Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SCSCX Fund  USD 73.17  0.21  0.29%   
The current 90-days correlation between Sentinel Mon Stock and Sentinel Mon Stock is 1.0 (i.e., No risk reduction). 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 0.8 (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 unemployment.

Moving together with Sentinel Mutual Fund

  0.88TVOYX Touchstone Small CapPairCorr
  0.9TEGAX Mid Cap GrowthPairCorr
  0.91TEGIX Mid Cap GrowthPairCorr
  0.91TEGYX Mid Cap GrowthPairCorr
  0.86SAGWX Sentinel Small PanyPairCorr
  0.93TEQCX Touchstone SustainabilityPairCorr
  0.93TEQAX Touchstone SustainabilityPairCorr
  0.9SSCOX Sentinel Small PanyPairCorr
  0.89TFCCX Touchstone Large CapPairCorr
  0.9SSRRX Sentinel SmallPairCorr
  0.99TFFCX Touchstone FocusedPairCorr
  0.91TFGRX Touchstone Mid CapPairCorr
  0.99TFFIX Touchstone FocusedPairCorr
  0.8SSSGX Sentinel Low DurationPairCorr
  0.99TFFYX Touchstone FocusedPairCorr
  0.96SBACX Sentinel BalancedPairCorr
  0.99TFOAX Touchstone FocusedPairCorr
  0.89TGVCX Growth OpportunitiesPairCorr
  0.89TGVFX Growth OpportunitiesPairCorr
  0.9TGVYX Growth OpportunitiesPairCorr
  1.0SCRLX Sentinel Mon StockPairCorr
  0.9THIYX High Yield FundPairCorr
  0.91THYCX High Yield FundPairCorr
  0.91THYAX High Yield FundPairCorr
  0.91THYYX High Yield FundPairCorr
  0.9TICSX Touchstone Small PanyPairCorr
  0.96SEBLX Sentinel BalancedPairCorr
  0.93TIQIX Touchstone SustainabilityPairCorr
  1.0SENCX Sentinel Mon StockPairCorr
  0.9SWFCX Sentinel InternationalPairCorr
  0.91SWRLX Sentinel InternationalPairCorr
  0.89TLCIX 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 (0.01) 0.11  0.60 
(0.55)
 1.28 
(1.22)
 2.99 
MRGAX  0.77  0.24  0.25  0.56  0.31 
(0.93)
 1.20 
(1.12)
 15.65 
SEFCX  0.72  0.34  0.39  0.97  0.00 
(0.92)
 1.22 
(1.02)
 15.02 
SGRKX  1.42  0.47  0.33  0.79  0.60 
(1.61)
 1.64 
(2.22)
 38.42 
SGRHX  1.18  0.30  0.20  0.49  0.76 
(1.31)
 1.65 
(2.22)
 27.14 
AVPAX  0.80  0.05  0.07  0.13  0.76 
(0.91)
 1.74 
(1.50)
 4.95 
ABSYX  0.80  0.05  0.07  0.13  0.75 
(0.96)
 1.78 
(1.44)
 4.83 
AVFIX  0.80  0.05  0.07  0.13  0.77 
(0.94)
 1.79 
(1.44)
 4.84 
PRUAX  0.83  0.02 (0.02) 0.12  0.87 
(0.93)
 1.51 
(1.61)
 11.15 
JMVIX  0.72  0.19  0.19  0.37  0.31 
(0.83)
 1.54 
(1.07)
 10.29 

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