Columbia Disciplined Correlations

CVQZX Fund

USD 9.32 0.02 0.21%

The current 90-days correlation between Columbia Disciplined and Columbia Porate Income is 0.23 (i.e., Modest diversification). The correlation of Columbia Disciplined 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 Disciplined Correlation With Market

Good diversification

The correlation between Columbia Disciplined Value and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Columbia Disciplined 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 Disciplined 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 nation.

Moving together with Columbia Mutual Fund

0.64	SRINX	Columbia Porate Income	Pair Corr
0.88	CUSBX	Columbia Ultra Short	Pair Corr
0.74	CUTRX	Columbia Treasury Index	Pair Corr
0.92	CDAZX	Multi Manager Direct	Pair Corr
0.64	CUURX	Columbia Small Cap	Pair Corr
0.74	CUTYX	Columbia Treasury Index	Pair Corr
0.99	CDDYX	Columbia Dividend Income	Pair Corr
0.99	CDDRX	Columbia Dividend Income	Pair Corr
0.99	CDEYX	Columbia Diversified	Pair Corr
0.99	CDIRX	Columbia Dividend Income	Pair Corr
0.97	CDOYX	Columbia Dividend	Pair Corr
0.99	CVERX	Columbia Mid Cap	Pair Corr
0.91	CEBYX	Columbia Emerging Markets	Pair Corr
0.91	CEBRX	Columbia Emerging Markets	Pair Corr
0.94	CECYX	Columbia Large Cap	Pair Corr
0.97	SSVIX	Columbia Select Smaller	Pair Corr
0.93	CEKYX	Columbia Emerging Markets	Pair Corr
0.92	CEKRX	Columbia Emerging Markets	Pair Corr
0.94	CEPRX	Columbia Income Oppo	Pair Corr
0.95	CEVYX	Columbia Global Equity	Pair Corr
0.94	RPCCX	Columbia Capital All	Pair Corr
0.68	GEGTX	Columbia Large Cap	Pair Corr
0.69	CLM	Cornerstone Strategic	Pair Corr
0.97	CFIZX	Columbia Flexible Capital	Pair Corr
0.67	SCIRX	Columbia Seligman	Pair Corr
0.83	LIBCX	Columbia Total Return	Pair Corr
0.87	CFRZX	Columbia Floating Rate	Pair Corr
0.87	CFRYX	Columbia Floating Rate	Pair Corr
0.67	SCMIX	Columbia Seligman	Pair Corr
0.97	CFXRX	Columbia Flexible Capital	Pair Corr
0.94	APECX	Columbia High Yield	Pair Corr
0.88	CGCYX	Columbia Greater China	Pair Corr
0.84	CGEZX	Columbia Select Global	Pair Corr
0.93	CGFYX	Columbia Large Cap	Pair Corr
0.96	CGOCX	Columbia Small Cap	Pair Corr
0.92	CGQYX	Columbia Disciplined	Pair Corr
0.95	CGTYX	Columbia Seligman Global	Pair Corr
0.89	CGTUX	Columbia Global Tech	Pair Corr

Related Correlations Analysis

	SRINX	CUSBX	CUTRX	CDAZX	CUURX	CUTYX	CDDYX	CDDRX	CDEYX	CDIRX
SRINX		0.7	0.79	0.64	0.65	0.8	0.6	0.6	0.6	0.6	SRINX
CUSBX	0.7		0.84	0.87	0.48	0.85	0.88	0.88	0.88	0.88	CUSBX
CUTRX	0.79	0.84		0.79	0.36	1.0	0.73	0.73	0.71	0.72	CUTRX
CDAZX	0.64	0.87	0.79		0.52	0.8	0.92	0.92	0.93	0.92	CDAZX
CUURX	0.65	0.48	0.36	0.52		0.36	0.59	0.59	0.61	0.59	CUURX
CUTYX	0.8	0.85	1.0	0.8	0.36		0.73	0.73	0.72	0.73	CUTYX
CDDYX	0.6	0.88	0.73	0.92	0.59	0.73		1.0	1.0	1.0	CDDYX
CDDRX	0.6	0.88	0.73	0.92	0.59	0.73	1.0		1.0	1.0	CDDRX
CDEYX	0.6	0.88	0.71	0.93	0.61	0.72	1.0	1.0		1.0	CDEYX
CDIRX	0.6	0.88	0.72	0.92	0.59	0.73	1.0	1.0	1.0		CDIRX
	SRINX	CUSBX	CUTRX	CDAZX	CUURX	CUTYX	CDDYX	CDDRX	CDEYX	CDIRX

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Risk-Adjusted Indicators

There is a big difference between Columbia Mutual Fund performing well and Columbia Disciplined 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 Disciplined'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
SRINX	0.20	0.02	(0.27)	1.87	0.10	(0.28)	0.44	(0.44)	1.21
CUSBX	0.05	0.01	0.00	0.37	0.00	0.00	0.11	(0.11)	0.55
CUTRX	0.22	0.01	(0.31)	0.84	0.14	(0.29)	0.51	(0.31)	1.13
CDAZX	0.33	0.08	(0.06)	(0.62)	0.15	(0.44)	0.92	(0.51)	2.08
CUURX	0.98	0.06	0.10	0.13	0.82	(1.15)	2.22	(1.89)	5.05
CUTYX	0.22	0.02	(0.32)	(4.08)	0.14	(0.27)	0.51	(0.30)	1.22
CDDYX	0.40	0.10	(0.01)	(0.96)	0.29	(0.44)	0.83	(0.78)	1.86
CDDRX	0.40	0.10	(0.01)	(0.96)	0.29	(0.45)	0.83	(0.78)	1.87
CDEYX	0.46	0.12	0.03	(1.10)	0.35	(0.52)	1.01	(0.82)	2.30
CDIRX	0.40	0.10	(0.01)	(0.96)	0.30	(0.44)	0.85	(0.79)	1.88

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Columbia Disciplined Correlations

Columbia Disciplined Correlation With Market

Good diversification

Moving together with Columbia Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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