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DSEEX: DOUBLELINE SHILLER ENHANCED CAPE CLASS I (MUTUAL FUND)
Basic Info 14.44 0.11(0.77%) May 09
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/01/2013 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 5.44% |
Expenses | 0.79% |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/01/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.6 | 3.2 | 22.3 | 3.3 | 10.6 | 12.4 | 12.7 | 27.0 | -23.6 | 25.5 | 16.3 | 33.8 | -4.2 | 21.6 | 20.3 | 3.2 | 19.7 | 3.8 |
Sharpe Ratio | NA | -0.14 | 1.25 | 0.03 | 0.35 | 0.59 | 0.62 | 1.53 | -0.98 | 2.08 | 0.42 | 2.49 | -0.32 | 3.04 | 1.55 | 0.21 | 1.71 | 2.94 |
Draw Down(%) | NA | 6.3 | 11.1 | 29.1 | 40.6 | 40.6 | 40.6 | 11.1 | 29.1 | 6.3 | 40.6 | 6.9 | 20.7 | 2.4 | 8.4 | 11.8 | 7.9 | 2.4 |
Standard Deviation(%) | NA | 12.5 | 12.6 | 18.4 | 23.0 | 18.8 | 18.5 | 15.1 | 25.5 | 12.2 | 38.1 | 13.0 | 17.6 | 6.9 | 13.0 | 15.1 | 11.5 | 9.0 |
Treynor Ratio | NA | -0.02 | 0.16 | 0.01 | 0.08 | 0.11 | 0.11 | 0.21 | -0.25 | 0.3 | 0.15 | 0.32 | -0.06 | 0.22 | 0.21 | 0.03 | 0.24 | 0.29 |
Alpha | NA | -0.07 | -0.02 | -0.02 | -0.01 | 0.0 | 0.0 | 0.0 | -0.03 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.03 | 0.01 | 0.03 | -0.02 |
Beta | NA | 0.9 | 0.97 | 0.99 | 1.03 | 1.01 | 1.01 | 1.08 | 1.0 | 0.86 | 1.07 | 1.01 | 0.99 | 0.94 | 0.96 | 0.95 | 0.81 | 0.9 |
RSquared | NA | 0.73 | 0.8 | 0.87 | 0.92 | 0.91 | 0.91 | 0.88 | 0.9 | 0.84 | 0.96 | 0.94 | 0.94 | 0.82 | 0.93 | 0.95 | 0.64 | 0.86 |
Yield(%) | N/A | 1.7 | 5.5 | 12.5 | 11.9 | 12.6 | N/A | 5.7 | 10.8 | 27.9 | 2.0 | 6.5 | 12.5 | 10.1 | 4.6 | 4.5 | 3.0 | 0.3 |
Dividend Growth(%) | N/A | -64.2 | -66.6 | 156.1 | 85.7 | N/A | N/A | -65.3 | -62.0 | 1487.5 | -61.9 | -56.5 | 38.8 | 157.4 | 1.9 | 71.0 | 933.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2013
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