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DSENX: DOUBLELINE SHILLER ENHANCED CAPE CLASS N (MUTUAL FUND)
Basic Info 14.02 0.17(1.20%) April 25
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/01/2013 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 4.38% |
Expenses | 0.79% |
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Performance Analytics (As of 04/25/2024)
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(%) | 0.7 | -0.6 | 18.2 | 2.4 | 9.0 | 11.7 | 12.1 | 26.7 | -23.7 | 25.1 | 16.0 | 33.4 | -4.5 | 21.3 | 20.0 | 2.9 | 19.3 | 3.8 |
Sharpe Ratio | NA | -0.68 | 0.87 | 0.01 | 0.32 | 0.57 | 0.59 | 1.51 | -0.99 | 2.04 | 0.41 | 2.46 | -0.33 | 3.01 | 1.53 | 0.19 | 1.67 | 2.96 |
Draw Down(%) | NA | 6.3 | 11.1 | 29.2 | 40.6 | 40.6 | 40.6 | 11.1 | 29.2 | 6.3 | 40.6 | 6.9 | 20.8 | 2.4 | 8.4 | 11.8 | 8.0 | 2.4 |
Standard Deviation(%) | NA | 11.8 | 12.7 | 18.4 | 23.0 | 18.8 | 18.5 | 15.0 | 25.4 | 12.3 | 38.2 | 13.0 | 17.6 | 6.9 | 12.9 | 15.2 | 11.5 | 8.9 |
Treynor Ratio | NA | -0.09 | 0.11 | 0.0 | 0.07 | 0.11 | 0.11 | 0.21 | -0.25 | 0.29 | 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 | 0.86 | 0.97 | 0.99 | 1.03 | 1.01 | 1.01 | 1.08 | 1.0 | 0.86 | 1.07 | 1.01 | 0.99 | 0.94 | 0.95 | 0.96 | 0.81 | 0.9 |
RSquared | NA | 0.7 | 0.81 | 0.87 | 0.92 | 0.91 | 0.91 | 0.88 | 0.89 | 0.84 | 0.96 | 0.93 | 0.94 | 0.83 | 0.93 | 0.95 | 0.64 | 0.87 |
Yield(%) | N/A | 1.2 | 5.0 | 12.3 | 11.3 | 12.4 | N/A | 5.1 | 10.7 | 27.7 | 1.7 | 6.4 | 12.2 | 9.8 | 4.4 | 4.1 | 2.8 | 0.3 |
Dividend Growth(%) | N/A | -71.7 | -68.8 | 158.4 | 89.3 | N/A | N/A | -68.6 | -62.0 | 1763.0 | -67.1 | -56.4 | 38.2 | 166.7 | 4.1 | 69.0 | 866.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2013
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