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
US2586208223
258620822
Oct 31, 2013
$100,000
Large-Cap
Blend
Expense Ratio
DSEEX has an expense ratio of 0.54%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DoubleLine Shiller Enhanced CAPE (DSEEX) returned 0.93% year-to-date (YTD) and 10.76% over the past 12 months. Over the past 10 years, DSEEX returned 5.34% annually, underperforming the S&P 500 benchmark at 10.45%.
DSEEX
0.93%
3.25%
-2.51%
10.76%
6.33%
5.34%
^GSPC (Benchmark)
-3.77%
3.72%
-5.60%
8.55%
14.11%
10.45%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.41% | 2.47% | -4.14% | -0.77% | 0.13% | 0.93% | |||||||
| 2024 | -0.72% | 3.47% | 2.59% | -5.95% | 3.63% | 1.37% | 3.03% | 3.07% | 1.46% | -1.09% | 8.64% | -6.40% | 12.84% |
| 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 | -0.17% | -8.08% | -21.21% | 12.89% | 7.35% | 3.53% | 5.99% | 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% | 1.44% | -17.99% | -13.52% |
| 2017 | 3.01% | 4.11% | 0.72% | 2.13% | 2.05% | -0.60% | 2.09% | 0.78% | -0.06% | 1.94% | 3.24% | -6.15% | 13.64% |
| 2016 | -4.15% | 1.53% | 7.00% | -0.51% | 1.83% | 1.90% | 5.33% | 1.07% | 1.52% | -3.14% | 5.05% | -0.22% | 17.96% |
| 2015 | -1.54% | 6.04% | -1.64% | 0.41% | 2.06% | -2.52% | 2.90% | -6.72% | -2.34% | 9.28% | -0.02% | -1.91% | 3.06% |
| 2014 | -2.94% | 5.16% | 1.39% | 1.71% | 3.17% | 2.76% | -1.68% | 4.09% | -2.69% | 3.39% | 4.24% | -1.62% | 17.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSEEX is 68, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
DoubleLine Shiller Enhanced CAPE provided a 5.04% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.77 | $0.75 | $0.66 | $0.46 | $0.29 | $0.32 | $0.45 | $0.43 | $0.33 | $0.29 | $0.34 | $0.31 |
Dividend yield | 5.04% | 4.92% | 4.60% | 3.87% | 1.63% | 1.73% | 2.74% | 3.38% | 2.16% | 2.12% | 2.88% | 2.61% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.25 | |||||||
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.06 | $0.06 | $0.06 | $0.07 | $0.75 |
| 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 |
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.
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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 21.79%.
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 chart below shows the rolling one-month volatility.
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