Columbia Integrated Correlations

ISGDX Fund

USD 13.82 0.04 0.29%

The current 90-days correlation between Columbia Integrated Small and Hartford Moderate Allocation is 0.02 (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

Very poor diversification

The correlation between Columbia Integrated Small and DJI is 0.87 (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 Small 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 Small. 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 small area income & poverty estimates.

Moving together with Columbia Mutual Fund

0.83	CUSOX	Columbia Ultra Short	Pair Corr
0.96	SSCVX	Columbia Select Smaller	Pair Corr
0.92	CEVAX	Columbia Global Value	Pair Corr
0.87	GEGDX	Columbia Large Cap	Pair Corr
0.87	CFIAX	Columbia Flexible Capital	Pair Corr
0.65	LIACX	Columbia Acorn	Pair Corr
0.93	SCICX	Columbia Seligman	Pair Corr
0.66	PHIKX	Columbia Convertible	Pair Corr
0.97	INDZX	Columbia Diversified	Pair Corr
0.98	INUTX	Columbia Dividend	Pair Corr
0.89	CGOAX	Columbia Small Cap	Pair Corr
0.9	PISJX	Columbia Pyrford Int	Pair Corr
0.97	AQEAX	Columbia Disciplined	Pair Corr
0.98	SVLCX	Columbia Select Large	Pair Corr
0.74	NSGAX	Columbia Select Large	Pair Corr
0.9	UMLAX	Columbia Select Large	Pair Corr
0.82	NSMDX	Columbia Short Duration	Pair Corr
0.85	NSTRX	Columbia Short Term	Pair Corr
0.84	NBICX	Columbia Capital All	Pair Corr
0.85	NBIAX	Columbia Capital All	Pair Corr
0.93	NTIAX	Columbia Mid Cap	Pair Corr
0.85	RBGCX	Columbia Capital All	Pair Corr
0.67	NCIDX	Columbia Convertible	Pair Corr
0.75	ABDAX	Columbia Capital All	Pair Corr
0.78	LMIAX	Columbia Amt Free	Pair Corr
0.93	RDLAX	Columbia Disciplined	Pair Corr
0.92	SHTCX	Columbia Seligman Global	Pair Corr
0.97	NEIAX	Columbia Large Cap	Pair Corr
0.79	LNYAX	Columbia Amt Free	Pair Corr
0.8	CLMAX	Columbia Mortgage	Pair Corr
0.63	NFEAX	Columbia Large Cap	Pair Corr
0.94	CMUAX	Columbia Mid Cap	Pair Corr

Moving against Columbia Mutual Fund

0.76

ILVBX

Columbia Integrated Large

Pair Corr

Related Correlations Analysis

	TAAKX	TRLUX	GBMSX	WILCX	FSTRX	CMACX	GBAYX	HBACX
TAAKX		0.85	0.9	0.93	0.86	0.98	0.83	0.88	TAAKX
TRLUX	0.85		0.9	0.96	0.96	0.86	0.89	0.97	TRLUX
GBMSX	0.9	0.9		0.97	0.95	0.91	0.9	0.89	GBMSX
WILCX	0.93	0.96	0.97		0.96	0.94	0.9	0.97	WILCX
FSTRX	0.86	0.96	0.95	0.96		0.87	0.93	0.93	FSTRX
CMACX	0.98	0.86	0.91	0.94	0.87		0.84	0.89	CMACX
GBAYX	0.83	0.89	0.9	0.9	0.93	0.84		0.88	GBAYX
HBACX	0.88	0.97	0.89	0.97	0.93	0.89	0.88		HBACX
	TAAKX	TRLUX	GBMSX	WILCX	FSTRX	CMACX	GBAYX	HBACX

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
TAAKX	0.67	0.13	0.13	0.24	0.58	(0.73)	1.18	(1.29)	8.58
TRLUX	0.92	0.43	0.63	0.90	0.00	(1.21)	1.59	(1.07)	13.34
GBMSX	0.27	0.11	0.20	0.38	0.00	(0.36)	0.79	(0.45)	1.63
WILCX	0.47	0.13	0.18	0.30	0.14	(0.57)	0.99	(0.67)	4.64
FSTRX	0.64	0.20	0.21	2.82	0.36	(0.78)	1.55	(1.06)	7.98
CMACX	0.40	0.05	0.03	0.17	0.33	(0.44)	0.86	(0.75)	3.54
GBAYX	0.35	0.07	0.08	0.24	0.08	(0.43)	0.62	(0.53)	5.73
HBACX	0.44	0.14	0.19	0.44	0.00	(0.54)	0.75	(0.74)	8.59

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