DoubleLine Shiller Enhanced International CAPE (DSEUX)
The investment seeks total return which exceeds the total return of its benchmark index over a full market cycle. The fund seeks total return (capital appreciation and current income) in excess of the benchmark index, the MSCI Europe Net Return USD Index, over a full market cycle. It will seek to use derivatives, or a combination of derivatives and direct investments, to provide a return that approximates the performance of the Shiller Barclays CAPE® Europe Sector Net TR NoC USD Index (the "index"). The index is currently composed of issuers in fifteen different countries, generally in Europe.
Fund Info
| ISIN | US2586206326 |
|---|---|
| CUSIP | 258620632 |
| Issuer | DoubleLine |
| Inception Date | Dec 22, 2016 |
| Category | Europe Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Expense Ratio
DSEUX has a high expense ratio of 0.61%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DoubleLine Shiller Enhanced International 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 International CAPE had a return of -0.74% year-to-date (YTD) and 0.83% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -0.74% | 5.57% |
| 1 month | -3.08% | -4.16% |
| 6 months | 15.18% | 20.07% |
| 1 year | 0.83% | 20.82% |
| 5 years (annualized) | 6.84% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.51% | -0.92% | 3.89% | |||||||||
| 2023 | -3.26% | 9.83% | 5.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSEUX is 8, indicating that it is in the bottom 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
DoubleLine Shiller Enhanced International CAPE(DSEUX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) 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 International CAPE granted a 5.22% dividend yield in the last twelve months. The annual payout for that period amounted to $0.63 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.63 | $0.66 | $0.47 | $0.30 | $0.22 | $0.34 | $0.86 | $0.66 |
Dividend yield | 5.22% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% |
Monthly Dividends
The table displays the monthly dividend distributions for DoubleLine Shiller Enhanced International 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.06 | $0.06 | $0.05 | |||||||||
| 2023 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 |
| 2022 | $0.03 | $0.02 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 |
| 2021 | $0.01 | $0.01 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 |
| 2020 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 |
| 2019 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.03 |
| 2018 | $0.02 | $0.01 | $0.03 | $0.03 | $0.05 | $0.04 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.49 |
| 2017 | $0.00 | $0.01 | $0.00 | $0.01 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.04 | $0.04 | $0.39 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DoubleLine Shiller Enhanced International 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 International CAPE was 39.31%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current DoubleLine Shiller Enhanced International CAPE drawdown is 5.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.31% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -31.58% | Jun 16, 2021 | 335 | Oct 12, 2022 | — | — | — |
| -18.09% | Jan 29, 2018 | 231 | Dec 27, 2018 | 232 | Nov 27, 2019 | 463 |
| -4.33% | Oct 12, 2017 | 25 | Nov 15, 2017 | 34 | Jan 5, 2018 | 59 |
| -3.32% | Feb 17, 2021 | 8 | Feb 26, 2021 | 8 | Mar 10, 2021 | 16 |
Volatility
Volatility Chart
The current DoubleLine Shiller Enhanced International CAPE volatility is 4.16%, 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.