Sentinel Balanced Risk Adjusted Performance
SIBLX Fund | USD 28.25 0.18 0.64% |
Sentinel |
| = | 0.08 |
ER[a] | = | Expected return on investing in Sentinel Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Sentinel Balanced Risk Adjusted Performance Peers Comparison
Sentinel Risk Adjusted Performance Relative To Other Indicators
Sentinel Balanced Fund is rated third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 28.87 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sentinel Balanced Fund is roughly 28.87
Risk Adjusted Performance |
Compare Sentinel Balanced to Peers |
Thematic Opportunities
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Sentinel Balanced Technical Signals
All Sentinel Balanced Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.08 | |||
Market Risk Adjusted Performance | 0.0996 | |||
Mean Deviation | 0.323 | |||
Semi Deviation | 0.4063 | |||
Downside Deviation | 0.5112 | |||
Coefficient Of Variation | 878.06 | |||
Standard Deviation | 0.4493 | |||
Variance | 0.2019 | |||
Information Ratio | (0.17) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.15) | |||
Treynor Ratio | 0.0896 | |||
Maximum Drawdown | 2.31 | |||
Value At Risk | (0.92) | |||
Potential Upside | 0.7625 | |||
Downside Variance | 0.2613 | |||
Semi Variance | 0.1651 | |||
Expected Short fall | (0.32) | |||
Skewness | (0.57) | |||
Kurtosis | 1.29 |