Diamond Hill Long Short Fund Market Value
| DIAMX Fund | USD 30.18 0.14 0.47% |
| Symbol | Diamond |
Diamond Hill '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 Diamond Hill'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 Diamond Hill.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Diamond Hill on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Diamond Hill Long Short or generate 0.0% return on investment in Diamond Hill over 90 days. Diamond Hill is related to or competes with Diamond Hill, Harbor Small, Columbia Dividend, T Rowe, T Rowe, Blackrock Acwi, and Blackrock Midcap. The fund invests its assets in U.S. equity securities of any size capitalization that the Adviser believes are undervalu... More
Diamond Hill 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 Diamond Hill'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 Diamond Hill Long Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4001 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 1.81 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.6958 |
Diamond Hill Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diamond Hill's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diamond Hill's standard deviation. In reality, there are many statistical measures that can use Diamond Hill historical prices to predict the future Diamond Hill's volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.0117 | |||
| Total Risk Alpha | 0.005 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.072 |
Diamond Hill February 19, 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 | 0.0563 | |||
| Market Risk Adjusted Performance | 0.082 | |||
| Mean Deviation | 0.3375 | |||
| Semi Deviation | 0.319 | |||
| Downside Deviation | 0.4001 | |||
| Coefficient Of Variation | 1203.73 | |||
| Standard Deviation | 0.407 | |||
| Variance | 0.1656 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0117 | |||
| Total Risk Alpha | 0.005 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.072 | |||
| Maximum Drawdown | 1.81 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.6958 | |||
| Downside Variance | 0.1601 | |||
| Semi Variance | 0.1017 | |||
| Expected Short fall | (0.39) | |||
| Skewness | 0.0305 | |||
| Kurtosis | (0.42) |
Diamond Hill Long Backtested Returns
At this stage we consider Diamond Mutual Fund to be very steady. Diamond Hill Long secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Diamond Hill Long Short, which you can use to evaluate the volatility of the entity. Please confirm Diamond Hill's Mean Deviation of 0.3375, semi deviation of 0.319, and Downside Deviation of 0.4001 to check if the risk estimate we provide is consistent with the expected return of 0.0562%. The fund shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Diamond Hill's returns are expected to increase less than the market. However, during the bear market, the loss of holding Diamond Hill is expected to be smaller as well.
Auto-correlation | -0.69 |
Very good reverse predictability
Diamond Hill Long Short has very good reverse predictability. Overlapping area represents the amount of predictability between Diamond Hill time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 Diamond Hill Long price movement. The serial correlation of -0.69 indicates that around 69.0% of current Diamond Hill price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Diamond Mutual Fund
Diamond Hill financial ratios help investors to determine whether Diamond 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 Diamond with respect to the benefits of owning Diamond Hill security.
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