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Shiller Enhanced CAPE® – Performance Summary

DSEEX / DSENX

*Annualized

Shiller Enhanced CAPE
Quarterly Returns -
As of Mar 31, 2022
Mar
2022
Last Quarter Year-to-
Date
1 Year* 3 Year* 5 Year* 10 Year* Since Inception*
(10-31-13 to 3-31-22)
 
I-share (DSEEX)2.24%-5.26%-5.26%10.96%16.42%14.67%-15.28%-
N-share (DSENX)2.22%-5.32%-5.32%10.69%16.13%14.39%-15.00%-
S&P 500 TR3.71%-4.60%-4.60%15.65%18.92%15.99%14.64%14.11%-
Shiller Enhanced CAPE
Monthly Returns -
As of Mar 31, 2022
Mar
2022
Last 3 Months Year-to-
Date
1 Year* 3 Year* 5 Year* 10 Year* Since Inception*
(10-31-13 to 3-31-22)
Gross Expense Ratio
I-share (DSEEX)2.24%-5.26%-5.26%10.96%16.42%14.67%-15.28%0.56%
N-share (DSENX)2.22%-5.32%-5.32%10.69%16.13%14.39%-15.00%0.81%
S&P 500 TR3.71%-4.60%-4.60%15.65%18.92%15.99%14.64%14.11%-
 Shiller Enhanced CAPE
Calendar Year
2015201620172018201920202021 
I-share (DSEEX)4.65%20.25%21.60%-4.02%33.82%16.27%24.46%
N-share (DSENX)4.32%19.98%21.33%-4.27%33.44%16.03%24.16%
S&P 500 TR1.38%11.96%21.83%-4.38%31.49%18.40%28.71%

*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.

©2022 DoubleLine

Mutual fund investing involves risk; Principal loss is possible. The DoubleLine Shiller Enhanced CAPE® Fund may invest in foreign securities which involve greater volatility and political, economic and currency risks and differences in accounting methods. These risks are greater for investments in emerging markets. In order to achieve its investment objectives, the Fund may use certain types of exchange traded funds or investment derivatives. Derivatives involve risks different from, and in certain cases, greater than the risks presented by more traditional investments. Derivatives may involve certain costs and risks such as liquidity, interest rate, market, credit, management and the risk that a position could not be closed when most advantageous. Investing in derivatives could lose more than the amount invested. ETF investments involve additional risks such as the market price trading at a discount to its net asset value, an active secondary trading market may not develop or be maintained, or trading may be halted by the exchange in which they trade, which may impact a fund’s ability to sell its shares. Investments in debt securities typically decrease in value when interest rates rise. This risk is usually greater for longer-term debt securities. Investments in Asset-Backed and Mortgage-Backed securities include additional risks that investors should be aware of including credit risk, prepayment risk, possible illiquidity and default, as well as increase susceptibility to adverse economic developments. Investments in lower-rated and non-rated securities present a greater risk of loss to principal and interest than higher-rated securities. The Fund may also invest in securities related to real estate, which may decline in value as a result of factors affecting the real estate industry. Equities may decline in value due to both real and perceived general market, economic and industry conditions. The fund may make short sales of securities, which involves the risk that losses may exceed the original amount invested.

The fund's investment objectives, risks, charges and expenses must be considered carefully before investing. The statutory prospectus and summary prospectus (if available) contain this and other important information about the investment company and may be obtained by clicking here. In addition, a free hard-copy is available by calling 1 (877) 354-6311/1 (877) DLINE11. Please read the prospectuses carefully before investing.

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