DoubleLine Shiller Enhanced CAPE (DSEEX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

The chart shows the growth of an initial investment of $10,000 in DoubleLine Shiller Enhanced CAPE, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

DoubleLine Shiller Enhanced CAPE (DSEEX) has returned -7.19% so far this year and 0.03% over the past 12 months. Over the last ten years, DSEEX has returned 11.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Nov 1, 2013, DSEEX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DSEEX closed higher 52% of trading days. The best single day was Dec 7, 2021 with a return of +28.2%, while the worst single day was Dec 8, 2021 at -20.3%.

DoubleLine Shiller Enhanced CAPE has an annualized alpha of 2.05%, beta of 0.95, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 04, 2013.

• This fund captured 109.74% of S&P 500 Index gains and 106.06% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This fund generated an annualized alpha of 2.05% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.95 and R² of 0.65, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

DSEEX has an expense ratio of 0.54%, placing it in the medium range.

DSEEX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and compare them to a chosen benchmark (S&P 500 Index).

DoubleLine Shiller Enhanced CAPE provided a 4.86% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for DoubleLine Shiller Enhanced CAPE. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the DoubleLine Shiller Enhanced CAPE. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DoubleLine Shiller Enhanced CAPE was 41.66%, occurring on Oct 14, 2022. Recovery took 728 trading sessions.

The current DoubleLine Shiller Enhanced CAPE drawdown is 10.31%.

The chart below shows the rolling one-month volatility.