Shiller Enhanced CAPE® – Performance Summary
DSEEX / DSENX
*Annualized
| Shiller Enhanced CAPE Quarterly Returns - As of Jun 30, 2021 |
Jun 2021 |
Last Quarter | Year-to- Date |
1 Year* | 3 Year* | 5 Year* | 10 Year* | Since Inception* (10-31-13 to 6-30-21) |
||
|---|---|---|---|---|---|---|---|---|---|---|
| I-share (DSEEX) | 1.31% | 8.83% | 15.64% | 48.22% | 18.78% | 18.63% | - | 16.61% | - | |
| N-share (DSENX) | 1.29% | 8.76% | 15.50% | 47.88% | 18.49% | 18.35% | - | 16.32% | - | |
| S&P 500 TR | 2.33% | 8.55% | 15.25% | 40.79% | 18.67% | 17.65% | 14.84% | 14.64% | - | |
| Bloomberg Barclays Shiller CAPE US Sector TR USD Index | 1.26% | 8.40% | 14.87% | 44.41% | 18.97% | 18.73% | - | 16.12% | - |
| Shiller Enhanced CAPE Monthly Returns - As of Jul 31, 2021 |
Jul 2021 |
Last 3 Months | Year-to- Date |
1 Year* | 3 Year* | 5 Year* | 10 Year* | Since Inception* (10-31-13 to 7-31-21) |
Gross Expense Ratio | |
|---|---|---|---|---|---|---|---|---|---|---|
| I-share (DSEEX) | 2.52% | 4.98% | 18.55% | 43.36% | 18.06% | 17.99% | - | 16.78% | 0.56% | |
| N-share (DSENX) | 2.45% | 4.87% | 18.33% | 42.96% | 17.77% | 17.69% | - | 16.49% | 0.81% | |
| S&P 500 TR | 2.38% | 5.50% | 17.99% | 36.45% | 18.16% | 17.35% | 15.35% | 14.82% | - | |
| Bloomberg Barclays Shiller CAPE US Sector TR USD Index | 2.36% | 4.64% | 17.58% | 40.21% | 18.21% | 18.16% | - | 16.29% | - |
| Shiller Enhanced CAPE Calendar Year | 2013 | 2014 | 2015 | 2016 | 2017 | ||||
|---|---|---|---|---|---|---|---|---|---|
| I-share (DSEEX) | 4.20% | 17.86% | 4.65% | 20.25% | 21.60% | ||||
| N-share (DSENX) | 4.07% | 17.70% | 4.32% | 19.98% | 21.33% | ||||
| S&P 500 Total Return | 5.66% | 14.71% | 1.38% | 11.96% | 21.83% |
*Annualized
Performance data quoted represents past performance; past performance does not guarantee of future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than original cost. Current performance of the fund may be lower or higher than the performance quoted. Performance reflects fee waivers in affect. In the absence of such waiver, returns would be reduced.
Shiller Barclays CAPE® US Sector TR USD Index incorporates the principles of long-term investing distilled by Dr. Robert Shiller and expressed through the CAPE® (Cyclically Adjusted Price Earnings) ratio (the “CAPE® Ratio”). It aims to identify undervalued sectors based on a modified CAPE® Ratio, and then uses a momentum factor to seek to mitigate the effects of potential value traps. You cannot invest directly in an index.
Barclays Capital Inc. and its affiliates (“Barclays”) is not the issuer or producer of DoubleLine Shiller Enhanced CAPE® (the “Fund”) and Barclays has no responsibilities, obligations or duties to investors in the Fund. The Shiller Barclays CAPE® US Sector USD Index (the “Index”) is a trademark owned by Barclays Bank PLC and licensed for use by the Fund. While the Fund may execute transaction(s) with Barclays in or relating to the Index, Fund investors acquire interests solely in the Fund and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Barclays upon making an investment in the Fund. The Fund is not sponsored, endorsed, sold or promoted by Barclays and Barclays makes no representation regarding the advisability of the Fund or use of the Index or any data included therein. Barclays shall not be liable in any way to the Fund, investors or to other third parties in respect of the use or accuracy of the Index or any data included therein.
The Shiller Barclays CAPE® US Index Family (the “Index Family”) has been developed in part by RSBB-I, LLC, the research principal of which is Robert J. Shiller. RSBB-I, LLC is not an investment advisor and does not guarantee the accuracy and completeness of the Index Family or any data or methodology either included therein or upon which it is based. RSBB-I, LLC shall have no liability for any errors, omissions or interruptions therein and makes no warranties expressed or implied, as to the performance or results experienced by any party from the use of any information included therein or upon which it is based, and expressly disclaims all warranties of the merchantability or fitness for a particular purpose with respect thereto, and shall not be liable for any claims or losses of any nature in connection with the use of such information, including but not limited to, lost profits or punitive or consequential damages even, if RSBB-I, LLC is advised of the possibility of same.
