Does lim possess a closed form expression ?
Inspired by this frequently asked question, I wondered what would happen if the sum were allowed to alternate. Numerically, it seems to converge to a value around ~\dfrac15 . Unfortunately, I wasn't truly able to grasp any of the various approaches used to evaluate the other related limit (yes, I actually read carefully through all of them), so I haven't been successful in developing a viable method for expressing this one either. (Perhaps a new, insightful answer will also help me cast some fresh light on older ones ?)
Answer
It was shown in the answers to this question that
e^{-x}\sum_{k=0}^n\frac{x^k}{k!} = \frac{1}{n!}\int_x^\infty e^{-t}\,t^n\,dt,
so setting x=-n we have
\begin{align} e^{n}\sum_{k=0}^n\frac{(-n)^k}{k!} &= \frac{1}{n!}\int_0^\infty e^{-t}\,t^n\,dt + \frac{1}{n!}\int_{-n}^0 e^{-t}\,t^n\,dt \\ &= 1 + \frac{(-1)^n}{n!} \int_0^n e^u u^n\,du \\ &= 1 + \frac{(-1)^n n^{n+1}}{n!} \int_0^1 e^{n [v+\log v]}\,dv. \tag{$*$} \end{align}
The quantity v+\log v is increasing and so has a maximum at v=1, and near there
v+\log v = 1 + 2(v-1) + O\!\left((v-1)^2\right).
By the Laplace method we therefore have
\int_0^1 e^{n [v+\log v]}\,dv \sim \int_{-\infty}^1 e^{n[1 + 2(v-1)]}\,dv = \frac{e^n}{2n}.
Using this and Stirling's formula
n! \sim \left(\frac{n}{e}\right)^n \sqrt{2\pi n}
we deduce from (*) that
\sum_{k=0}^n\frac{(-n)^k}{k!} \sim \frac{(-e)^n}{2\sqrt{2\pi n}}.
The limit in the question is
\lim_{n\to\infty}\frac{\sqrt n}{(-e)^n}\cdot\sum_{k=0}^n\frac{(-n)^k}{k!} = \frac{1}{2\sqrt{2\pi}} = 0.199471\ldots
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