Sentinel Balanced Correlations

SBACX Fund

USD 30.21 0.15 0.50%

The current 90-days correlation between Sentinel Balanced and William Blair Small is 0.55 (i.e., Very weak diversification). The correlation of Sentinel Balanced is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Sentinel Balanced Correlation With Market

Very poor diversification

The correlation between Sentinel Balanced Fund and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sentinel Balanced Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sentinel Balanced Fund. 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 services.

Moving together with Sentinel Mutual Fund

0.68	TVOYX	Touchstone Small Cap	Pair Corr
0.64	TEGCX	Touchstone Sands Capital	Pair Corr
0.93	TEGAX	Mid Cap Growth	Pair Corr
0.96	TEGIX	Mid Cap Growth	Pair Corr
0.96	TEGYX	Mid Cap Growth	Pair Corr
0.86	SAGWX	Sentinel Small Pany	Pair Corr
0.75	TEQCX	Touchstone Sustainability	Pair Corr
0.75	TEQAX	Touchstone Sustainability	Pair Corr
0.95	SSCOX	Sentinel Small Pany	Pair Corr
0.78	TFCCX	Touchstone Large Cap	Pair Corr
0.96	SSRRX	Sentinel Small	Pair Corr
0.95	TFFCX	Touchstone Focused	Pair Corr
0.96	TFGRX	Touchstone Mid Cap	Pair Corr
0.98	TFFIX	Touchstone Focused	Pair Corr
0.76	SSSGX	Sentinel Low Duration	Pair Corr
0.95	TFOAX	Touchstone Focused	Pair Corr
0.94	TGVCX	Growth Opportunities	Pair Corr
0.94	TGVFX	Growth Opportunities	Pair Corr
0.97	TGVYX	Growth Opportunities	Pair Corr
0.94	SCRLX	Sentinel Mon Stock	Pair Corr
0.82	SCSCX	Sentinel Mon Stock	Pair Corr
0.8	THIYX	High Yield Fund	Pair Corr
0.81	THYCX	High Yield Fund	Pair Corr
0.81	THYAX	High Yield Fund	Pair Corr
0.81	THYYX	High Yield Fund	Pair Corr
0.96	TICSX	Touchstone Small Pany	Pair Corr
0.85	SEBLX	Sentinel Balanced	Pair Corr
0.87	TIQIX	Touchstone Sustainability	Pair Corr
0.83	SENCX	Sentinel Mon Stock	Pair Corr
0.82	SWFCX	Sentinel International	Pair Corr
0.71	SWRLX	Sentinel International	Pair Corr
0.8	TLCIX	Touchstone Large Cap	Pair Corr
0.8	TLCYX	Touchstone Large Cap	Pair Corr

Related Correlations Analysis

	SEBLX	SIBLX	FTCLX	FCAZX	MDRFX	DBMAX	SIEDX	BIRAX	PGROX	WBSNX
SEBLX		0.85	0.97	0.89	0.76	-0.61	0.57	0.98	0.74	0.77	SEBLX
SIBLX	0.85		0.87	0.9	0.94	-0.78	0.68	0.84	0.91	0.85	SIBLX
FTCLX	0.97	0.87		0.92	0.84	-0.62	0.69	0.97	0.78	0.86	FTCLX
FCAZX	0.89	0.9	0.92		0.82	-0.62	0.69	0.88	0.77	0.93	FCAZX
MDRFX	0.76	0.94	0.84	0.82		-0.79	0.8	0.78	0.88	0.88	MDRFX
DBMAX	-0.61	-0.78	-0.62	-0.62	-0.79		-0.46	-0.63	-0.71	-0.61	DBMAX
SIEDX	0.57	0.68	0.69	0.69	0.8	-0.46		0.59	0.69	0.82	SIEDX
BIRAX	0.98	0.84	0.97	0.88	0.78	-0.63	0.59		0.72	0.77	BIRAX
PGROX	0.74	0.91	0.78	0.77	0.88	-0.71	0.69	0.72		0.77	PGROX
WBSNX	0.77	0.85	0.86	0.93	0.88	-0.61	0.82	0.77	0.77		WBSNX
	SEBLX	SIBLX	FTCLX	FCAZX	MDRFX	DBMAX	SIEDX	BIRAX	PGROX	WBSNX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BIRAX	+ 0.98	SEBLX
FTCLX	+ 0.97	SEBLX
BIRAX	+ 0.97	FTCLX
MDRFX	+ 0.94	SIBLX
WBSNX	+ 0.93	FCAZX
FCAZX	+ 0.92	FTCLX

High negative correlations

DBMAX	- 0.79	MDRFX
DBMAX	- 0.78	SIBLX
PGROX	- 0.71	DBMAX
BIRAX	- 0.63	DBMAX
DBMAX	- 0.62	FCAZX
DBMAX	- 0.62	FTCLX

Risk-Adjusted Indicators

There is a big difference between Sentinel Mutual Fund performing well and Sentinel Balanced 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 Sentinel Balanced'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
SEBLX	0.36	0.01	(0.12)	(0.76)	0.43	(0.40)	0.67	(0.85)	2.44
SIBLX	0.41	0.04	0.02	0.14	0.31	(0.50)	0.77	(0.83)	5.30
FTCLX	0.57	0.04	(0.04)	(0.52)	0.74	(0.56)	1.15	(1.35)	3.48
FCAZX	0.57	0.00	(0.02)	0.07	0.73	(0.57)	1.11	(1.33)	3.51
MDRFX	0.78	0.23	0.23	1.20	0.44	(0.92)	1.86	(1.22)	10.77
DBMAX	1.61	(0.39)	0.00	8.68	0.00	0.00	2.25	(1.90)	38.48
SIEDX	0.17	0.07	0.01	0.65	0.00	(0.24)	0.52	(0.31)	1.05
BIRAX	0.56	0.03	(0.05)	(0.50)	0.74	(0.56)	0.95	(1.06)	3.58
PGROX	0.90	0.34	0.27	(0.58)	0.43	(1.09)	0.93	(1.22)	23.66
WBSNX	0.91	0.09	0.11	0.14	0.80	(1.07)	2.23	(1.54)	4.91

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