Sentinel Common Correlations

SCRLX Fund

USD 83.19 0.04 0.05%

The current 90-days correlation between Sentinel Mon Stock and Rmb Mendon Financial is 0.34 (i.e., Weak 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

Poor diversification

The correlation between Sentinel Mon Stock and DJI is 0.75 (i.e., 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 industry.

Moving together with Sentinel Mutual Fund

0.95	VTSAX	Vanguard Total Stock	Pair Corr
0.94	VFIAX	Vanguard 500 Index	Pair Corr
0.93	VTSMX	Vanguard Total Stock	Pair Corr
0.95	VITSX	Vanguard Total Stock	Pair Corr
0.95	VSMPX	Vanguard Total Stock	Pair Corr
0.94	VSTSX	Vanguard Total Stock	Pair Corr
0.94	VFINX	Vanguard 500 Index	Pair Corr
0.94	VFFSX	Vanguard 500 Index	Pair Corr
0.94	VINIX	Vanguard Institutional	Pair Corr
0.94	VIIIX	Vanguard Institutional	Pair Corr
0.83	FSMMX	Fs Multi Strategy	Pair Corr
0.93	BTMPX	Ishares Msci Eafe	Pair Corr
0.93	BTMKX	Blackrock International	Pair Corr
0.94	MDIIX	Blackrock Intern Index	Pair Corr
0.7	AA	Alcoa Corp	Pair Corr
0.62	BAC	Bank of America Earnings Call This Week	Pair Corr
0.61	BA	Boeing	Pair Corr

Moving against Sentinel Mutual Fund

0.5	T	ATT Inc	Pair Corr
0.44	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	RMBLX	FTIXX	MCBXX	PFSZX	XFINX
RMBLX		0.0	0.0	0.89	0.63	RMBLX
FTIXX	0.0		0.0	0.0	0.0	FTIXX
MCBXX	0.0	0.0		0.0	0.0	MCBXX
PFSZX	0.89	0.0	0.0		0.44	PFSZX
XFINX	0.63	0.0	0.0	0.44		XFINX
	RMBLX	FTIXX	MCBXX	PFSZX	XFINX

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

PFSZX	+ 0.89	RMBLX
XFINX	+ 0.63	RMBLX
XFINX	+ 0.44	PFSZX
FTIXX	+ 0.0	RMBLX
MCBXX	+ 0.0	RMBLX
MCBXX	+ 0.0	FTIXX

High negative correlations

XFINX	- 0.0	MCBXX
PFSZX	- 0.0	MCBXX
XFINX	- 0.0	FTIXX
PFSZX	- 0.0	FTIXX
MCBXX	- 0.0	FTIXX
MCBXX	- 0.0	RMBLX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
RMBLX	1.04	0.18	0.12	0.25	1.12	(1.17)	3.00	(1.58)	7.72
FTIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MCBXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PFSZX	0.92	0.14	0.13	0.18	0.86	(1.03)	1.92	(1.75)	11.86
XFINX	0.14	(0.01)	(0.23)	(0.21)	0.27	(0.16)	0.22	(0.43)	1.44

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