Famed momentum investor Richard Driehaus, suffering through an abysmal year, has begun constructing a replica of a 17th-century Dutch fort to serve as his mountaintop retreat in St. Thomas, in the U.S. Virgin Islands. Driehaus's assets under management doubled, to $6 billion, in 1999 but have since dropped to $3 billion, thanks to customer withdrawals and poor performance. "I could use a getaway after this year," concedes the Chicago-based money manager, "Besides, the weather in St. Thomas is a little better." Not to mention that the 59-year-old growth maven recently launched a $10 million Virgin Islands-based microcap hedge fund. His pricey new home overlooking Charlotte Amalie Harbor is scheduled to be finished by year-end. Jokes Driehaus, "The market had better come back."