DoubleLine Shiller Enhanced CAPE® I
Name
Price
Aum/Mkt Cap
YIELD & DIV
Exp Ratio
Watchlist
Vitals
YTD Return
18.8%
1 yr return
37.1%
3 Yr Avg Return
17.9%
5 Yr Avg Return
18.6%
Net Assets
$10.3 B
Holdings in Top 10
25.5%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.56%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 69.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$100,000
IRA
$5,000
Fund Classification
Fund Type
Open End Mutual Fund
Investment Style
Large Blend
Name
Price
Aum/Mkt Cap
YIELD & DIV
Exp Ratio
Watchlist
DSEEX - Profile
Distributions
- YTD Total Return 18.8%
- 3 Yr Annualized Total Return 17.9%
- 5 Yr Annualized Total Return 18.6%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 1.64%
- Dividend Yield 1.3%
- Dividend Distribution Frequency Monthly
Fund Details
-
Legal NameDoubleLine Shiller Enhanced CAPE®
-
Fund Family NameDoubleLine
-
Inception DateOct 31, 2013
-
Shares Outstanding421931189
-
Share ClassInst
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerJeffrey Sherman
Fund Description
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.
DSEEX - Performance
Return Ranking - Trailing
| Period | DSEEX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| YTD | 18.8% | -71.0% | 46.0% | 38.42% |
| 1 Yr | 37.1% | 5.6% | 73.4% | 14.33% |
| 3 Yr | 17.9%* | -2.4% | 25.0% | 29.41% |
| 5 Yr | 18.6%* | 3.5% | 26.8% | 10.36% |
| 10 Yr | N/A* | 4.3% | 17.8% | N/A |
* Annualized
Return Ranking - Calendar
| Period | DSEEX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| 2020 | 13.8% | -94.0% | 2181.7% | 36.01% |
| 2019 | 26.8% | -22.7% | 41.1% | 29.48% |
| 2018 | -15.9% | -100.0% | 4.6% | 61.62% |
| 2017 | 11.2% | -100.0% | 33.2% | 66.81% |
| 2016 | 15.3% | -44.8% | 25.0% | 1.39% |
Total Return Ranking - Trailing
| Period | DSEEX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| YTD | 18.8% | -71.0% | 46.0% | 36.06% |
| 1 Yr | 37.1% | 5.6% | 73.4% | 13.27% |
| 3 Yr | 17.9%* | -2.4% | 26.2% | 25.68% |
| 5 Yr | 18.6%* | 3.5% | 26.8% | 9.20% |
| 10 Yr | N/A* | 4.3% | 17.8% | N/A |
* Annualized
Total Return Ranking - Calendar
| Period | DSEEX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| 2020 | 13.8% | -94.0% | 2181.7% | 36.01% |
| 2019 | 27.5% | -21.6% | 41.1% | 24.67% |
| 2018 | -4.0% | -100.0% | 8.2% | 10.80% |
| 2017 | 21.6% | -100.0% | 33.2% | 25.53% |
| 2016 | 20.3% | -13.4% | 26.8% | 0.56% |
NAV & Total Return History
DSEEX - Holdings
Concentration Analysis
| DSEEX | Category Low | Category High | DSEEX % Rank | |
|---|---|---|---|---|
| Net Assets | 10.3 B | 503 K | 1.31 T | 12.29% |
| Number of Holdings | 1282 | 2 | 3935 | 2.91% |
| Net Assets in Top 10 | 2.56 B | -472 M | 289 B | 14.36% |
| Weighting of Top 10 | 25.45% | 2.0% | 100.0% | 81.01% |
Top 10 Holdings
- United States Treasury Notes 0.13% 4.04%
- United States Treasury Notes 0.13% 3.39%
- United States Treasury Notes 0.13% 3.23%
- United States Treasury Notes 2.25% 3.01%
- United States Treasury Notes 0.38% 2.90%
- United States Treasury Notes 1.5% 2.66%
- United States Treasury Notes 0.38% 2.42%
- United States Treasury Notes 0.25% 2.42%
- United States Treasury Notes 0.38% 2.38%
- First American Government Obligs U 2.04%
Asset Allocation
| Weighting | Return Low | Return High | DSEEX % Rank | |
|---|---|---|---|---|
| Stocks | 98.63% | 0.00% | 139.05% | 68.66% |
| Bonds | 77.95% | 0.00% | 87.09% | 0.17% |
| Convertible Bonds | 0.97% | 0.00% | 8.52% | 1.06% |
| Preferred Stocks | 0.00% | 0.00% | 3.21% | 33.74% |
| Other | 0.00% | -15.82% | 100.00% | 32.96% |
| Cash | -77.55% | -93.93% | 50.07% | 99.55% |
Stock Sector Breakdown
| Weighting | Return Low | Return High | DSEEX % Rank | |
|---|---|---|---|---|
| Utilities | 0.00% | 0.00% | 31.26% | N/A |
| Technology | 0.00% | 0.00% | 77.07% | N/A |
| Real Estate | 0.00% | 0.00% | 84.43% | N/A |
| Industrials | 0.00% | 0.00% | 62.11% | N/A |
| Healthcare | 0.00% | 0.00% | 59.20% | N/A |
| Financial Services | 0.00% | 0.00% | 67.99% | N/A |
| Energy | 0.00% | 0.00% | 19.56% | N/A |
| Communication Services | 0.00% | 0.00% | 44.59% | N/A |
| Consumer Defense | 0.00% | 0.00% | 50.98% | N/A |
| Consumer Cyclical | 0.00% | 0.00% | 53.38% | N/A |
| Basic Materials | 0.00% | 0.00% | 30.96% | N/A |
Stock Geographic Breakdown
| Weighting | Return Low | Return High | DSEEX % Rank | |
|---|---|---|---|---|
| US | 98.63% | 0.00% | 134.83% | 27.09% |
| Non US | 0.00% | 0.00% | 63.63% | 92.35% |
Bond Sector Breakdown
| Weighting | Return Low | Return High | DSEEX % Rank | |
|---|---|---|---|---|
| Securitized | 50.96% | 0.00% | 50.96% | 0.07% |
| Corporate | 20.11% | 0.00% | 100.00% | 5.53% |
| Government | 19.95% | 0.00% | 100.00% | 3.62% |
| Cash & Equivalents | 8.97% | 0.00% | 100.00% | 97.61% |
| Derivative | 0.00% | 0.00% | 62.47% | 27.94% |
| Municipal | 0.00% | 0.00% | 2.33% | 24.80% |
Bond Geographic Breakdown
| Weighting | Return Low | Return High | DSEEX % Rank | |
|---|---|---|---|---|
| US | 61.37% | -0.33% | 82.05% | 0.11% |
| Non US | 16.58% | 0.00% | 42.71% | 0.39% |
DSEEX - Expenses
Operational Fees
| DSEEX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Expense Ratio | 0.56% | 0.01% | 4.53% | 59.03% |
| Management Fee | 0.45% | 0.00% | 2.00% | 38.41% |
| 12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
| Administrative Fee | N/A | 0.00% | 0.95% | N/A |
Sales Fees
| DSEEX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Front Load | N/A | 0.00% | 5.75% | N/A |
| Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
| DSEEX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Max Redemption Fee | N/A | 0.25% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
| DSEEX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Turnover | 69.00% | 0.00% | 363.00% | 78.18% |
DSEEX - Distributions
Dividend Yield Analysis
| DSEEX | Category Low | Category High | DSEEX % Rank | |
|---|---|---|---|---|
| Dividend Yield | 1.28% | 0.00% | 1.97% | 36.52% |
Dividend Distribution Analysis
| DSEEX | Category Low | Category High | Category Mod | |
|---|---|---|---|---|
| Dividend Distribution Frequency | Monthly | Monthly | Monthly | Monthly |
Net Income Ratio Analysis
| DSEEX | Category Low | Category High | DSEEX % Rank | |
|---|---|---|---|---|
| Net Income Ratio | 1.64% | -2.09% | 2.65% | 14.48% |
Capital Gain Distribution Analysis
| DSEEX | Category Low | Category High | Capital Mode | |
|---|---|---|---|---|
| Capital Gain Distribution Frequency | Annually |
Dividend Payout History
| Date | Amount |
|---|---|
| Mar 29, 2019 | $0.040 |
| Feb 28, 2019 | $0.037 |
| Jan 31, 2019 | $0.039 |
| Dec 31, 2018 | $0.043 |
| Nov 30, 2018 | $0.044 |
| Oct 31, 2018 | $0.040 |
| Sep 28, 2018 | $0.037 |
| Aug 31, 2018 | $0.039 |
| Jul 31, 2018 | $0.037 |
| Jun 29, 2018 | $0.038 |
| May 31, 2018 | $0.038 |
| Apr 30, 2018 | $0.031 |
| Mar 29, 2018 | $0.032 |
| Feb 28, 2018 | $0.027 |
| Jan 31, 2018 | $0.028 |
| Dec 29, 2017 | $0.027 |
| Nov 30, 2017 | $0.032 |
| Oct 31, 2017 | $0.031 |
| Sep 29, 2017 | $0.031 |
| Aug 31, 2017 | $0.030 |
| Jul 31, 2017 | $0.028 |
| Jun 30, 2017 | $0.028 |
| May 31, 2017 | $0.029 |
| Apr 28, 2017 | $0.025 |
| Mar 31, 2017 | $0.025 |
| Feb 28, 2017 | $0.021 |
| Jan 31, 2017 | $0.023 |
| Dec 30, 2016 | $0.020 |
| Nov 30, 2016 | $0.023 |
| Oct 31, 2016 | $0.024 |
| Sep 30, 2016 | $0.024 |
| Aug 31, 2016 | $0.022 |
| Jul 29, 2016 | $0.024 |
| Jun 30, 2016 | $0.026 |
| May 31, 2016 | $0.024 |
| Apr 29, 2016 | $0.027 |
| Mar 31, 2016 | $0.028 |
| Feb 29, 2016 | $0.024 |
| Jan 29, 2016 | $0.024 |
| Dec 31, 2015 | $0.028 |
| Nov 30, 2015 | $0.028 |
| Oct 30, 2015 | $0.028 |
| Sep 30, 2015 | $0.031 |
| Aug 31, 2015 | $0.031 |
| Jul 31, 2015 | $0.029 |
| Jun 30, 2015 | $0.028 |
| May 29, 2015 | $0.030 |
| Apr 30, 2015 | $0.030 |
| Mar 31, 2015 | $0.028 |
| Feb 27, 2015 | $0.025 |
| Jan 30, 2015 | $0.027 |
| Dec 31, 2014 | $0.034 |
| Nov 28, 2014 | $0.034 |
| Oct 31, 2014 | $0.033 |
| Sep 30, 2014 | $0.027 |
| Aug 29, 2014 | $0.029 |
| Jul 31, 2014 | $0.028 |
| Jun 30, 2014 | $0.028 |
| May 30, 2014 | $0.024 |
| Apr 30, 2014 | $0.023 |
| Mar 31, 2014 | $0.017 |
| Feb 28, 2014 | $0.018 |
| Jan 31, 2014 | $0.015 |
| Dec 31, 2013 | $0.029 |
| Nov 29, 2013 | $0.021 |
DSEEX - Fund Manager Analysis
Managers
Jeffrey Sherman
Start Date
Tenure
Tenure Rank
Oct 31, 2013
7.84
7.8%
As DoubleLine’s Deputy Chief Investment Officer, Jeffrey Sherman oversees and administers DoubleLine’s Investment Management sub-committee coordinating and implementing policies and processes across the investment teams. He also serves as lead portfolio manager for multi-sector and derivative-based strategies. He is a member of DoubleLine’s Executive Management and Fixed Income Asset Allocation Committees. Prior to joining DoubleLine in 2009, he was a Senior Vice President at TCW where he worked as a portfolio manager and quantitative analyst focused on fixed income and real-asset portfolios.
Jeffrey Gundlach
Start Date
Tenure
Tenure Rank
Oct 31, 2013
7.84
7.8%
Mr. Gundlach is CEO of DoubleLine. In 2011, he appeared on the cover of Barron's as "The New Bond King." In 2013, Institutional Investor named him "Money Manager of the Year." In 2012, 2015 and 2016, he was named one of "The Fifty Most Influential" in Bloomberg Markets. In 2017, he was inducted into the FIASI Fixed Income Hall of Fame. Mr. Gundlach is a summa cum laude graduate of Dartmouth College, with degrees in Mathematics and Philosophy.
Tenure Analysis
| Category Low | Category High | Category Average | Category Mode |
|---|---|---|---|
| 0.01 | 38.28 | 6.55 | 1.67 |