Columbia Integrated Large Fund Market Value
| ILVBX Fund | USD 8.11 0.16 2.01% |
| 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.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Columbia Integrated on November 10, 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 90 days. Columbia Integrated is related to or competes with Barings Active, Maryland Tax-free, Federated Bond, Artisan Emerging, Nuveen Ohio, T Rowe, and Ambrus Core. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities of large capital... 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 | 14.41 | |||
| Information Ratio | 0.0429 | |||
| Maximum Drawdown | 107.07 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.3 |
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 | 0.0487 | |||
| Jensen Alpha | 0.4367 | |||
| Total Risk Alpha | (0.79) | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 0.1912 |
Columbia Integrated February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0487 | |||
| Market Risk Adjusted Performance | 0.2012 | |||
| Mean Deviation | 3.33 | |||
| Semi Deviation | 9.16 | |||
| Downside Deviation | 14.41 | |||
| Coefficient Of Variation | 2056.91 | |||
| Standard Deviation | 15.6 | |||
| Variance | 243.5 | |||
| Information Ratio | 0.0429 | |||
| Jensen Alpha | 0.4367 | |||
| Total Risk Alpha | (0.79) | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 0.1912 | |||
| Maximum Drawdown | 107.07 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.3 | |||
| Downside Variance | 207.53 | |||
| Semi Variance | 83.88 | |||
| Expected Short fall | (3.40) | |||
| Skewness | 3.57 | |||
| Kurtosis | 38.21 |
Columbia Integrated Large Backtested Returns
Columbia Integrated appears to be very risky, given 3 months investment horizon. Columbia Integrated Large secures Sharpe Ratio (or Efficiency) of 0.0484, which signifies that the fund had a 0.0484 % return per unit of risk over the last 3 months. By analyzing Columbia Integrated's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please makes use of Columbia Integrated's Mean Deviation of 3.33, downside deviation of 14.41, and Risk Adjusted Performance of 0.0487 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 3.92, 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 | -0.57 |
Good reverse predictability
Columbia Integrated Large has good reverse predictability. Overlapping area represents the amount of predictability between Columbia Integrated time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 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 -0.57 indicates that roughly 57.0% of current Columbia Integrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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