Sentinel Small Correlations

SIGWX Fund

USD 7.41 0.10 1.33%

The current 90-days correlation between Sentinel Small Pany and Brandes International Equity is 0.53 (i.e., Very weak diversification). The correlation of Sentinel Small 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 Small Correlation With Market

Almost no diversification

The correlation between Sentinel Small Pany and DJI is 0.91 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sentinel Small Pany 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 Small Pany. 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 child.

Moving together with Sentinel Mutual Fund

0.94	TVOYX	Touchstone Small Cap	Pair Corr
0.89	TEGAX	Mid Cap Growth	Pair Corr
0.93	TEGIX	Mid Cap Growth	Pair Corr
0.93	TEGYX	Mid Cap Growth	Pair Corr
0.94	SAGWX	Sentinel Small Pany	Pair Corr
0.87	TEQCX	Touchstone Sustainability	Pair Corr
0.87	TEQAX	Touchstone Sustainability	Pair Corr
0.94	TFCCX	Touchstone Large Cap	Pair Corr
1.0	SSRRX	Sentinel Small	Pair Corr
0.88	TFFCX	Touchstone Focused	Pair Corr
0.93	TFGRX	Touchstone Mid Cap	Pair Corr
0.93	TFFIX	Touchstone Focused	Pair Corr
0.95	SBACX	Sentinel Balanced	Pair Corr
0.67	TFSLX	Touchstone Flexible	Pair Corr
0.9	TGVCX	Growth Opportunities	Pair Corr
0.93	TGVYX	Growth Opportunities	Pair Corr
0.9	SCRLX	Sentinel Mon Stock	Pair Corr
0.85	SCSCX	Sentinel Mon Stock	Pair Corr
0.94	THYAX	High Yield Fund	Pair Corr
0.92	SEBLX	Sentinel Balanced	Pair Corr
0.9	TIQIX	Touchstone Sustainability	Pair Corr
0.85	SENCX	Sentinel Mon Stock	Pair Corr
0.93	SWFCX	Sentinel International	Pair Corr
0.91	SWRLX	Sentinel International	Pair Corr
0.96	TLCIX	Touchstone Large Cap	Pair Corr
0.96	TLCYX	Touchstone Large Cap	Pair Corr
0.81	TMAYX	Touchstone Arbitrage	Pair Corr
0.99	TMCTX	Touchstone Mid Cap	Pair Corr
0.99	TMCPX	Touchstone Mid Cap	Pair Corr
0.99	TMCJX	Touchstone Mid Cap	Pair Corr
0.96	SIBLX	Sentinel Balanced	Pair Corr
0.9	SICWX	Sentinel Mon Stock	Pair Corr
0.93	SIIEX	Sentinel International	Pair Corr

Moving against Sentinel Mutual Fund

0.33	CFSIX	Touchstone Sands Capital	Pair Corr
0.33	CISGX	Touchstone Sands Capital	Pair Corr

Related Correlations Analysis

	GACIX	CSVYX	BDFIX	ACFOX	BDFFX	CABDX	RLITX	LISIX	BIIEX
GACIX		0.99	0.77	0.82	0.77	0.92	0.83	0.92	0.94	GACIX
CSVYX	0.99		0.79	0.84	0.79	0.92	0.83	0.91	0.94	CSVYX
BDFIX	0.77	0.79		0.81	1.0	0.66	0.61	0.64	0.65	BDFIX
ACFOX	0.82	0.84	0.81		0.8	0.84	0.79	0.78	0.84	ACFOX
BDFFX	0.77	0.79	1.0	0.8		0.66	0.6	0.63	0.65	BDFFX
CABDX	0.92	0.92	0.66	0.84	0.66		0.91	0.89	0.96	CABDX
RLITX	0.83	0.83	0.61	0.79	0.6	0.91		0.88	0.91	RLITX
LISIX	0.92	0.91	0.64	0.78	0.63	0.89	0.88		0.94	LISIX
BIIEX	0.94	0.94	0.65	0.84	0.65	0.96	0.91	0.94		BIIEX
	GACIX	CSVYX	BDFIX	ACFOX	BDFFX	CABDX	RLITX	LISIX	BIIEX

Risk-Adjusted Indicators

There is a big difference between Sentinel Mutual Fund performing well and Sentinel Small 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 Small'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
GACIX	0.71	0.10	0.12	0.13	0.61	(0.78)	2.14	(1.29)	4.47
CSVYX	0.80	0.11	0.14	0.15	0.69	(0.99)	2.38	(1.38)	5.00
BDFIX	0.83	(0.10)	0.00	(0.05)	0.00	0.00	1.66	(1.82)	4.54
ACFOX	1.00	0.02	0.01	0.06	1.20	(1.03)	2.20	(2.36)	11.59
BDFFX	0.83	(0.10)	0.00	(0.05)	0.00	0.00	1.62	(1.82)	4.54
CABDX	0.62	0.18	0.18	1.94	0.39	(0.81)	1.49	(1.08)	6.80
RLITX	1.15	0.54	0.81	0.60	0.00	(1.55)	1.20	(1.03)	34.51
LISIX	0.55	0.06	0.07	0.13	0.53	(0.60)	1.14	(1.01)	2.60
BIIEX	0.59	0.15	0.22	0.24	0.30	(0.78)	1.35	(0.75)	6.59

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