Columbia Treasury Correlations

CUTRX Fund

USD 9.84 0.04 0.41%

The current 90-days correlation between Columbia Treasury Index and Transamerica International Equity is -0.04 (i.e., Good diversification). The correlation of Columbia Treasury 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 Treasury Correlation With Market

Good diversification

The correlation between Columbia Treasury Index and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia Treasury Index 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 Treasury Index. 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 metropolitan statistical area.

Moving together with Columbia Mutual Fund

0.99	CUTYX	Columbia Treasury Index	Pair Corr
0.67	LIBCX	Columbia Total Return	Pair Corr

Moving against Columbia Mutual Fund

0.38	CDVZX	Columbia Diversified	Pair Corr
0.36	CVERX	Columbia Mid Cap	Pair Corr
0.32	AMTCX	Columbia Capital All	Pair Corr
0.31	CDOZX	Columbia Dividend	Pair Corr
0.39	CEKYX	Columbia Emerging Markets Potential Growth	Pair Corr
0.38	CEVYX	Columbia Global Equity	Pair Corr
0.38	CEVZX	Columbia Global Equity	Pair Corr
0.38	GEGTX	Columbia Large Cap	Pair Corr
0.38	CFCIX	Columbia Large Cap	Pair Corr
0.36	SCIRX	Columbia Seligman	Pair Corr
0.35	CECYX	Columbia Large Cap	Pair Corr
0.35	SSVIX	Columbia Select Smaller	Pair Corr
0.33	CEKRX	Columbia Emerging Markets	Pair Corr
0.4	CGTRX	Columbia Select Large	Pair Corr
0.39	UMEMX	Columbia Emerging Markets	Pair Corr
0.38	CGFYX	Columbia Large Cap	Pair Corr
0.38	CGTUX	Columbia Global Tech	Pair Corr
0.37	CGEZX	Columbia Select Global	Pair Corr
0.37	CXXRX	Columbia Small Cap	Pair Corr

Related Correlations Analysis

	TRWIX	LEQCX	PMIEX	DSDYX	MSTFX	PWITX	MFIRX	RTIUX
TRWIX		0.89	0.96	0.28	1.0	0.98	0.81	1.0	TRWIX
LEQCX	0.89		0.94	0.29	0.9	0.84	0.8	0.9	LEQCX
PMIEX	0.96	0.94		0.38	0.96	0.95	0.87	0.97	PMIEX
DSDYX	0.28	0.29	0.38		0.29	0.33	0.69	0.3	DSDYX
MSTFX	1.0	0.9	0.96	0.29		0.98	0.81	1.0	MSTFX
PWITX	0.98	0.84	0.95	0.33	0.98		0.84	0.99	PWITX
MFIRX	0.81	0.8	0.87	0.69	0.81	0.84		0.83	MFIRX
RTIUX	1.0	0.9	0.97	0.3	1.0	0.99	0.83		RTIUX
	TRWIX	LEQCX	PMIEX	DSDYX	MSTFX	PWITX	MFIRX	RTIUX

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Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia Treasury 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 Treasury'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
TRWIX	0.89	0.02	0.01	0.06	1.70	(0.85)	1.40	(1.86)	8.65
LEQCX	0.49	0.04	0.01	(2.16)	0.63	(0.56)	1.03	(0.95)	3.52
PMIEX	0.78	0.07	0.03	(3.93)	1.36	(0.73)	1.56	(1.58)	6.41
DSDYX	0.20	0.01	(0.06)	(0.15)	0.26	(0.21)	0.49	(0.44)	1.32
MSTFX	0.80	0.02	0.01	0.06	1.32	(0.83)	1.57	(1.71)	8.04
PWITX	0.76	0.05	0.03	0.12	1.30	(0.77)	1.21	(1.28)	7.17
MFIRX	0.15	0.01	(0.04)	(1.16)	0.09	(0.25)	0.38	(0.19)	1.15
RTIUX	0.74	0.04	0.02	0.09	1.46	(0.69)	1.63	(1.29)	6.18

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