Sentinel International Correlations

SIIEX Fund

USD 22.97 0.34 1.50%

The current 90-days correlation between Sentinel International and Biotechnology Ultrasector Profund is 0.3 (i.e., Weak diversification). The correlation of Sentinel International 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 International Correlation With Market

Very poor diversification

The correlation between Sentinel International Equity and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sentinel International Equity 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 International Equity. 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 housing.

Moving together with Sentinel Mutual Fund

0.93	TVOYX	Touchstone Small Cap	Pair Corr
0.9	TEGCX	Touchstone Sands Capital	Pair Corr
0.78	TEGAX	Mid Cap Growth	Pair Corr
0.79	TEGIX	Mid Cap Growth	Pair Corr
0.79	TEGYX	Mid Cap Growth	Pair Corr
0.71	SAGWX	Sentinel Small Pany	Pair Corr
0.94	TEQCX	Touchstone Sustainability	Pair Corr
0.94	TEQAX	Touchstone Sustainability	Pair Corr
0.81	SSCOX	Sentinel Small Pany	Pair Corr
0.97	TFCCX	Touchstone Large Cap	Pair Corr
0.81	SSRRX	Sentinel Small	Pair Corr
0.75	TFFCX	Touchstone Focused	Pair Corr
0.79	TFGRX	Touchstone Mid Cap	Pair Corr
0.75	TFFIX	Touchstone Focused	Pair Corr
0.96	SSSGX	Sentinel Low Duration	Pair Corr
0.76	TFFYX	Touchstone Focused	Pair Corr
0.76	SBACX	Sentinel Balanced	Pair Corr
0.74	FRACX	Touchstone Flexible	Pair Corr
0.75	TFOAX	Touchstone Focused	Pair Corr
0.8	TFSLX	Touchstone Flexible	Pair Corr
0.69	TGVCX	Growth Opportunities	Pair Corr
0.69	TGVFX	Growth Opportunities	Pair Corr
0.68	TGVYX	Growth Opportunities	Pair Corr
0.96	THIYX	High Yield Fund	Pair Corr
0.96	THYCX	High Yield Fund	Pair Corr
0.97	THYAX	High Yield Fund	Pair Corr
0.97	THYYX	High Yield Fund	Pair Corr
0.81	TICSX	Touchstone Small Pany	Pair Corr
0.7	TIMPX	Touchstone Funds	Pair Corr
0.97	TIQIX	Touchstone Sustainability	Pair Corr
1.0	SWFCX	Sentinel International	Pair Corr
0.98	SWRLX	Sentinel International	Pair Corr
0.97	TLCIX	Touchstone Large Cap	Pair Corr

Moving against Sentinel Mutual Fund

0.68	CFSIX	Touchstone Sands Capital	Pair Corr
0.68	CISGX	Touchstone Sands Capital	Pair Corr
0.41	TGVVX	Growth Opportunities	Pair Corr

Related Correlations Analysis

	SWRLX	IAF	RIPNX	EKGCX	EKGAX	JHI	PFO	GRSPX	TIVFX	BIPSX
SWRLX		0.96	0.22	-0.7	0.9	0.79	0.93	0.96	0.98	0.59	SWRLX
IAF	0.96		0.21	-0.61	0.84	0.73	0.93	0.95	0.97	0.57	IAF
RIPNX	0.22	0.21		-0.18	0.48	0.23	0.23	0.14	0.23	0.64	RIPNX
EKGCX	-0.7	-0.61	-0.18		-0.71	-0.53	-0.65	-0.64	-0.69	-0.43	EKGCX
EKGAX	0.9	0.84	0.48	-0.71		0.77	0.85	0.87	0.87	0.71	EKGAX
JHI	0.79	0.73	0.23	-0.53	0.77		0.7	0.82	0.77	0.53	JHI
PFO	0.93	0.93	0.23	-0.65	0.85	0.7		0.93	0.94	0.55	PFO
GRSPX	0.96	0.95	0.14	-0.64	0.87	0.82	0.93		0.97	0.57	GRSPX
TIVFX	0.98	0.97	0.23	-0.69	0.87	0.77	0.94	0.97		0.61	TIVFX
BIPSX	0.59	0.57	0.64	-0.43	0.71	0.53	0.55	0.57	0.61		BIPSX
	SWRLX	IAF	RIPNX	EKGCX	EKGAX	JHI	PFO	GRSPX	TIVFX	BIPSX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TIVFX	+ 0.98	SWRLX
TIVFX	+ 0.97	IAF
TIVFX	+ 0.97	GRSPX
IAF	+ 0.96	SWRLX
GRSPX	+ 0.96	SWRLX
GRSPX	+ 0.95	IAF

High negative correlations

EKGAX	- 0.71	EKGCX
EKGCX	- 0.7	SWRLX
TIVFX	- 0.69	EKGCX
PFO	- 0.65	EKGCX
GRSPX	- 0.64	EKGCX
EKGCX	- 0.61	IAF

Risk-Adjusted Indicators

There is a big difference between Sentinel Mutual Fund performing well and Sentinel International 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 International'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
SWRLX	0.54	0.32	0.32	(2.59)	0.00	(0.68)	1.33	(0.75)	3.64
IAF	0.80	0.17	0.11	0.46	0.79	(0.99)	2.02	(1.42)	5.55
RIPNX	0.57	(0.01)	(0.09)	0.08	0.60	(0.65)	1.20	(1.15)	2.98
EKGCX	0.61	(0.05)	0.00	0.89	0.00	0.00	1.33	(1.22)	5.68
EKGAX	0.62	0.08	0.10	0.18	0.42	(0.71)	1.89	(0.93)	4.61
JHI	0.32	0.04	(0.07)	0.27	0.17	(0.40)	0.73	(0.58)	2.37
PFO	0.27	0.02	(0.12)	0.19	0.34	(0.30)	0.63	(0.83)	1.94
GRSPX	0.66	0.09	0.09	0.20	0.58	(0.74)	1.66	(1.31)	4.28
TIVFX	0.76	0.36	0.24	0.72	0.65	(0.89)	1.78	(1.55)	4.69
BIPSX	1.94	0.16	0.07	0.25	2.09	(2.14)	4.27	(3.24)	10.76

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