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ISIN
US68259P5540
CUSIP
68259P554
Inception Date
Mar 6, 2016
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

TNVDX Performance Chart

1290 DoubleLine Dynamic Allocation Fund (TNVDX) is up 5.2% since the beginning of the year. TNVDX is currently trading at $11 per share. Investors who bought $1,000 worth of TNVDX shares 5 years ago would now be looking at an investment worth $1,328.


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S&P 500 Index

Returns By Period

1290 DoubleLine Dynamic Allocation Fund (TNVDX) has returned 5.22% so far this year and 13.40% over the past 12 months.


1290 DoubleLine Dynamic Allocation Fund

1D
0.37%
1M
0.70%
YTD
5.22%
6M
5.32%
1Y
13.40%
3Y*
9.73%
5Y*
5.84%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNVDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, TNVDX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.2%, while the worst month was Mar 2020 at -8.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TNVDX closed higher 49% of trading days. The best single day was Mar 26, 2020 with a return of +4.8%, while the worst single day was Mar 16, 2020 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.33%2.39%-4.55%3.31%1.83%-0.00%5.22%
20251.50%0.80%-1.61%-0.15%1.27%2.28%0.25%1.95%1.27%0.39%1.38%0.70%10.45%
20240.51%0.81%2.10%-1.42%1.20%0.42%1.95%2.51%1.53%-0.94%0.84%-1.12%8.62%
20233.46%-1.65%0.84%0.91%-0.99%1.85%1.83%-1.26%-1.80%-1.79%4.22%3.60%9.34%
2022-3.04%-2.15%0.55%-5.37%-0.96%-5.83%6.71%-0.64%-4.36%3.12%4.66%-0.69%-8.50%
2021-1.30%1.32%1.74%3.33%0.50%1.07%1.30%1.53%-3.09%2.61%-1.83%2.93%10.36%

Benchmark Metrics

1290 DoubleLine Dynamic Allocation Fund has an annualized alpha of 1.41%, beta of 0.42, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 52.70% of S&P 500 Index downside but only 45.11% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.41%
Beta
0.42
0.77
Upside Capture
45.11%
Downside Capture
52.70%

Expense Ratio

TNVDX has a high expense ratio of 1.27%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TNVDX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TNVDX Risk / Return Rank: 6262
Overall Rank
TNVDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TNVDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
TNVDX Omega Ratio Rank: 7979
Omega Ratio Rank
TNVDX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TNVDX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for 1290 DoubleLine Dynamic Allocation Fund (TNVDX) 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.


TNVDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

2.44

2.78

-0.35

Martin ratioReturn relative to average drawdown

9.18

12.44

-3.26

Dividends

Dividend History

1290 DoubleLine Dynamic Allocation Fund provided a 8.11% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.88$0.81$1.00$0.57$0.47$1.17$0.94$0.61$0.49$0.65

Dividend yield

8.11%7.69%9.73%5.52%4.67%10.18%8.15%5.58%5.02%6.06%

Monthly Dividends

The table displays the monthly dividend distributions for 1290 DoubleLine Dynamic Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.04$0.05$0.05$0.05$0.00$0.23
2025$0.02$0.03$0.03$0.03$0.04$0.03$0.05$0.03$0.04$0.04$0.07$0.38$0.81
2024$0.03$0.03$0.02$0.04$0.05$0.02$0.04$0.04$0.04$0.04$0.04$0.61$1.00
2023$0.08$0.00$0.05$0.04$0.04$0.04$0.04$0.04$0.03$0.00$0.05$0.18$0.57
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.04$0.04$0.04$0.24$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17$1.17

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 1290 DoubleLine Dynamic Allocation Fund. 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 1290 DoubleLine Dynamic Allocation Fund was 20.14%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current 1290 DoubleLine Dynamic Allocation Fund drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.14%Mar 2020
29d2mo 20d
3mo 19dFeb 2020 - Jun 2020
Bear market2022
-17.69%Jun 2022
5mo 17d1y 7mo
2y 25dDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-10.22%Dec 2018
2mo 22d2mo 27d
5mo 19dOct 2018 - Mar 2019
2025 selloff2025
-6.21%Apr 2025
1mo 6d1mo 29d
3mo 5dMar 2025 - Jun 2025
2018 pullback2018
-5.59%Apr 2018
2mo 3d4mo 29d
7mo 2dJan 2018 - Aug 2018

Drawdown Indicators


TNVDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-56.78%

+36.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-9.10%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-6.21%

-18.90%

+12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-25.43%

+7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.28%

-1.80%

+1.52%

Average Drawdown

Average peak-to-trough decline

-2.63%

-10.71%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.03%

-0.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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