Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SECMX (SENTINEL MULTI-ASSET INCOME FUND CLASS A) | NA | 2.18% | 3.39% | 4.95% | 4.39% | NA | NA | 5.92% |
Data as of 10/27/2017, AR inception is 04/22/2003
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SECMX (SENTINEL MULTI-ASSET INCOME FUND CLASS A) | 04/22/2003 | 10/27/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -3.23 | 2.18 | 3.39 | 4.95 | 4.39 | NA | NA | 5.92 | 2.31 | 7.63 | -0.40 | 3.52 | 11.05 | 8.65 | 2.44 | 10.30 | 17.34 | -15.44 | 6.59 | 9.63 | 0.95 | 8.01 | 14.34 |
Sharpe Ratio | NA | 0.46 | 0.71 | 1.07 | 0.57 | NA | NA | 0.75 | 0.62 | 1.43 | -0.10 | 0.82 | 2.31 | 1.42 | 0.23 | 1.53 | 2.08 | -1.27 | 0.59 | 1.67 | -0.34 | 1.72 | 4.94 |
Standard Deviation(%) | NA | 3.61 | 4.44 | 4.48 | 7.32 | NA | NA | 6.52 | 3.61 | 5.19 | 4.13 | 4.28 | 4.76 | 6.11 | 10.53 | 6.69 | 8.29 | 12.84 | 6.02 | 3.80 | 3.58 | 4.10 | 4.15 |
Draw Down(%) | NA | 3.38 | 7.74 | 7.74 | 22.01 | NA | NA | 22.01 | 3.38 | 4.02 | 4.85 | 4.62 | 3.86 | 5.84 | 9.34 | 4.63 | 8.22 | 21.80 | 3.62 | 3.12 | 3.60 | 5.00 | 4.11 |
Yield(%) | 0.00 | 3.34 | 7.09 | 5.53 | 4.21 | 4.98 | 3.73 | 5.33 | 2.04 | 4.04 | 9.54 | 8.97 | 1.82 | 1.72 | 2.25 | 2.18 | 3.35 | 3.25 | 4.33 | 6.52 | 5.62 | 6.25 | 3.45 |
Data as of 10/27/2017, AR inception is 04/22/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SECMX (SENTINEL MULTI-ASSET INCOME FUND CLASS A) |
-2.22%
Feb 2006 - Feb 2009 |
0.53%
Feb 2004 - Feb 2009 |
4.64%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SECMX (SENTINEL MULTI-ASSET INCOME FUND CLASS A) |
13.07%
Feb 2009 - Feb 2012 |
10.90%
Feb 2009 - Feb 2014 |
6.25%
Jul 2003 - Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart