Columbia Adaptive Risk Fund Market Value
| CRKRX Fund | USD 8.50 0.03 0.35% |
| Symbol | Columbia |
Columbia Adaptive 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Columbia Adaptive's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Columbia Adaptive.
| 08/30/2023 |
| 11/28/2023 |
If you would invest 0.00 in Columbia Adaptive on August 30, 2023 and sell it all today you would earn a total of 0.00 from holding Columbia Adaptive Risk or generate 0.0% return on investment in Columbia Adaptive over 90 days. Columbia Adaptive is related to or competes with All Asset, Pimco All, All Asset, Pimco All, All Asset, All Asset, and Pimco All. The fund pursues its investment objective by allocating portfolio risk across multiple asset classes in U.S More
Columbia Adaptive Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Columbia Adaptive's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Columbia Adaptive Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6813 | |||
| Information Ratio | (0.005523) | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.9744 |
Columbia Adaptive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Adaptive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Adaptive's standard deviation. In reality, there are many statistical measures that can use Columbia Adaptive historical prices to predict the future Columbia Adaptive's volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.0024 | |||
| Total Risk Alpha | 3.0E-4 | |||
| Sortino Ratio | (0.00494) | |||
| Treynor Ratio | 0.0204 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Columbia Adaptive's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Columbia Adaptive in the context of predictive analytics.
Columbia Adaptive Risk Backtested Returns
Columbia Adaptive Risk secures Sharpe Ratio (or Efficiency) of -0.0062, which signifies that the fund had -0.0062% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Columbia Adaptive Risk exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm Columbia Adaptive Risk Mean Deviation of 0.4413, downside deviation of 0.6813, and Risk Adjusted Performance of 0.0271 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.657, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Adaptive returns are expected to increase less than the market. However, during the bear market, the loss on holding Columbia Adaptive will be expected to be smaller as well. Our philosophy towards foreseeing any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Columbia Adaptive Risk exposes twenty-one different technical indicators, which can help you to evaluate its performance.
Auto-correlation | -0.86 |
Excellent reverse predictability
Columbia Adaptive Risk has excellent reverse predictability. Overlapping area represents the amount of predictability between Columbia Adaptive time series from 30th of August 2023 to 14th of October 2023 and 14th of October 2023 to 28th of November 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Columbia Adaptive Risk price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Columbia Adaptive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Columbia Adaptive Risk lagged returns against current returns
Autocorrelation, which is Columbia Adaptive mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Columbia Adaptive's mutual fund expected returns. We can calculate the autocorrelation of Columbia Adaptive returns to help us make a trade decision. For example, suppose you find that Columbia Adaptive mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Columbia Adaptive regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Columbia Adaptive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Adaptive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Adaptive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Adaptive Lagged Returns
When evaluating Columbia Adaptive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Adaptive mutual fund have on its future price. Columbia Adaptive autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Columbia Adaptive autocorrelation shows the relationship between Columbia Adaptive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Adaptive Risk.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Columbia Adaptive without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
Run Financial Widgets Now
Financial WidgetsEasily integrated Macroaxis content with over 30 different plug-and-play financial widgets |
| All Next | Launch Module |
Pair Trading with Columbia Adaptive
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Columbia Adaptive position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Columbia Adaptive will appreciate offsetting losses from the drop in the long position's value.Moving together with Columbia Mutual Fund
| + | 0.97 | SRINX | Columbia Corporate Income | PairCorr | ||
| + | 0.96 | CUTYX | Columbia Us Treasury | PairCorr | ||
| + | 0.97 | CUVRX | Columbia Us Government | PairCorr | ||
| + | 0.83 | CVVRX | Columbia Small Cap | PairCorr |
The ability to find closely correlated positions to Columbia Adaptive could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Columbia Adaptive when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Columbia Adaptive - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Columbia Adaptive Risk to buy it.
The correlation of Columbia Adaptive is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Columbia Adaptive moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Columbia Adaptive Risk moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Columbia Adaptive can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Columbia Adaptive Correlation, Columbia Adaptive Volatility and Columbia Adaptive Alpha and Beta module to complement your research on Columbia Adaptive. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Columbia Mutual Fund analysis
When running Columbia Adaptive's price analysis, check to measure Columbia Adaptive's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Columbia Adaptive is operating at the current time. Most of Columbia Adaptive's value examination focuses on studying past and present price action to predict the probability of Columbia Adaptive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Columbia Adaptive's price. Additionally, you may evaluate how the addition of Columbia Adaptive to your portfolios can decrease your overall portfolio volatility.
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| CEO Directory Screen CEOs from public companies around the world | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| ETF Directory Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |
Columbia Adaptive technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.