Driehaus International Small Fund Market Value
| DRIOX Fund | USD 11.98 0.15 1.27% |
| 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.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Driehaus International on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Driehaus International Small or generate 0.0% return on investment in Driehaus International over 90 days. Driehaus International is related to or competes with Eagle Growth, Smallcap Growth, Crafword Dividend, Aam/bahl Gaynor, Growth Fund, Artisan Small, and Ftfa Franklin. The fund uses a growth style of investment in equity securities, including common stocks and other equity securities of ... More
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 Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9825 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.04 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.3 |
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 | 0.0649 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0746 |
Driehaus International January 22, 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 | 0.0649 | |||
| Market Risk Adjusted Performance | 0.0846 | |||
| Mean Deviation | 0.6556 | |||
| Semi Deviation | 0.8396 | |||
| Downside Deviation | 0.9825 | |||
| Coefficient Of Variation | 1158.51 | |||
| Standard Deviation | 0.833 | |||
| Variance | 0.694 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0746 | |||
| Maximum Drawdown | 3.04 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.3 | |||
| Downside Variance | 0.9653 | |||
| Semi Variance | 0.705 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.32) | |||
| Kurtosis | (0.61) |
Driehaus International Backtested Returns
At this stage we consider Driehaus Mutual Fund to be slightly risky. Driehaus International secures Sharpe Ratio (or Efficiency) of 0.0863, which denotes the fund had a 0.0863 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Driehaus International Small, which you can use to evaluate the volatility of the entity. Please confirm Driehaus International's Coefficient Of Variation of 1158.51, mean deviation of 0.6556, and Downside Deviation of 0.9825 to check if the risk estimate we provide is consistent with the expected return of 0.0719%. The fund shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Driehaus International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Driehaus International is expected to be smaller as well.
Auto-correlation | -0.36 |
Poor reverse predictability
Driehaus International Small has poor reverse predictability. Overlapping area represents the amount of predictability between Driehaus International time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 -0.36 indicates that just about 36.0% of current Driehaus International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Driehaus Mutual Fund
Driehaus International financial ratios help investors to determine whether Driehaus 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 Driehaus with respect to the benefits of owning Driehaus International security.
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