Columbia Integrated Correlations
| ILVGXDelisted Fund | USD 13.47 0.00 0.00% |
The current 90-days correlation between Columbia Integrated Large and Enhanced Large Pany is 0.05 (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
Average diversification
The correlation between Columbia Integrated Large and DJI is 0.1 (i.e., Average 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.
Columbia |
Moving together with Columbia Mutual Fund
| 0.63 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.63 | VFINX | Vanguard 500 Index | PairCorr |
| 0.61 | ELFNX | Elfun Trusts Elfun | PairCorr |
| 0.69 | HD | Home Depot | PairCorr |
Moving against Columbia Mutual Fund
| 0.53 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
| 0.41 | KO | Coca Cola Fiscal Year End 11th of February 2025 | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DFELX | 0.51 | 0.03 | 0.02 | 0.10 | 0.61 | 1.02 | 4.45 | |||
| MSTSX | 0.44 | 0.03 | (0.05) | 1.68 | 0.43 | 1.21 | 2.80 | |||
| TADGX | 0.48 | (0.06) | 0.00 | (0.39) | 0.00 | 0.91 | 5.89 | |||
| PLAAX | 0.77 | (0.09) | 0.00 | (0.05) | 0.00 | 1.45 | 13.27 | |||
| TFCCX | 0.49 | (0.03) | (0.07) | 0.02 | 0.61 | 0.83 | 5.58 | |||
| JAAIX | 0.14 | 0.01 | (0.24) | 2.57 | 0.07 | 0.37 | 0.87 | |||
| ILESX | 0.55 | 0.13 | 0.10 | 4.61 | 0.48 | 1.21 | 4.75 | |||
| LMUSX | 0.53 | 0.16 | 0.16 | 1.74 | 0.40 | 1.23 | 4.08 |
Columbia Integrated Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Columbia Integrated mutual fund to make a market-neutral strategy. Peer analysis of Columbia Integrated could also be used in its relative valuation, which is a method of valuing Columbia Integrated by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Still Interested in Columbia Integrated Large?
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