Ivy Small Cap Fund Fundamentals
| IVVIX Fund | USD 21.92 0.08 0.36% |
As of the 29th of January, Ivy Small retains the Market Risk Adjusted Performance of 0.2222, downside deviation of 0.719, and Risk Adjusted Performance of 0.1636. Ivy Small technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Ivy Small's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Ivy Small's valuation are provided below:Ivy Small Cap does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Ivy |
Ivy Small '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 Ivy Small'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 Ivy Small.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Ivy Small on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Ivy Small Cap or generate 0.0% return on investment in Ivy Small over 90 days. Ivy Small is related to or competes with Small Cap, Rbb Fund, Omni Small, Federated Strategic, Vanguard, T Rowe, and Delaware Limited-term. The fund seeks to achieve its objective by investing primarily in various types of equity securities of small-capitaliza... More
Ivy Small 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 Ivy Small'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 Ivy Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.719 | |||
| Information Ratio | 0.1284 | |||
| Maximum Drawdown | 3.62 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.49 |
Ivy Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ivy Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ivy Small's standard deviation. In reality, there are many statistical measures that can use Ivy Small historical prices to predict the future Ivy Small's volatility.| Risk Adjusted Performance | 0.1636 | |||
| Jensen Alpha | 0.1169 | |||
| Total Risk Alpha | 0.0973 | |||
| Sortino Ratio | 0.1439 | |||
| Treynor Ratio | 0.2122 |
Ivy Small January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1636 | |||
| Market Risk Adjusted Performance | 0.2222 | |||
| Mean Deviation | 0.6183 | |||
| Semi Deviation | 0.4672 | |||
| Downside Deviation | 0.719 | |||
| Coefficient Of Variation | 451.78 | |||
| Standard Deviation | 0.8059 | |||
| Variance | 0.6495 | |||
| Information Ratio | 0.1284 | |||
| Jensen Alpha | 0.1169 | |||
| Total Risk Alpha | 0.0973 | |||
| Sortino Ratio | 0.1439 | |||
| Treynor Ratio | 0.2122 | |||
| Maximum Drawdown | 3.62 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.517 | |||
| Semi Variance | 0.2183 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.2159 | |||
| Kurtosis | 0.6039 |
Ivy Small Cap Backtested Returns
At this stage we consider Ivy Mutual Fund to be out of control. Ivy Small Cap holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ivy Small Cap, which you can use to evaluate the volatility of the entity. Please check out Ivy Small's Downside Deviation of 0.719, market risk adjusted performance of 0.2222, and Risk Adjusted Performance of 0.1636 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The fund retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ivy Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ivy Small is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Ivy Small Cap has very good predictability. Overlapping area represents the amount of predictability between Ivy Small time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ivy Small Cap price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Ivy Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
The most critical factor to remember is that the price of equity takes a firm's debt into account, whereas the sales indicators do not consider financial leverage. Generally speaking, Price to Sales ratio shows how much market values every dollar of the company's sales.
| Competition |
Based on the latest financial disclosure, Ivy Small Cap has a Price To Sales of 1.05 times. This is much higher than that of the Ivy Funds family and significantly higher than that of the Small Blend category. The price to sales for all United States funds is notably lower than that of the firm.
Ivy Small Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Ivy Small's current stock value. Our valuation model uses many indicators to compare Ivy Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Ivy Small competition to find correlations between indicators driving Ivy Small's intrinsic value. More Info.Ivy Small Cap is currently considered the top fund in price to earning among similar funds. It also is currently considered the top fund in price to book among similar funds fabricating about 1.28 of Price To Book per Price To Earning. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Ivy Small's earnings, one of the primary drivers of an investment's value.Ivy Price To Sales Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Ivy Small's direct or indirect competition against its Price To Sales to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Ivy Small could also be used in its relative valuation, which is a method of valuing Ivy Small by comparing valuation metrics of similar companies.Ivy Small is currently under evaluation in price to sales among similar funds.
Ivy Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Ivy Small's current stock value. Our valuation model uses many indicators to compare Ivy Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Ivy Small competition to find correlations between indicators driving Ivy Small's intrinsic value. More Info.Ivy Small Cap is currently considered the top fund in price to earning among similar funds. It also is currently considered the top fund in price to book among similar funds fabricating about 1.28 of Price To Book per Price To Earning. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Ivy Small's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Ivy Small
The fund consists of 94.5% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Ivy Small's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Ivy Fundamentals
| Price To Earning | 1.76 X | |||
| Price To Book | 2.25 X | |||
| Price To Sales | 1.05 X | |||
| Total Asset | 771.34 M | |||
| Annual Yield | 0 % | |||
| Year To Date Return | 4.41 % | |||
| One Year Return | 8.72 % | |||
| Three Year Return | 12.27 % | |||
| Five Year Return | 8.70 % | |||
| Ten Year Return | 8.80 % | |||
| Net Asset | 782.41 M | |||
| Last Dividend Paid | 0.02 | |||
| Cash Position Weight | 5.50 % | |||
| Equity Positions Weight | 94.50 % |
About Ivy Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Ivy Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Ivy Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Ivy Small Cap based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund seeks to achieve its objective by investing primarily in various types of equity securities of small-capitalization companies that the manager believes have the greatest potential for capital appreciation. Ivy Small is traded on NASDAQ Exchange in the United States.
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 Ivy Mutual Fund
Ivy Small financial ratios help investors to determine whether Ivy 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 Ivy with respect to the benefits of owning Ivy Small security.
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