Driehaus Emerging Related Correlations
DRESX Fund | USD 20.09 0.18 0.90% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Driehaus Mutual Fund performing well and Driehaus Emerging Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Driehaus Emerging's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
DIEMX | 0.57 | 0.04 | 0.05 | 0.11 | 0.57 | 1.27 | 3.31 | |||
DMAGX | 0.66 | 0.07 | 0.10 | 0.12 | 0.59 | 1.41 | 4.17 | |||
DMCRX | 1.16 | (0.01) | 0.02 | 0.05 | 1.31 | 2.47 | 6.14 | |||
DNSMX | 1.09 | 0.04 | 0.06 | 0.08 | 1.14 | 2.14 | 5.63 | |||
DREGX | 0.56 | 0.04 | 0.05 | 0.11 | 0.57 | 1.25 | 3.33 | |||
DRIOX | 0.54 | 0.02 | 0.02 | 0.08 | 0.66 | 1.43 | 3.45 | |||
DSMDX | 1.04 | 0.05 | 0.07 | 0.09 | 1.00 | 1.92 | 5.81 | |||
DVSMX | 1.09 | 0.04 | 0.06 | 0.08 | 1.14 | 2.18 | 5.60 | |||
DEVDX | 0.25 | (0.04) | 0.00 | (0.06) | 0.00 | 0.49 | 1.85 |