Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SCRLX Fund  USD 81.55  0.65  0.80%   
The current 90-days correlation between Sentinel Mon Stock and Touchstone Large Cap is 0.66 (i.e., Poor diversification). The correlation of Sentinel Common 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 Common Correlation With Market

Very poor diversification

The correlation between Sentinel Mon Stock and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sentinel Mon Stock 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 Mon Stock. 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 board of governors.

Moving together with Sentinel Mutual Fund

  0.84TEGAX Mid Cap GrowthPairCorr
  0.85TEGIX Mid Cap GrowthPairCorr
  0.85TEGYX Mid Cap GrowthPairCorr
  0.85SAGWX Sentinel Small PanyPairCorr
  0.72TEQCX Touchstone SustainabilityPairCorr
  0.72TEQAX Touchstone SustainabilityPairCorr
  0.87SSCOX Sentinel Small PanyPairCorr
  0.67TFCCX Touchstone Large CapPairCorr
  0.87SSRRX Sentinel SmallPairCorr
  0.97TFFCX Touchstone FocusedPairCorr
  0.85TFGRX Touchstone Mid CapPairCorr
  0.97TFFIX Touchstone FocusedPairCorr
  0.65SSSGX Sentinel Low DurationPairCorr
  0.94SBACX Sentinel BalancedPairCorr
  0.97TFOAX Touchstone FocusedPairCorr
  0.85TGVCX Growth OpportunitiesPairCorr
  0.86TGVFX Growth OpportunitiesPairCorr
  0.86TGVYX Growth OpportunitiesPairCorr
  0.97SCSCX Sentinel Mon StockPairCorr
  0.72THIYX High Yield FundPairCorr
  0.73THYCX High Yield FundPairCorr
  0.71THYAX High Yield FundPairCorr
  0.72THYYX High Yield FundPairCorr
  0.88TICSX Touchstone Small PanyPairCorr
  0.98SEBLX Sentinel BalancedPairCorr
  0.78TIQIX Touchstone SustainabilityPairCorr
  0.98SENCX Sentinel Mon StockPairCorr
  0.68SWFCX Sentinel InternationalPairCorr
  0.67TLCIX Touchstone Large CapPairCorr
  0.67TLCYX Touchstone Large CapPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Sentinel Mutual Fund performing well and Sentinel Common 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 Common'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TVOYX  0.73  0.18  0.20  0.25  0.50 
(0.85)
 2.19 
(1.27)
 5.01 
TEGCX  0.70  0.09  0.08  0.19  0.64 
(0.83)
 1.73 
(1.29)
 4.39 
TEGAX  1.06  0.15  0.16  0.17  0.81 
(1.25)
 1.68 
(1.73)
 15.53 
TEGIX  1.04  0.14  0.15  0.17  0.83 
(1.20)
 1.68 
(1.75)
 14.10 
TEGYX  1.05  0.14  0.15  0.17  0.81 
(1.25)
 1.68 
(1.75)
 14.36 
SAGWX  0.67  0.04  0.05  0.11  0.65 
(0.77)
 1.87 
(1.23)
 4.45 
TEQCX  0.69  0.08  0.07  0.17  0.69 
(0.74)
 1.43 
(1.35)
 3.78 
TEQAX  0.69  0.08  0.08  0.17  0.70 
(0.73)
 1.41 
(1.34)
 3.80 
SSCOX  0.80  0.12  0.16  0.17  0.52 
(1.00)
 1.98 
(1.27)
 8.36 
TFCCX  0.56  0.11  0.13  0.20  0.49 
(0.64)
 1.29 
(1.06)
 5.20 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2026 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY