Sentinel Balanced Fund Volatility
| SBACX Fund | USD 29.09 -0.15 -0.51% |
Over the designated horizon, Sentinel Balanced Fund maintains a minimal volatility profile. It exhibits a Sharpe Ratio (Efficiency) of -0.0942, suggesting weak return efficiency over the last 3 months. Current risk dynamics are supported by 27 technical indicators.
Sharpe Ratio = -0.0942
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SBACX |
Latest disclosures for Sentinel Balanced Fund show a Market Risk Adjusted Performance of 0.01%, a Risk of 0.49, and a Risk Adjusted Performance of 0.01%. Monthly moving average analysis shows Sentinel Balanced is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to Sentinel Balanced's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Sentinel Balanced's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Sentinel Balanced's typical price swings and is a primary input in options pricing models.
Sentinel |
Volatility Strategy
Sentinel Balanced Fund return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.49% with a beta coefficient of 0.6, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0942, evaluates return per unit of total risk. An alpha value of 0.0242 reflects performance relative to systematic market exposure. Expected return estimates near -0.046% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Sentinel Balanced's market risk premium analysis include:
Beta 0.6 | Alpha 0.0242 | Risk 0.49 | Sharpe Ratio -0.09 | Expected Return -0.05 |
Moving together with Sentinel Mutual Fund
| 0.64 | TEGIX | Mid Cap Growth | PairCorr |
| 0.67 | SAGWX | Sentinel Small Pany | PairCorr |
| 0.82 | SSRRX | Sentinel Small | PairCorr |
| 0.96 | TFFCX | Touchstone Focused | PairCorr |
| 0.64 | TFGRX | Touchstone Mid Cap | PairCorr |
| 0.95 | TFFIX | Touchstone Focused | PairCorr |
| 0.95 | TFFYX | Touchstone Focused | PairCorr |
| 0.95 | TFOAX | Touchstone Focused | PairCorr |
| 0.86 | TGVCX | Growth Opportunities | PairCorr |
| 0.86 | TGVFX | Growth Opportunities | PairCorr |
| 0.87 | TGVYX | Growth Opportunities | PairCorr |
| 0.87 | SCRLX | Sentinel Mon Stock | PairCorr |
| 0.77 | SCSCX | Sentinel Mon Stock | PairCorr |
| 0.82 | TICSX | Touchstone Small Pany | PairCorr |
| 0.83 | SEBLX | Sentinel Balanced | PairCorr |
Sensitivity To Market
Sentinel Balanced Fund exhibits a beta of 0.6, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.49%.Volatility metrics for Sentinel Balanced Fund describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.52%. A fund’s volatility level is shaped by diversification, sector concentration, and the mix of assets held.
3 Months Beta |Analyze Sentinel Balanced Demand TrendCheck current 90 days Sentinel Balanced correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Sentinel measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 0.49 |
Standard deviation captures both upside and downside movement in Sentinel Balanced. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Sentinel Balanced's returns. Latest disclosures for Sentinel Balanced Fund show a Downside Deviation of 0.52, a Downside Variance of 0.27, and a Maximum Drawdown of 5.27.
Mutual Fund Volatility Analysis
Sentinel Balanced fund volatility is a measure of the speed and extent of Sentinel Balanced's price movements. High volatility generally means the mutual fund price moves dramatically up or down in a short period of time. Low volatility means Sentinel Balanced's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Sentinel Balanced Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Sentinel Balanced has a beta of 0.5964 . This usually implies as returns on the market go up, Sentinel Balanced's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Sentinel Balanced Fund is expected to be smaller as well.Investors in Sentinel Balanced face systematic risk from overall mutual fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Latest disclosures for Sentinel Balanced Fund show a Downside Deviation of 0.52, a Mean Deviation of 0.44, and a Semi Deviation of 0.50.
Predicted Return Density |
| Returns |
What Drives Sentinel Balanced's Price Volatility?
Several factors can influence Sentinel Balanced's market volatility:Industry Dynamics
Sector-level events can directly affect Sentinel Balanced's price stability. Regulatory changes, supply disruptions, or shifts in demand within Sentinel Balanced's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Sentinel Balanced.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Sentinel Balanced's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Sentinel Balanced. During periods of economic expansion, Sentinel Balanced's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Sentinel Balanced's Company-Specific Factors
Volatility can also stem from events unique to Sentinel Balanced. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Sentinel Balanced's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Sentinel Balanced's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Sentinel Balanced is -1061.39. The daily returns are distributed with a variance of 0.24 and standard deviation of 0.49. The mean deviation of Sentinel Balanced Fund is currently at 0.39. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.60 | |
σ | Overall volatility | 0.49 | |
Ir | Information ratio | 0.06 |
Mutual Fund Return Volatility
Sentinel Balanced return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.4886% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Evaluating Sentinel Mutual Fund requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SEBLX | 0.38 | -0.04 | 0.00 | -0.12 | 0.00 | 0.66 | 2.09 | |||
| SIBLX | 0.44 | 0.03 | 0.09 | 0.00 | 0.50 | 0.67 | 5.30 | |||
| FTCLX | 0.62 | -0.04 | 0.00 | -0.09 | 0.00 | 0.86 | 3.92 | |||
| FCAZX | 0.62 | -0.03 | 0.00 | -0.08 | 0.00 | 0.86 | 3.86 | |||
| MDRFX | 0.76 | 0.17 | 0.21 | 0.17 | 0.63 | 1.78 | 10.77 | |||
| DBMAX | 1.07 | -0.04 | 0.00 | -0.07 | 0.00 | 2.12 | 6.73 | |||
| SIEDX | 0.27 | 0.02 | 0.11 | 0.05 | 0.38 | 0.54 | 2.21 | |||
| BIRAX | 0.58 | -0.01 | 0.00 | -0.06 | 0.00 | 0.95 | 3.47 | |||
| PGROX | 0.96 | 0.27 | 0.32 | 0.33 | 0.60 | 0.93 | 23.66 | |||
| WBSNX | 0.91 | 0.02 | 0.00 | -0.03 | 0.00 | 1.75 | 6.10 |
Risk Metrics, Assumptions & Methodology
Volatility for Sentinel Balanced reflects NAV dispersion and exposure stability across disclosure periods. Observed drawdowns appear relatively moderate compared with broader market swings.
For Sentinel Balanced Fund, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSentinel Balanced Investment Opportunity
Sentinel Balanced Fund currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 1.61. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Sentinel Balanced Fund to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a moderate downward daily trend and can be a good diversifier. Check odds of Sentinel Balanced to be traded at $28.51 in 90 days.Poor diversification
The correlation between SBACX and DJI is 0.72, which Macroaxis classifies as Poor diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Sentinel Balanced Additional Risk Indicators
Secondary risk indicators for Sentinel Balanced Fund can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.007 | |||
| Market Risk Adjusted Performance | 0.0057 | |||
| Mean Deviation | 0.4398 | |||
| Semi Deviation | 0.5009 | |||
| Downside Deviation | 0.5228 | |||
| Coefficient Of Variation | 9070.05 | |||
| Standard Deviation | 0.6738 |
Sentinel Balanced Suggested Diversification Pairs
Pair analysis around Sentinel Balanced Fund matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Sentinel Balanced, market-wide risk remains. What pair trading can address is Sentinel Balanced's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.