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DLEUX: DOUBLELINE SHILLER ENHANCED INTERNATIONAL CAPE CLASS N (MUTUAL FUND)
Basic Info 12.35 0.08(0.64%) March 28
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (1%) |
Start Date: | 12/28/2016 |
Last Dividend Date: | 02/29/2024 |
12-Mo. Yield | 5.20% |
Expenses | 0.66% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 12/28/2016 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.0 | 2.0 | 10.8 | 3.0 | 7.4 | 7.2 | 16.8 | -17.6 | 18.1 | 10.5 | 22.9 | -12.7 | 19.1 | 1.2 |
Sharpe Ratio | NA | 0.43 | 0.62 | 0.04 | 0.29 | 0.33 | 0.88 | -0.8 | 1.3 | 0.33 | 2.06 | -1.06 | 2.02 | 78.79 |
Draw Down(%) | NA | 3.8 | 14.2 | 31.8 | 39.3 | 39.3 | 14.2 | 31.5 | 8.6 | 39.3 | 5.9 | 18.5 | 4.3 | 0.0 |
Standard Deviation(%) | NA | 11.1 | 13.5 | 17.8 | 20.2 | 17.9 | 14.3 | 23.6 | 13.9 | 31.0 | 10.4 | 13.2 | 9.2 | 4.4 |
Treynor Ratio | NA | 0.05 | 0.09 | 0.01 | 0.07 | 0.07 | 0.14 | -0.2 | 0.21 | 0.12 | 0.28 | -0.23 | 0.21 | -1.36 |
Alpha | NA | -0.04 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | 0.03 | 0.02 | 0.02 | -0.02 | -0.01 | 1.32 |
Beta | NA | 0.88 | 0.93 | 0.92 | 0.87 | 0.85 | 0.92 | 0.93 | 0.85 | 0.84 | 0.76 | 0.61 | 0.9 | -2.56 |
RSquared | NA | 0.66 | 0.69 | 0.7 | 0.69 | 0.65 | 0.69 | 0.72 | 0.61 | 0.7 | 0.6 | 0.38 | 0.53 | 1.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/28/2016
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