DoubleLine Shiller Enhanced CAPE webcast for the month of February 2016.

DoubleLine Shiller Enhanced CAPE Strategy

A + B = C

  • The DoubleLine Shiller Enhanced CAPE Strategy creates the “Complete” solution for investors by combining Smart “Alpha” and Smart “Beta”
  • Alpha: DoubleLine’s Fixed Income strategy strives to shift its exposures to the cheapest sectors of the fixed income markets creating a potential source of alpha

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  • Beta: The Shiller Barclays CAPE® U.S. Sector Index attempts to shift portfolio exposures to the cheapest sectors of the large cap equity market using a smart beta approach

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  • Complete: Combining the alpha and beta strategies can offer investors the complete solution to equity market investments

Complete: DoubleLine Shiller Enhanced CAPE Structure

The distinct structure of the DoubleLine Shiller Enhanced CAPE Strategy allows investors to simultaneously access returns of the equity markets and fixed income markets. By using an equity index swap, $1 invested in the strategy provides approximately $1 of exposure to each market.

DoubleLine Shiller Enhanced CAPE

DoubleLine Shiller Enhanced CAPE Performance Metrics

DoubleLine Shiller Enhanced CAPE® Structure

DoubleLine Shiller Enhanced CAPE

Complete Performance

October 31, 2013 through January 29, 2016

DoubleLine Shiller Enhanced CAPE

DoubleLine Shiller Enhanced CAPE® Performance

October 31, 2013 through January 29, 2016

DoubleLine Shiller Enhanced CAPE

Performance Statistics

October 31, 2013 through January 29, 2016

DoubleLine Shiller Enhanced CAPE

DoubleLine Shiller Enhanced CAPE® Performance Relative to Morningstar Universe

November 1, 2013 – December 31, 2015

Manager vs Morningstar Large Value: Return

November 2013 – December 2015 (not annualized if less than 1 year)

DoubleLine Shiller Enhanced CAPE

See full slides below.

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