Columbia Mid Related Correlations
CMUAX Fund | USD 13.30 0.03 0.23% |
Correlations
0.86 | 0.92 | 0.87 | 0.94 | XXGRX | ||
0.86 | 0.92 | 0.84 | 0.92 | PHLAX | ||
0.92 | 0.92 | 0.81 | 0.96 | PGHAX | ||
0.87 | 0.84 | 0.81 | 0.87 | VGHCX | ||
0.94 | 0.92 | 0.96 | 0.87 | HIAHX | ||
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Risk-Adjusted Indicators
There is a big difference between Columbia Mutual Fund performing well and Columbia Mid 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 Mid'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
XXGRX | 0.59 | (0.06) | 0.00 | (2.09) | 0.00 | 1.10 | 4.19 | |||
PHLAX | 0.70 | (0.03) | (0.04) | 0.02 | 0.94 | 1.30 | 5.63 | |||
PGHAX | 0.52 | (0.01) | (0.10) | (0.02) | 0.60 | 1.08 | 3.04 | |||
VGHCX | 0.60 | (0.09) | 0.00 | (0.06) | 0.00 | 1.24 | 5.68 | |||
HIAHX | 0.56 | (0.03) | 0.00 | (0.44) | 0.00 | 1.16 | 3.34 |