Columbia Trarian Core Fund Market Value
| LCCAX Fund | USD 38.59 0.15 0.39% |
| Symbol | Columbia |
Columbia Trarian '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 Trarian'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 Trarian.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Columbia Trarian on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Trarian Core or generate 0.0% return on investment in Columbia Trarian over 90 days. Columbia Trarian is related to or competes with Invesco Global, Prudential Health, Alphacentric Lifesci, Hartford Healthcare, Delaware Healthcare, and Health Care. The investment seeks total return, consisting of long-term capital appreciation and current income More
Columbia Trarian 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 Trarian'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 Trarian Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6711 | |||
| Information Ratio | 0.075 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.15 |
Columbia Trarian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Trarian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Trarian's standard deviation. In reality, there are many statistical measures that can use Columbia Trarian historical prices to predict the future Columbia Trarian's volatility.| Risk Adjusted Performance | 0.2752 | |||
| Jensen Alpha | 0.2752 | |||
| Total Risk Alpha | 0.0634 | |||
| Sortino Ratio | 0.0835 | |||
| Treynor Ratio | (2.59) |
Columbia Trarian Core Backtested Returns
Columbia Trarian appears to be very steady, given 3 months investment horizon. Columbia Trarian Core secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the fund had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Columbia Trarian Core, which you can use to evaluate the volatility of the entity. Please makes use of Columbia Trarian's Coefficient Of Variation of 281.5, mean deviation of 0.5043, and Risk Adjusted Performance of 0.2752 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0987, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Columbia Trarian are expected to decrease at a much lower rate. During the bear market, Columbia Trarian is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Columbia Trarian Core has excellent predictability. Overlapping area represents the amount of predictability between Columbia Trarian time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 2025. 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 Trarian Core price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Columbia Trarian price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Columbia Trarian Core lagged returns against current returns
Autocorrelation, which is Columbia Trarian 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 Trarian's mutual fund expected returns. We can calculate the autocorrelation of Columbia Trarian returns to help us make a trade decision. For example, suppose you find that Columbia Trarian 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 Trarian 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 Trarian mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Trarian 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 Trarian mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Trarian Lagged Returns
When evaluating Columbia Trarian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Trarian mutual fund have on its future price. Columbia Trarian 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 Trarian autocorrelation shows the relationship between Columbia Trarian mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Trarian Core.
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 Trarian 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 Trarian security.
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