Columbia Diversified Risk Adjusted Performance
CDVZX Fund | USD 18.37 0.10 0.54% |
COLUMBIA |
| = | 0.0846 |
ER[a] | = | Expected return on investing in Columbia Diversified |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Columbia Diversified Risk Adjusted Performance Peers Comparison
COLUMBIA Risk Adjusted Performance Relative To Other Indicators
Columbia Diversified Equity is third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 37.96 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Columbia Diversified Equity is roughly 37.96
Risk Adjusted Performance |
Compare Columbia Diversified to Peers |
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Columbia Diversified Technical Signals
All Columbia Diversified Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0846 | |||
Market Risk Adjusted Performance | 0.0921 | |||
Mean Deviation | 0.5094 | |||
Semi Deviation | 0.4174 | |||
Downside Deviation | 0.5552 | |||
Coefficient Of Variation | 884.98 | |||
Standard Deviation | 0.654 | |||
Variance | 0.4278 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.0821 | |||
Maximum Drawdown | 3.21 | |||
Value At Risk | (0.79) | |||
Potential Upside | 1.02 | |||
Downside Variance | 0.3083 | |||
Semi Variance | 0.1742 | |||
Expected Short fall | (0.63) | |||
Skewness | 0.7551 | |||
Kurtosis | 1.88 |