DoubleLine Shiller CAPE 10 Based Funds Update
We discussed DoubleLine Shiller CAPE 10 based funds two years ago (see this). We are interested in these funds as they are some representatives of so called ‘quant’ based (or ‘enhanced’) index funds that utilize both value and technical factors. Many long term readers understand that we are a fan of investment strategies using both fundamental and price momentum factors. Our Asset Allocation Composite (AAC) strategy, for example, uses a combination of macro fundamental factors and asset price momentum.
Just to recap, here is the investment strategy for both DSENX (DoubleLine Shiller Enhanced CAPE N) and DLEUX (DoubleLine Shiller Enhanced International CAPE N):
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