Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SICWX Fund  USD 80.02  0.63  0.78%   
The current 90-days correlation between Sentinel Mon Stock and Touchstone Large Cap is -0.05 (i.e., Good 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 weak diversification

The correlation between Sentinel Mon Stock and DJI is 0.56 (i.e., Very weak 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 private.

Moving together with Sentinel Mutual Fund

  0.63SSCOX Sentinel Small PanyPairCorr
  0.66SSRRX Sentinel SmallPairCorr
  0.92TFFCX Touchstone FocusedPairCorr
  0.92TFFIX Touchstone FocusedPairCorr
  0.92TFFYX Touchstone FocusedPairCorr
  0.84SBACX Sentinel BalancedPairCorr
  0.92TFOAX Touchstone FocusedPairCorr
  0.69TGVCX Growth OpportunitiesPairCorr
  0.74TGVFX Growth OpportunitiesPairCorr
  0.75TGVYX Growth OpportunitiesPairCorr
  1.0SCRLX Sentinel Mon StockPairCorr
  0.94SCSCX Sentinel Mon StockPairCorr
  0.66TICSX Touchstone Small PanyPairCorr
  0.94SEBLX Sentinel BalancedPairCorr
  0.86SENCX 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  0.68  0.12  0.13  0.16  0.67 
(0.74)
 1.73 
(1.33)
 4.21 
TEGCX  0.77  0.02  0.01  0.06  1.18 
(0.83)
 1.73 
(1.30)
 4.39 
TEGAX  1.08  0.31  0.23 (0.69) 0.77 
(1.27)
 1.68 
(1.73)
 15.64 
TEGIX  1.07  0.17  0.17  0.16  0.89 
(1.23)
 1.68 
(1.77)
 14.20 
TEGYX  1.08  0.18  0.17  0.16  0.87 
(1.27)
 1.68 
(1.76)
 14.48 
SAGWX  0.66  0.08  0.04 (1.16) 0.75 
(0.71)
 1.75 
(1.23)
 4.30 
TEQCX  0.66  0.15  0.12 (1.41) 0.66 
(0.72)
 1.43 
(1.35)
 3.78 
TEQAX  0.66  0.15  0.12 (1.40) 0.66 
(0.71)
 1.41 
(1.34)
 3.80 
SSCOX  0.77  0.17  0.14 (0.87) 0.65 
(0.92)
 1.77 
(1.27)
 8.98 
TFCCX  0.52  0.15  0.15 (0.91) 0.45 
(0.59)
 1.20 
(0.90)
 5.20 

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