- ISIN
- US2586208223
- CUSIP
- 258620822
- Issuer
- DoubleLine
- Inception Date
- Oct 31, 2013
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DSEEX Performance Chart
DoubleLine Shiller Enhanced CAPE (DSEEX) is down 2.1% since the beginning of the year. DSEEX is currently trading at $15 per share. Investors who bought $1,000 worth of DSEEX shares 5 years ago would now be looking at an investment worth $1,314.
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Returns By Period
DoubleLine Shiller Enhanced CAPE (DSEEX) has returned -2.11% so far this year and 3.44% over the past 12 months. Over the last ten years, DSEEX has returned 12.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.
DoubleLine Shiller Enhanced CAPE
- 1D
- -0.26%
- 1M
- -2.22%
- YTD
- -2.11%
- 6M
- -2.18%
- 1Y
- 3.44%
- 3Y*
- 10.15%
- 5Y*
- 5.61%
- 10Y*
- 12.03%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.34%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
DSEEX Monthly Returns History
Based on dividend-adjusted daily data since Nov 1, 2013, DSEEX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 63% of months were positive and 37% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.15% | 1.30% | -8.06% | 5.50% | -1.07% | -1.42% | -2.11% | ||||||
| 2025 | 3.41% | 2.47% | -4.14% | -0.78% | 2.93% | 2.95% | -0.96% | 3.48% | 0.35% | -3.24% | 3.80% | -0.76% | 9.49% |
| 2024 | -0.72% | 3.48% | 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% | -2.45% | 9.32% | 5.96% | 27.03% |
| 2022 | -4.82% | -2.65% | 2.24% | -5.97% | -3.10% | -10.51% | 12.43% | -4.16% | -12.02% | 6.09% | 6.89% | -7.57% | -23.24% |
| 2021 | -2.20% | 4.26% | 4.21% | 6.27% | 1.08% | 1.31% | 2.52% | 3.69% | -5.25% | 5.13% | -4.26% | 6.55% | 24.91% |
Benchmark Metrics
DoubleLine Shiller Enhanced CAPE has an annualized alpha of 1.29%, beta of 0.94, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 01, 2013.
- This fund participated in 105.98% of S&P 500 Index downside but only 105.21% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 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.
- Alpha
- 1.29%
- Beta
- 0.94
- R²
- 0.65
- Upside Capture
- 105.21%
- Downside Capture
- 105.98%
Expense Ratio
DSEEX has an expense ratio of 0.54%, placing it in the medium range.
Return for Risk
Risk / Return Rank
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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSEEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.66 | -2.36 |
| Martin ratioReturn relative to average drawdown | 1.05 | 11.86 | -10.81 |
Dividends
Dividend History
DoubleLine Shiller Enhanced CAPE provided a 5.05% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.77 | $0.79 | $0.75 | $0.65 | $1.94 | $5.08 | $0.32 | $1.23 | $1.96 | $1.39 | $0.56 | $0.53 |
Dividend yield | 5.05% | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 7.57% | 15.27% | 9.09% | 4.09% | 4.43% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.06 | $0.05 | $0.07 | $0.06 | $0.06 | $0.00 | $0.31 | ||||||
| 2025 | $0.06 | $0.06 | $0.06 | $0.06 | $0.08 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.06 | $0.07 | $0.79 |
| 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 | $0.65 |
| 2022 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.06 | $1.54 | $1.94 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $4.81 | $5.08 |
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 41.66%, occurring on Oct 14, 2022. Recovery took 728 trading sessions.
The current DoubleLine Shiller Enhanced CAPE drawdown is 5.39%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -41.66%Oct 2022 | 10mo 10d | 2y 11mo | 3y 9moDec 2021 - Sep 2025 |
COVID crash2020 | -40.62%Mar 2020 | 1mo 3d | 5mo 11d | 6mo 14dFeb 2020 - Sep 2020 |
Rate-hike selloffLate 2018 | -20.70%Dec 2018 | 2mo 23d | 3mo 15d | 6mo 8dOct 2018 - Apr 2019 |
2015 correction2015 | -11.78%Aug 2015 | 1mo 5d | 6mo 25d | 8moJul 2015 - Mar 2016 |
2026 correction2026 | -10.80%Mar 2026 | 25d | — | 3mo 21dMar 2026 - now |
Drawdown Indicators
| DSEEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -56.78% | +15.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -9.10% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -14.57% | -18.90% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -25.43% | -16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -33.92% | -7.74% |
Current DrawdownCurrent decline from peak | -5.39% | -2.49% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -10.72% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.03% | +1.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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