Columbia Dividend Risk Adjusted Performance
LBSAX Fund | USD 31.89 0.20 0.63% |
COLUMBIA |
| = | 0.0797 |
ER[a] | = | Expected return on investing in Columbia Dividend |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Columbia Dividend Risk Adjusted Performance Peers Comparison
COLUMBIA Risk Adjusted Performance Relative To Other Indicators
Columbia Dividend Income is rated third overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 35.94 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Columbia Dividend Income is roughly 35.94
Risk Adjusted Performance |
Compare Columbia Dividend to Peers |
Thematic Opportunities
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Columbia Dividend Technical Signals
All Columbia Dividend Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0797 | |||
Market Risk Adjusted Performance | 0.0836 | |||
Mean Deviation | 0.4418 | |||
Semi Deviation | 0.4869 | |||
Downside Deviation | 0.6223 | |||
Coefficient Of Variation | 771.89 | |||
Standard Deviation | 0.5642 | |||
Variance | 0.3184 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.0736 | |||
Maximum Drawdown | 2.86 | |||
Value At Risk | (1.03) | |||
Potential Upside | 0.9554 | |||
Downside Variance | 0.3873 | |||
Semi Variance | 0.2371 | |||
Expected Short fall | (0.46) | |||
Skewness | (0.45) | |||
Kurtosis | 0.3371 |