Sentinel Multi Asset Income Fund Market Value
| SCSIX Fund | USD 41.55 0.28 0.68% |
| Symbol | Sentinel |
Sentinel Multi-asset 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sentinel Multi-asset's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sentinel Multi-asset.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Sentinel Multi-asset on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Sentinel Multi Asset Income or generate 0.0% return on investment in Sentinel Multi-asset over 90 days. Sentinel Multi-asset is related to or competes with Transamerica Large, Qs Large, Large Cap, Pax Large, Dana Large, Qs Us, and Siit Large. To pursue its investment objective, the fund will invest, under normal circumstances, at least 80 percent of its net ass... More
Sentinel Multi-asset Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sentinel Multi-asset's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sentinel Multi Asset Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0304 | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 2.21 |
Sentinel Multi-asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Multi-asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Multi-asset's standard deviation. In reality, there are many statistical measures that can use Sentinel Multi-asset historical prices to predict the future Sentinel Multi-asset's volatility.| Risk Adjusted Performance | 0.2143 | |||
| Jensen Alpha | 0.3104 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0322 | |||
| Treynor Ratio | (1.38) |
Sentinel Multi Asset Backtested Returns
Sentinel Multi-asset appears to be very steady, given 3 months investment horizon. Sentinel Multi Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sentinel Multi Asset Income, which you can use to evaluate the volatility of the fund. Please review Sentinel Multi-asset's Coefficient Of Variation of 392.44, risk adjusted performance of 0.2143, and Semi Deviation of 0.6761 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sentinel Multi-asset are expected to decrease at a much lower rate. During the bear market, Sentinel Multi-asset is likely to outperform the market.
Auto-correlation | 0.55 |
Modest predictability
Sentinel Multi Asset Income has modest predictability. Overlapping area represents the amount of predictability between Sentinel Multi-asset time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sentinel Multi Asset price movement. The serial correlation of 0.55 indicates that about 55.0% of current Sentinel Multi-asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Sentinel Multi Asset lagged returns against current returns
Autocorrelation, which is Sentinel Multi-asset mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sentinel Multi-asset's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Multi-asset returns to help us make a trade decision. For example, suppose you find that Sentinel Multi-asset has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sentinel Multi-asset regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sentinel Multi-asset mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel Multi-asset mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentinel Multi-asset mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Multi-asset Lagged Returns
When evaluating Sentinel Multi-asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Multi-asset mutual fund have on its future price. Sentinel Multi-asset autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sentinel Multi-asset autocorrelation shows the relationship between Sentinel Multi-asset mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel Multi Asset Income.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sentinel Mutual Fund
Sentinel Multi-asset financial ratios help investors to determine whether Sentinel Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sentinel with respect to the benefits of owning Sentinel Multi-asset security.
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