Columbia Moderate Correlations

CCECX Fund

USD 46.43 0.31 0.67%

The current 90-days correlation between Columbia Moderate and American Funds Conservative is -0.08 (i.e., Good diversification). The correlation of Columbia Moderate 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 Moderate Correlation With Market

Good diversification

The correlation between Columbia Moderate E and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia Moderate E and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Columbia Moderate E. 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 private.

Moving together with Columbia Mutual Fund

0.78	VTSAX	Vanguard Total Stock	Pair Corr
0.7	VFIAX	Vanguard 500 Index	Pair Corr
0.68	VTSMX	Vanguard Total Stock	Pair Corr
0.78	VITSX	Vanguard Total Stock	Pair Corr
0.68	VSMPX	Vanguard Total Stock	Pair Corr
0.78	VSTSX	Vanguard Total Stock	Pair Corr
0.68	VTIAX	Vanguard Total Inter	Pair Corr
0.7	VFINX	Vanguard 500 Index	Pair Corr
0.8	VFFSX	Vanguard 500 Index	Pair Corr
0.65	SWYGX	Schwab Target 2040	Pair Corr
0.73	JNSIX	Jpmorgan Smartretirement	Pair Corr
0.69	TRSAX	T Rowe Price	Pair Corr
0.7	FXAIX	Fidelity 500 Index	Pair Corr
0.62	MDFIX	Matisse Discounted Bond	Pair Corr
0.71	FMNEX	Free Market International	Pair Corr
0.74	AUIAX	Ab Equity Income	Pair Corr
0.69	GMQPX	Goldman Sachs Managed	Pair Corr
0.76	GRIOX	Greenspring Income	Pair Corr
0.62	RTIUX	Tax Managed Internat	Pair Corr
0.62	PHDCX	High Yield Fund	Pair Corr
0.78	WINDX	Wilshire 5000 Index	Pair Corr
0.69	FQIPX	Fidelity Freedom Index	Pair Corr
0.66	VTMGX	Vanguard Developed	Pair Corr
0.72	WSDAX	Westwood Short Duration	Pair Corr
0.77	FINFX	American Funds Funda	Pair Corr

Related Correlations Analysis

	FPTPX	TFCAX	PDNIX	CAARX	ELDFX	LIGFX	EIIMX	SRDAX
FPTPX		0.6	0.74	0.93	0.88	0.95	0.8	0.43	FPTPX
TFCAX	0.6		0.87	0.64	0.6	0.6	0.9	0.74	TFCAX
PDNIX	0.74	0.87		0.85	0.8	0.79	0.87	0.53	PDNIX
CAARX	0.93	0.64	0.85		0.95	0.97	0.78	0.31	CAARX
ELDFX	0.88	0.6	0.8	0.95		0.96	0.75	0.28	ELDFX
LIGFX	0.95	0.6	0.79	0.97	0.96		0.76	0.31	LIGFX
EIIMX	0.8	0.9	0.87	0.78	0.75	0.76		0.7	EIIMX
SRDAX	0.43	0.74	0.53	0.31	0.28	0.31	0.7		SRDAX
	FPTPX	TFCAX	PDNIX	CAARX	ELDFX	LIGFX	EIIMX	SRDAX

Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia Moderate 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 Moderate'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
FPTPX	0.26	0.01	(0.10)	0.09	0.21	(0.33)	0.56	(0.48)	1.47
TFCAX	0.01	0.00	0.00	0.25	0.00	0.00	0.00	0.00	0.20
PDNIX	0.14	0.01	(0.30)	0.23	0.00	(0.19)	0.30	(0.20)	0.70
CAARX	0.21	0.00	(0.14)	0.07	0.18	(0.25)	0.53	(0.37)	1.21
ELDFX	0.34	0.01	(0.03)	0.09	0.43	(0.35)	0.77	(0.72)	2.21
LIGFX	0.23	0.00	(0.13)	0.08	0.19	(0.27)	0.53	(0.41)	1.46
EIIMX	0.13	0.02	(0.20)	0.40	0.00	(0.19)	0.30	(0.29)	0.74
SRDAX	0.15	0.02	(0.19)	(0.28)	0.08	(0.19)	0.28	(0.38)	0.94

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Columbia Moderate Correlations

Columbia Moderate Correlation With Market

Good diversification

Moving together with Columbia Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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