Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SCSCX Fund  USD 71.42  0.17  0.24%   
The current 90-days correlation between Sentinel Mon Stock and Touchstone Large Cap is 0.56 (i.e., Very 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 0.69 (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 services.

Moving together with Sentinel Mutual Fund

  0.72TEGAX Mid Cap GrowthPairCorr
  0.7TEGIX Mid Cap GrowthPairCorr
  0.7TEGYX Mid Cap GrowthPairCorr
  0.81SAGWX Sentinel Small PanyPairCorr
  0.65TEQCX Touchstone SustainabilityPairCorr
  0.65TEQAX Touchstone SustainabilityPairCorr
  0.77SSCOX Sentinel Small PanyPairCorr
  0.73SSRRX Sentinel SmallPairCorr
  0.9TFFCX Touchstone FocusedPairCorr
  0.7TFGRX Touchstone Mid CapPairCorr
  0.87TFFIX Touchstone FocusedPairCorr
  0.91TFFYX Touchstone FocusedPairCorr
  0.82SBACX Sentinel BalancedPairCorr
  0.73TGVCX Growth OpportunitiesPairCorr
  0.7TGVFX Growth OpportunitiesPairCorr
  0.74TGVYX Growth OpportunitiesPairCorr
  0.61TGVVX Growth OpportunitiesPairCorr
  0.92SCRLX Sentinel Mon StockPairCorr
  0.62THIYX High Yield FundPairCorr
  0.64THYCX High Yield FundPairCorr
  0.62THYAX High Yield FundPairCorr
  0.62THYYX High Yield FundPairCorr
  0.78TICSX Touchstone Small PanyPairCorr
  0.98SEBLX Sentinel BalancedPairCorr
  0.67TIQIX Touchstone SustainabilityPairCorr
  1.0SENCX Sentinel Mon StockPairCorr

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  0.28  0.16 (0.72) 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  0.66  0.08  0.02  0.78  0.66 
(0.76)
 1.87 
(1.23)
 4.45 
TEQCX  0.69  0.12  0.05 (2.58) 0.70 
(0.73)
 1.43 
(1.35)
 3.78 
TEQAX  0.69  0.12  0.05 (2.48) 0.72 
(0.72)
 1.41 
(1.34)
 3.80 
SSCOX  0.78  0.18  0.14 (13.47) 0.52 
(1.00)
 1.98 
(1.27)
 8.36 
TFCCX  0.56  0.15  0.10 (1.79) 0.50 
(0.63)
 1.29 
(1.06)
 5.20 

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