Driehaus International Developed Fund Market Value
| DIDEX Fund | 12.79 0.02 0.16% |
| Symbol | Driehaus |
Driehaus International '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 Driehaus International'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 Driehaus International.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Driehaus International on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Driehaus International Developed or generate 0.0% return on investment in Driehaus International over 30 days.
Driehaus International 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 Driehaus International'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 Driehaus International Developed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8578 | |||
| Information Ratio | 0.0104 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.42 |
Driehaus International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Driehaus International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Driehaus International's standard deviation. In reality, there are many statistical measures that can use Driehaus International historical prices to predict the future Driehaus International's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.0181 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0098 | |||
| Treynor Ratio | 0.1106 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Driehaus International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Driehaus International Backtested Returns
At this stage we consider Driehaus Mutual Fund to be very steady. Driehaus International secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Driehaus International Developed, which you can use to evaluate the volatility of the entity. Please confirm Driehaus International's Downside Deviation of 0.8578, coefficient of variation of 745.2, and Mean Deviation of 0.6246 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. Driehaus International returns are very sensitive to returns on the market. As the market goes up or down, Driehaus International is expected to follow.
Auto-correlation | 0.37 |
Below average predictability
Driehaus International Developed has below average predictability. Overlapping area represents the amount of predictability between Driehaus International time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Driehaus International price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Driehaus International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Driehaus International lagged returns against current returns
Autocorrelation, which is Driehaus International 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 Driehaus International's mutual fund expected returns. We can calculate the autocorrelation of Driehaus International returns to help us make a trade decision. For example, suppose you find that Driehaus International 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 |
Driehaus International 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 Driehaus International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Driehaus International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Driehaus International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Driehaus International Lagged Returns
When evaluating Driehaus International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Driehaus International mutual fund have on its future price. Driehaus International 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, Driehaus International autocorrelation shows the relationship between Driehaus International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Driehaus International Developed.
Regressed Prices |
| Timeline |
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