DoubleLine Shiller Enhanced CAPE (DSEEX)
The investment seeks total return which exceeds the total return of its benchmark index. The fund seeks total return (capital appreciation and current income) in excess of the Shiller Barclays CAPE US Sector TR USD Index. It will seek to use derivatives, or a combination of derivatives and direct investments, to provide a return (before fees and expenses) that approximates the performance of the index. The fund will also invest in a portfolio of debt securities to seek to provide additional total return over the long term.
Fund Info
| ISIN | US2586208223 |
|---|---|
| CUSIP | 258620822 |
| Issuer | DoubleLine |
| Inception Date | Oct 31, 2013 |
| Category | Large Cap Blend Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DSEEX features an expense ratio of 0.54%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: DSEEX vs. CAPE, DSEEX vs. YACKX, DSEEX vs. YAFFX, DSEEX vs. SPY, DSEEX vs. FXAIX, DSEEX vs. SPMO
Performance
Performance Chart
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.
Returns By Period
DoubleLine Shiller Enhanced CAPE had a return of 16.89% year-to-date (YTD) and 30.17% in the last 12 months. Over the past 10 years, DoubleLine Shiller Enhanced CAPE had an annualized return of 6.15%, while the S&P 500 had an annualized return of 11.39%, indicating that DoubleLine Shiller Enhanced CAPE did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.89% | 25.45% |
| 1 month | 5.22% | 2.91% |
| 6 months | 13.45% | 14.05% |
| 1 year | 30.17% | 35.64% |
| 5 years (annualized) | 3.02% | 14.13% |
| 10 years (annualized) | 6.15% | 11.39% |
Monthly Returns
The table below presents the monthly returns of DSEEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.72% | 3.47% | 2.59% | -5.95% | 3.63% | 1.37% | 3.03% | 3.07% | 1.46% | -1.09% | 16.89% | ||
| 2023 | 11.35% | -3.03% | 0.51% | 0.78% | -1.69% | 8.26% | 3.76% | -2.48% | -4.56% | -2.44% | 9.32% | 5.97% | 27.05% |
| 2022 | -4.82% | -2.65% | 2.24% | -5.97% | -3.10% | -10.51% | 12.43% | -4.16% | -12.01% | 6.09% | 6.89% | -17.50% | -31.49% |
| 2021 | -2.20% | 4.26% | 4.21% | 6.27% | 1.08% | 1.31% | 2.52% | 3.69% | -5.25% | 5.14% | -4.26% | -16.90% | -2.58% |
| 2020 | -0.18% | -8.08% | -21.21% | 12.89% | 7.35% | 3.52% | 6.00% | 8.44% | -3.09% | -2.26% | 13.51% | 3.73% | 16.27% |
| 2019 | 8.88% | 3.85% | 2.84% | 4.25% | -5.84% | 6.90% | 1.99% | -1.80% | 1.01% | 2.74% | 3.10% | -0.16% | 30.56% |
| 2018 | 6.47% | -3.29% | -3.05% | -0.06% | 2.96% | 0.31% | 4.42% | 4.13% | 1.29% | -8.41% | 1.45% | -17.99% | -13.52% |
| 2017 | 3.01% | 4.11% | 0.71% | 2.13% | 2.05% | -0.60% | 2.09% | 0.78% | -0.06% | 1.94% | 3.24% | -6.15% | 13.64% |
| 2016 | -4.15% | 1.52% | 7.00% | -0.51% | 1.83% | 1.90% | 5.33% | 1.07% | 1.52% | -3.13% | 5.05% | -0.22% | 17.96% |
| 2015 | -1.54% | 6.04% | -1.64% | 0.41% | 2.06% | -2.52% | 2.90% | -6.71% | -2.34% | 9.28% | -0.02% | -1.91% | 3.06% |
| 2014 | -2.94% | 5.15% | 1.40% | 1.71% | 3.17% | 2.76% | -1.68% | 4.09% | -2.69% | 3.39% | 4.24% | -1.62% | 17.83% |
| 2013 | 2.01% | 2.15% | 4.20% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSEEX is 50, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DoubleLine Shiller Enhanced CAPE provided a 4.61% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.66 | $0.46 | $0.29 | $0.32 | $0.45 | $0.43 | $0.33 | $0.29 | $0.34 | $0.31 | $0.05 |
Dividend yield | 4.61% | 4.60% | 3.87% | 1.63% | 1.73% | 2.74% | 3.38% | 2.16% | 2.12% | 2.88% | 2.61% | 0.48% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.06 | $0.06 | $0.00 | $0.62 | |
| 2023 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.66 |
| 2022 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.46 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.02 | $0.29 |
| 2020 | $0.03 | $0.03 | $0.04 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.32 |
| 2019 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.03 | $0.45 |
| 2018 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.43 |
| 2017 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.33 |
| 2016 | $0.03 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.29 |
| 2015 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.34 |
| 2014 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.31 |
| 2013 | $0.02 | $0.03 | $0.05 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 46.92%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current DoubleLine Shiller Enhanced CAPE drawdown is 19.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.92% | Nov 4, 2021 | 289 | Dec 28, 2022 | — | — | — |
| -40.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -28.57% | Oct 2, 2018 | 58 | Dec 24, 2018 | 262 | Jan 9, 2020 | 320 |
| -11.78% | Jul 21, 2015 | 26 | Aug 25, 2015 | 148 | Mar 29, 2016 | 174 |
| -10.31% | Jan 29, 2018 | 44 | Apr 2, 2018 | 88 | Aug 6, 2018 | 132 |
Volatility
Volatility Chart
The current DoubleLine Shiller Enhanced CAPE volatility is 3.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.