COLUMBIA SELECT Market Risk Adjusted Performance
| CSPIX Fund | | | USD 12.44 -0.05 -0.40% |
The Market Risk Adjusted Performance reading for Columbia Select Large is computed from historical trading observations. Values reflect historical observations within the available dataset. Use
Trending Equities to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This content does not constitute investment advice or a recommendation. A position in Columbia Select Large appears within the mix. The position is captured in the allocation summary. 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 gross domestic product.
Columbia Select Large has current Market Risk Adjusted Performance of 5.62.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.62 | |
| ER[a] | = | Expected return on investing in COLUMBIA SELECT |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Columbia Select Large ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.83 of Maximum Drawdown per Market Risk Adjusted Performance. At
2.83 , Columbia Select Large's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators