Columbia International Correlations

CLVRX Fund

USD 35.26 0.07 0.20%

The current 90-days correlation between Columbia International and Calvert Developed Market is -0.2 (i.e., Good diversification). The correlation of Columbia International 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 International Correlation With Market

Good diversification

The correlation between Columbia International Value and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia International Value 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 International Value. 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 real.

Moving together with Columbia Mutual Fund

0.85	CDHIX	Calvert Developed Market	Pair Corr
0.92	CDHAX	Calvert Developed Market	Pair Corr
0.8	CDICX	Calvert Short Duration	Pair Corr
0.85	CDHRX	Calvert International	Pair Corr
0.78	CDSIX	Calvert Short Duration	Pair Corr
0.89	CVMIX	Calvert Emerging Markets	Pair Corr
0.89	CVMCX	Calvert Emerging Markets	Pair Corr
0.83	CEYIX	Calvert Equity Portfolio	Pair Corr
0.9	CFAIX	Calvert Conservative	Pair Corr
0.95	CFJIX	Calvert Large Cap	Pair Corr
1.0	CFJAX	Calvert Large Cap	Pair Corr
0.88	CFOIX	Calvert Floating Rate	Pair Corr
0.88	CFWCX	Calvert Global Water	Pair Corr
0.93	CFWAX	Calvert Global Water	Pair Corr
0.88	CFWIX	Calvert Global Water	Pair Corr
0.97	CGARX	Calvert Responsible Index	Pair Corr
0.92	CGAEX	Calvert Global Energy	Pair Corr
0.77	CGBIX	Calvert Green Bond	Pair Corr
0.91	CGJIX	Calvert Large Cap	Pair Corr
0.94	CGLIX	Calvert Global Equity	Pair Corr
0.88	CYBAX	Calvert High Yield	Pair Corr
0.88	CYBIX	Calvert High Yield	Pair Corr
0.87	CHBCX	Calvert High Yield	Pair Corr
0.82	CIOAX	Calvert International	Pair Corr
0.93	CISIX	Calvert Large Cap	Pair Corr
0.72	CLDIX	Calvert Long Term	Pair Corr
0.75	CLDAX	Calvert Long Term	Pair Corr
0.93	CMACX	Calvert Moderate All	Pair Corr
0.93	CMJIX	Calvert Mid Cap	Pair Corr
0.97	CMJAX	Calvert Mid Cap	Pair Corr
0.75	CMMRX	Calvert Mortgage Access	Pair Corr
0.75	CMMIX	Calvert Mortgage Access	Pair Corr
0.74	CMPAX	Calvert Smallmid Cap	Pair Corr

Related Correlations Analysis

	CDHIX	CDHAX	CDICX	CDHRX	CDSRX	CDSIX	CVMAX	CVMRX	CVMIX	CVMCX
CDHIX		0.93	0.86	1.0	0.84	0.83	0.9	0.94	0.94	0.94	CDHIX
CDHAX	0.93		0.83	0.93	0.81	0.8	0.94	0.9	0.9	0.89	CDHAX
CDICX	0.86	0.83		0.86	0.98	0.98	0.86	0.88	0.88	0.87	CDICX
CDHRX	1.0	0.93	0.86		0.84	0.83	0.9	0.94	0.94	0.94	CDHRX
CDSRX	0.84	0.81	0.98	0.84		1.0	0.86	0.87	0.87	0.86	CDSRX
CDSIX	0.83	0.8	0.98	0.83	1.0		0.85	0.86	0.86	0.86	CDSIX
CVMAX	0.9	0.94	0.86	0.9	0.86	0.85		0.96	0.96	0.96	CVMAX
CVMRX	0.94	0.9	0.88	0.94	0.87	0.86	0.96		1.0	1.0	CVMRX
CVMIX	0.94	0.9	0.88	0.94	0.87	0.86	0.96	1.0		1.0	CVMIX
CVMCX	0.94	0.89	0.87	0.94	0.86	0.86	0.96	1.0	1.0		CVMCX
	CDHIX	CDHAX	CDICX	CDHRX	CDSRX	CDSIX	CVMAX	CVMRX	CVMIX	CVMCX

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Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia International 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 International'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
CDHIX	0.59	0.00	(0.03)	0.12	0.65	(0.60)	1.46	(1.26)	3.41
CDHAX	0.59	0.10	(0.03)	(1.05)	0.65	(0.60)	1.45	(1.26)	3.41
CDICX	0.09	0.02	(0.99)	2.37	0.00	(0.14)	0.32	(0.13)	0.57
CDHRX	0.59	0.00	(0.03)	0.12	0.65	(0.60)	1.46	(1.27)	3.39
CDSRX	0.10	0.02	(0.86)	1.45	0.00	(0.15)	0.38	(0.13)	0.64
CDSIX	0.10	0.02	(0.77)	1.27	0.00	(0.15)	0.38	(0.13)	0.70
CVMAX	0.57	0.11	(0.01)	(12.87)	0.53	(0.61)	1.30	(1.20)	4.39
CVMRX	0.57	0.05	(0.01)	0.20	0.52	(0.64)	1.29	(1.15)	4.40
CVMIX	0.57	0.05	(0.01)	0.20	0.55	(0.59)	1.28	(1.20)	4.44
CVMCX	0.57	0.04	(0.01)	0.19	0.54	(0.64)	1.28	(1.21)	4.42

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Columbia International Correlations

Columbia International Correlation With Market

Good diversification

Moving together with Columbia Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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