Sentinel International Correlations

SWFCX Fund

USD 19.45 0.27 1.37%

The current 90-days correlation between Sentinel International and Madison Covered Call is 0.35 (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

Poor diversification

The correlation between Sentinel International Equity and DJI is 0.78 (i.e., 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 various price indices.

Moving together with Sentinel Mutual Fund

0.79	DODFX	Dodge International Stock	Pair Corr
0.98	DOXFX	Dodge Cox International	Pair Corr
0.96	OANIX	Oakmark International	Pair Corr
0.96	OAZIX	Oakmark International	Pair Corr
0.81	CIVVX	Causeway International	Pair Corr
0.81	CIVIX	Causeway International	Pair Corr
0.98	TRIGX	T Rowe Price	Pair Corr
0.98	FINVX	Fidelity Series Inte	Pair Corr
0.98	VIHAX	Vanguard International	Pair Corr
0.62	PMPIX	Precious Metals Ultr	Pair Corr
0.95	PMPSX	Precious Metals Ultr	Pair Corr
0.86	BA	Boeing	Pair Corr
0.64	CVX	Chevron Corp	Pair Corr
0.76	AA	Alcoa Corp	Pair Corr
0.62	WMT	Walmart Common Stock	Pair Corr

Moving against Sentinel Mutual Fund

0.51	HPQ	HP Inc	Pair Corr
0.47	MMM	3M Company	Pair Corr

Related Correlations Analysis

	WIGTX	TCMIX	RYIPX	EKGIX	BOGIX	IHD	TPZ	MCN
WIGTX		0.0	0.0	0.0	0.0	0.0	0.0	0.0	WIGTX
TCMIX	0.0		0.92	0.82	0.92	0.85	-0.1	0.91	TCMIX
RYIPX	0.0	0.92		0.81	0.82	0.8	-0.08	0.86	RYIPX
EKGIX	0.0	0.82	0.81		0.87	0.87	-0.33	0.79	EKGIX
BOGIX	0.0	0.92	0.82	0.87		0.78	-0.26	0.88	BOGIX
IHD	0.0	0.85	0.8	0.87	0.78		-0.02	0.75	IHD
TPZ	0.0	-0.1	-0.08	-0.33	-0.26	-0.02		-0.22	TPZ
MCN	0.0	0.91	0.86	0.79	0.88	0.75	-0.22		MCN
	WIGTX	TCMIX	RYIPX	EKGIX	BOGIX	IHD	TPZ	MCN

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

RYIPX	+ 0.92	TCMIX
BOGIX	+ 0.92	TCMIX
MCN	+ 0.91	TCMIX
MCN	+ 0.88	BOGIX
BOGIX	+ 0.87	EKGIX
IHD	+ 0.87	EKGIX

High negative correlations

TPZ	- 0.33	EKGIX
TPZ	- 0.26	BOGIX
MCN	- 0.22	TPZ
TPZ	- 0.1	TCMIX
TPZ	- 0.08	RYIPX
TPZ	- 0.02	IHD

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
WIGTX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TCMIX	0.59	0.07	0.06	0.34	0.66	(0.61)	1.24	(1.23)	3.60
RYIPX	0.54	(0.03)	0.00	(0.07)	0.00	0.00	1.15	(1.16)	2.75
EKGIX	0.62	0.04	0.04	0.07	0.67	(0.67)	1.84	(1.02)	4.62
BOGIX	0.78	0.11	0.08	(0.77)	0.81	(0.95)	1.80	(1.47)	4.61
IHD	0.68	0.12	0.11	0.43	0.66	(0.80)	1.61	(1.29)	3.22
TPZ	0.69	0.01	(0.03)	(0.04)	0.87	(0.68)	1.46	(1.20)	3.58
MCN	0.56	0.05	0.01	(0.85)	0.64	(0.61)	1.18	(1.32)	3.32

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