Re-balance Cycle Reminder All MyPlanIQ’s newsletters are archived here.

Regular AAC (Asset Allocation Composite), SAA and TAA portfolios are always rebalanced on the first trading day of a month. the next re-balance will be on Monday May 3, 2021. 

As a reminder to expert users: advanced portfolios are still re-balanced based on their original re-balance schedules and they are not the same as those used in Strategic and Tactical Asset Allocation (SAA and TAA) portfolios of a plan.

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. 

The strategy

Just to recap, here is the investment strategy for both DSENX (DoubleLine Shiller Enhanced CAPE N) and DLEUX (DoubleLine Shiller Enhanced International CAPE N)

Based on DoubleLine’s literature and this, we summarize the funds’ strategy:

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