Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SCSCX Fund  USD 73.10  0.46  0.63%   
The current 90-days correlation between Sentinel Mon Stock and Sentinel Mon Stock is 0.15 (i.e., Average 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

Modest diversification

The correlation between Sentinel Mon Stock and DJI is 0.21 (i.e., Modest 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 unemployment.

Moving together with Sentinel Mutual Fund

  0.81TVOYX Touchstone Small CapPairCorr
  0.89TEGAX Mid Cap GrowthPairCorr
  0.86TEGIX Mid Cap GrowthPairCorr
  0.86TEGYX Mid Cap GrowthPairCorr
  0.87SAGWX Sentinel Small PanyPairCorr
  0.94TEQCX Touchstone SustainabilityPairCorr
  0.94TEQAX Touchstone SustainabilityPairCorr
  0.9SSCOX Sentinel Small PanyPairCorr
  0.88TFCCX Touchstone Large CapPairCorr
  0.86SSRRX Sentinel SmallPairCorr
  0.99TFFCX Touchstone FocusedPairCorr
  0.86TFGRX Touchstone Mid CapPairCorr
  0.95TFFIX Touchstone FocusedPairCorr
  0.67SSSGX Sentinel Low DurationPairCorr
  0.95TFFYX Touchstone FocusedPairCorr
  0.92SBACX Sentinel BalancedPairCorr
  0.99TFOAX Touchstone FocusedPairCorr
  0.88TGVCX Growth OpportunitiesPairCorr
  0.88TGVFX Growth OpportunitiesPairCorr
  0.88TGVYX Growth OpportunitiesPairCorr
  0.95SCRLX Sentinel Mon StockPairCorr
  0.88THIYX High Yield FundPairCorr
  0.89THYCX High Yield FundPairCorr
  0.91THYAX High Yield FundPairCorr
  0.89THYYX High Yield FundPairCorr
  0.86TICSX Touchstone Small PanyPairCorr
  0.96SEBLX Sentinel BalancedPairCorr
  0.92TIQIX Touchstone SustainabilityPairCorr
  1.0SENCX Sentinel Mon StockPairCorr
  0.9SWFCX Sentinel InternationalPairCorr
  0.91SWRLX Sentinel InternationalPairCorr
  0.84TLCIX 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
SICWX  0.53  0.01 (0.02) 0.11  0.60 
(0.55)
 1.28 
(1.22)
 2.99 
MRGAX  0.79  0.30  0.25 (8.29) 0.27 
(0.93)
 1.24 
(1.12)
 15.65 
SEFCX  0.72  0.34  0.38  0.97  0.00 
(0.92)
 1.22 
(1.02)
 15.02 
SGRKX  1.43  0.46  0.31  0.80  0.63 
(1.61)
 1.64 
(2.22)
 38.42 
SGRHX  1.19  0.28  0.19  0.48  0.79 
(1.31)
 1.65 
(2.22)
 27.14 
AVPAX  0.82  0.07  0.09  0.15  0.73 
(0.93)
 1.74 
(1.50)
 4.95 
ABSYX  0.82  0.07  0.09  0.16  0.71 
(0.98)
 1.78 
(1.44)
 4.83 
AVFIX  0.82  0.07  0.09  0.16  0.74 
(0.96)
 1.79 
(1.44)
 4.84 
PRUAX  0.82  0.07 (0.01) 0.65  0.86 
(0.91)
 1.51 
(1.61)
 11.15 
JMVIX  0.73  0.20  0.20  0.39  0.30 
(0.84)
 1.54 
(1.07)
 10.29 

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