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DSEUX vs. CEE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSEUX vs. CEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Shiller Enhanced International CAPE (DSEUX) and The Central and Eastern Europe Fund (CEE). The values are adjusted to include any dividend payments, if applicable.

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DSEUX vs. CEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSEUX
DoubleLine Shiller Enhanced International CAPE
6.56%29.25%-3.73%17.30%-17.38%18.40%10.73%23.17%-12.64%20.96%
CEE
The Central and Eastern Europe Fund
3.39%65.59%15.52%22.58%-67.78%13.62%-11.76%35.49%-5.73%21.34%

Returns By Period

In the year-to-date period, DSEUX achieves a 6.56% return, which is significantly higher than CEE's 3.39% return.


DSEUX

1D
1.34%
1M
-4.45%
YTD
6.56%
6M
13.51%
1Y
26.77%
3Y*
12.12%
5Y*
7.40%
10Y*

CEE

1D
4.75%
1M
-6.30%
YTD
3.39%
6M
21.72%
1Y
29.56%
3Y*
35.34%
5Y*
-2.58%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSEUX vs. CEE - Expense Ratio Comparison

DSEUX has a 0.61% expense ratio, which is lower than CEE's 1.26% expense ratio.


Return for Risk

DSEUX vs. CEE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSEUX
DSEUX Risk / Return Rank: 8282
Overall Rank
DSEUX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DSEUX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DSEUX Omega Ratio Rank: 7676
Omega Ratio Rank
DSEUX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DSEUX Martin Ratio Rank: 9090
Martin Ratio Rank

CEE
CEE Risk / Return Rank: 4949
Overall Rank
CEE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CEE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CEE Omega Ratio Rank: 4444
Omega Ratio Rank
CEE Calmar Ratio Rank: 7070
Calmar Ratio Rank
CEE Martin Ratio Rank: 3232
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.

DSEUX vs. CEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and The Central and Eastern Europe Fund (CEE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DSEUXCEEDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.95

+0.56

Sortino ratio

Return per unit of downside risk

1.96

1.51

+0.45

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

2.16

1.64

+0.52

Martin ratio

Return relative to average drawdown

10.28

3.50

+6.78

DSEUX vs. CEE - Sharpe Ratio Comparison

The current DSEUX Sharpe Ratio is 1.51, which is higher than the CEE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DSEUX and CEE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSEUXCEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.95

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

-0.07

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.09

+0.44

Correlation

The correlation between DSEUX and CEE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DSEUX vs. CEE - Dividend Comparison

DSEUX's dividend yield for the trailing twelve months is around 3.88%, more than CEE's 2.12% yield.


TTM20252024202320222021202020192018201720162015
DSEUX
DoubleLine Shiller Enhanced International CAPE
3.88%4.72%6.88%5.40%4.30%2.14%1.87%3.04%9.19%5.71%0.00%0.00%
CEE
The Central and Eastern Europe Fund
2.12%2.19%3.23%3.74%2.89%3.61%3.82%5.17%4.58%2.30%1.56%2.92%

Drawdowns

DSEUX vs. CEE - Drawdown Comparison

The maximum DSEUX drawdown since its inception was -36.27%, smaller than the maximum CEE drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DSEUX and CEE.


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Drawdown Indicators


DSEUXCEEDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

-82.98%

+46.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-15.02%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.58%

-79.89%

+48.31%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

Current Drawdown

Current decline from peak

-4.45%

-42.48%

+38.03%

Average Drawdown

Average peak-to-trough decline

-7.02%

-37.37%

+30.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

7.51%

-4.95%

Volatility

DSEUX vs. CEE - Volatility Comparison

The current volatility for DoubleLine Shiller Enhanced International CAPE (DSEUX) is 5.18%, while The Central and Eastern Europe Fund (CEE) has a volatility of 10.56%. This indicates that DSEUX experiences smaller price fluctuations and is considered to be less risky than CEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSEUXCEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

10.56%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

18.04%

-8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

31.31%

-14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

38.85%

-22.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

32.45%

-15.41%