Sentinel Common Correlations

Mutual Funds . USA . 
Fund . Sentinel Mon Stock
SCSCX Fund  USD 71.00  0.18  0.25%   
The current 90-days correlation between Sentinel Mon Stock and Perkins Mid Cap is 0.33 (i.e., Weak 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 poor diversification

The correlation between Sentinel Mon Stock and DJI is 0.86 (i.e., Very poor 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 services.

Moving together with Sentinel Mutual Fund

  0.66TVOYX Touchstone Small CapPairCorr
  0.66TEGCX Touchstone Sands CapitalPairCorr
  0.89TEGAX Mid Cap GrowthPairCorr
  0.9TEGIX Mid Cap GrowthPairCorr
  0.9TEGYX Mid Cap GrowthPairCorr
  0.87SAGWX Sentinel Small PanyPairCorr
  0.84TEQCX Touchstone SustainabilityPairCorr
  0.84TEQAX Touchstone SustainabilityPairCorr
  0.9SSCOX Sentinel Small PanyPairCorr
  0.75TFCCX Touchstone Large CapPairCorr
  0.9SSRRX Sentinel SmallPairCorr
  0.98TFFCX Touchstone FocusedPairCorr
  0.9TFGRX Touchstone Mid CapPairCorr
  0.98TFFIX Touchstone FocusedPairCorr
  0.73SSSGX Sentinel Low DurationPairCorr
  0.98TFFYX Touchstone FocusedPairCorr
  0.95SBACX Sentinel BalancedPairCorr
  0.98TFOAX Touchstone FocusedPairCorr
  0.88TGVCX Growth OpportunitiesPairCorr
  0.88TGVFX Growth OpportunitiesPairCorr
  0.89TGVYX Growth OpportunitiesPairCorr
  1.0SCRLX Sentinel Mon StockPairCorr
  0.8THIYX High Yield FundPairCorr
  0.81THYCX High Yield FundPairCorr
  0.8THYAX High Yield FundPairCorr
  0.8THYYX High Yield FundPairCorr
  0.9TICSX Touchstone Small PanyPairCorr
  0.95SEBLX Sentinel BalancedPairCorr
  0.84TIQIX Touchstone SustainabilityPairCorr
  1.0SENCX Sentinel Mon StockPairCorr
  0.77SWFCX Sentinel InternationalPairCorr
  0.76SWRLX Sentinel InternationalPairCorr
  0.75TLCIX Touchstone Large CapPairCorr

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
SICWX  0.57 (0.04)(0.07) 0.01  0.79 
(0.55)
 1.20 
(1.48)
 3.51 
MRGAX  0.83  0.19  0.19  0.40  0.59 
(0.97)
 1.20 
(1.50)
 16.85 
SEFCX  0.80  0.37  0.46  0.83  0.00 
(1.02)
 1.44 
(1.11)
 15.67 
SGRKX  1.46  0.40  0.26  0.62  0.88 
(1.69)
 1.64 
(2.24)
 38.89 
SGRHX  1.24  0.22  0.14  0.36  1.06 
(1.37)
 1.65 
(2.22)
 27.63 
AVPAX  0.86  0.16  0.16  0.20  0.70 
(0.99)
 2.52 
(1.65)
 5.30 
ABSYX  0.86  0.17  0.16  0.20  0.69 
(1.01)
 2.54 
(1.67)
 5.25 
AVFIX  0.86  0.17  0.16  0.20  0.72 
(1.02)
 2.52 
(1.63)
 5.27 
PRUAX  0.91  0.18  0.13  0.54  0.77 
(1.05)
 1.56 
(1.52)
 11.15 
JMVIX  0.77  0.26  0.27  0.42  0.25 
(0.92)
 1.80 
(1.18)
 11.03 

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