Columbia Seligman Related Correlations
SCMIX Fund | USD 136.25 0.62 0.46% |
Correlations
0.97 | 0.97 | 0.97 | 0.87 | 0.97 | FIKHX | ||
0.97 | 0.96 | 0.97 | 0.86 | 0.97 | PGKCX | ||
0.97 | 0.96 | 0.99 | 0.86 | 1.0 | JGLTX | ||
0.97 | 0.97 | 0.99 | 0.87 | 0.99 | MTCCX | ||
0.87 | 0.86 | 0.86 | 0.87 | 0.85 | ICTEX | ||
0.97 | 0.97 | 1.0 | 0.99 | 0.85 | TSNIX | ||
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Risk-Adjusted Indicators
There is a big difference between Columbia Mutual Fund performing well and Columbia Seligman 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 Seligman'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FIKHX | 1.11 | (0.07) | (0.03) | 0.03 | 1.33 | 2.18 | 7.72 | |||
PGKCX | 1.36 | (0.05) | (0.01) | 0.05 | 1.72 | 2.34 | 10.24 | |||
JGLTX | 1.00 | (0.02) | 0.00 | 0.07 | 1.11 | 2.07 | 7.06 | |||
MTCCX | 1.04 | (0.04) | (0.02) | 0.05 | 1.16 | 2.21 | 6.90 | |||
ICTEX | 0.71 | (0.08) | (0.07) | 0.02 | 0.89 | 1.42 | 3.62 | |||
TSNIX | 1.22 | (0.02) | 0.01 | 0.07 | 1.32 | 2.35 | 8.57 |