SCICX	Columbia Seligman	Pair Corr
0.8	SSCVX	Columbia Select Smaller	Pair Corr
0.69	CFIGX	Columbia Flexible Capital	Pair Corr
0.69	CFIAX	Columbia Flexible Capital	Pair Corr
0.68	CUSOX	Columbia Ultra Short	Pair Corr
0.68	GEGDX	Columbia Large Cap	Pair Corr
0.67	INEAX	Columbia High Yield	Pair Corr
0.61	PHIKX	Columbia Convertible	Pair Corr
0.59	LITAX	Columbia Amt Free	Pair Corr
0.56	IMNTX	Columbia Minnesota Tax	Pair Corr
0.55	LHIAX	Columbia High Yield	Pair Corr
0.52	LIACX	Columbia Acorn	Pair Corr
0.46	LIIAX	Columbia Porate Income	Pair Corr
0.45	SRIJX	Columbia Corporate Income	Pair Corr
0.4	INTAX	Columbia Strategic	Pair Corr
0.9	AQEAX	Columbia Disciplined	Pair Corr
0.88	SVLCX	Columbia Select Large	Pair Corr
0.85	GFSDX	Columbia Dividend Income	Pair Corr
0.84	INUTX	Columbia Dividend	Pair Corr
0.81	PISOX	Columbia Pyrford Int	Pair Corr
0.81	PISJX	Columbia Pyrford Int	Pair Corr
0.81	PISQX	Columbia Pyrford Int	Pair Corr
0.81	NTIAX	Columbia Mid Cap	Pair Corr
0.79	PISDX	Columbia Pyrford Int	Pair Corr
0.75	UMLAX	Columbia Select Large	Pair Corr
0.75	NBICX	Columbia Capital All	Pair Corr
0.75	NBIAX	Columbia Capital All	Pair Corr
0.74	NBGDX	Columbia Capital Alloc	Pair Corr
0.73	CGOAX	Columbia Small Cap	Pair Corr
0.7	UMEBX	Columbia Emerging Markets	Pair Corr

Related Correlations Analysis

	AATSX	SCYVX	PMDDX	QUAIX	TEMGX	RTOUX	MDBFX
AATSX		0.98	0.98	0.82	0.97	0.99	0.85	AATSX
SCYVX	0.98		0.99	0.72	0.97	0.97	0.87	SCYVX
PMDDX	0.98	0.99		0.73	0.97	0.97	0.89	PMDDX
QUAIX	0.82	0.72	0.73		0.77	0.84	0.56	QUAIX
TEMGX	0.97	0.97	0.97	0.77		0.96	0.87	TEMGX
RTOUX	0.99	0.97	0.97	0.84	0.96		0.86	RTOUX
MDBFX	0.85	0.87	0.89	0.56	0.87	0.86		MDBFX
	AATSX	SCYVX	PMDDX	QUAIX	TEMGX	RTOUX	MDBFX

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
AATSX	0.79	0.10	0.10	0.14	0.81	(0.92)	2.19	(1.58)	4.70
SCYVX	0.82	0.20	0.22	0.26	0.54	(1.04)	2.43	(1.56)	4.78
PMDDX	0.74	0.15	0.16	0.21	0.54	(0.80)	2.34	(1.38)	4.04
QUAIX	1.21	(0.05)	(0.02)	0.02	1.67	(1.15)	2.07	(2.42)	7.28
TEMGX	0.64	0.13	0.15	0.21	0.50	(0.77)	1.69	(1.10)	5.45
RTOUX	0.76	0.08	0.09	0.14	0.69	(0.82)	2.08	(1.53)	4.52
MDBFX	0.13	0.02	(0.22)	0.52	0.00	(0.19)	0.24	(0.24)	0.60

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC