Sentinel Low Duration Fund Market Value
| SSSGX Fund | USD 9.24 0.00 0.00% |
| Symbol | Sentinel |
Sentinel Low '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 Low'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 Low.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sentinel Low on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sentinel Low Duration or generate 0.0% return on investment in Sentinel Low over 90 days. Sentinel Low is related to or competes with Short Term, Sit Us, Jpmorgan Government, Franklin Adjustable, Wesmark Government, Virtus Seix, and Intermediate Government. The fund invests, under normal market conditions, at least 80 percent of its assets in fixed-income securities More
Sentinel Low 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 Low'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 Low Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.141 | |||
| Information Ratio | 1.12 | |||
| Maximum Drawdown | 0.6573 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1098 |
Sentinel Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Low's standard deviation. In reality, there are many statistical measures that can use Sentinel Low historical prices to predict the future Sentinel Low's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | 0.0195 | |||
| Sortino Ratio | 0.8195 | |||
| Treynor Ratio | 0.3894 |
Sentinel Low Duration Backtested Returns
At this stage we consider Sentinel Mutual Fund to be very steady. Sentinel Low Duration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Sentinel Low Duration, which you can use to evaluate the volatility of the fund. Please validate Sentinel Low's Downside Deviation of 0.141, standard deviation of 0.1037, and Risk Adjusted Performance of 0.0649 to confirm if the risk estimate we provide is consistent with the expected return of 0.02%. The entity has a beta of 0.0168, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sentinel Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sentinel Low is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Sentinel Low Duration has good predictability. Overlapping area represents the amount of predictability between Sentinel Low time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Low Duration price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Sentinel Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sentinel Low Duration lagged returns against current returns
Autocorrelation, which is Sentinel Low 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 Low's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Low returns to help us make a trade decision. For example, suppose you find that Sentinel Low 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 Low 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 Low mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel Low 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 Low mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Low Lagged Returns
When evaluating Sentinel Low's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Low mutual fund have on its future price. Sentinel Low 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 Low autocorrelation shows the relationship between Sentinel Low mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel Low Duration.
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 Low 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 Low security.
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