Columbia Integrated Large Fund Market Value
| ILGCX Fund | USD 17.62 0.15 0.84% |
| Symbol | Columbia |
Columbia Integrated 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Columbia Integrated's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Columbia Integrated.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Columbia Integrated on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Integrated Large or generate 0.0% return on investment in Columbia Integrated over 30 days. Columbia Integrated is related to or competes with Seafarer Overseas, Dow 2x, Ashmore Emerging, Doubleline Emerging, Balanced Strategy, Fidelity Series, and Multi-asset Growth. The fund invests at least 80 percent of its assets in common stocks of large-sized U.S More
Columbia Integrated Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Columbia Integrated's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Columbia Integrated Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1174 | |||
| Maximum Drawdown | 64.82 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 1.65 |
Columbia Integrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Integrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Integrated's standard deviation. In reality, there are many statistical measures that can use Columbia Integrated historical prices to predict the future Columbia Integrated's volatility.| Risk Adjusted Performance | 0.105 | |||
| Jensen Alpha | 0.831 | |||
| Total Risk Alpha | 0.1172 | |||
| Sortino Ratio | 0.7574 | |||
| Treynor Ratio | 0.4259 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Columbia Integrated's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Columbia Integrated Large Backtested Returns
Columbia Integrated is slightly risky given 3 months investment horizon. Columbia Integrated Large secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We were able to break down twenty-six different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Columbia Integrated Risk Adjusted Performance of 0.105, mean deviation of 2.16, and Coefficient Of Variation of 775.33 to evaluate company specific risk that cannot be diversified away. The fund shows a Beta (market volatility) of 2.43, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Columbia Integrated will likely underperform.
Auto-correlation | 0.32 |
Below average predictability
Columbia Integrated Large has below average predictability. Overlapping area represents the amount of predictability between Columbia Integrated time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Columbia Integrated Large price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Columbia Integrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Columbia Integrated Large lagged returns against current returns
Autocorrelation, which is Columbia Integrated mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Columbia Integrated's mutual fund expected returns. We can calculate the autocorrelation of Columbia Integrated returns to help us make a trade decision. For example, suppose you find that Columbia Integrated has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Columbia Integrated regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Columbia Integrated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Integrated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Integrated mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Integrated Lagged Returns
When evaluating Columbia Integrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Integrated mutual fund have on its future price. Columbia Integrated autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Columbia Integrated autocorrelation shows the relationship between Columbia Integrated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Integrated Large.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Columbia Mutual Fund
Columbia Integrated financial ratios help investors to determine whether Columbia Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Columbia with respect to the benefits of owning Columbia Integrated security.
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