DoubleLine Shiller Enhanced CAPE/CAPE International webcast for the month of April 2018.
TAB I – DoubleLine Shiller Enhanced CAPE® Strategies
What is Double Value?
- The DoubleLine Shiller Enhanced CAPE® Strategy creates “Double Value” for investors when combining two unique sources of value:
- The Shiller Barclays CAPE® S. Sector Index attempts to shift portfolio exposures to the “cheapest” sectors of the U.S. large cap equity market
- DoubleLine’s Fixed Income strategy strives to shift its exposures to the “cheapest” sectors of the fixed income
- Both strategies offer a value play in their respective markets, and when combined investors receive “Double ”
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 By using an equity index swap, $1 invested in the strategy provides approximately $1 of exposure to each market.
What is Double Value?
- The DoubleLine Shiller Enhanced International CAPE® Strategy creates “Double Value” for investors when combining two unique sources of value:
- The Shiller Barclays CAPE® Europe Sector Net Index attempts to shift portfolio exposures to the “cheapest” sectors of the European large and mid cap equity market
- DoubleLine’s Fixed Income strategy strives to shift its exposures to the “cheapest” sectors of the fixed income
- As with the S. version both strategies offer a value play in their respective markets, and when combined investors receive “Double Value.”
DoubleLine Shiller Enhanced International CAPE®
- The distinct structure of the DoubleLine Shiller Enhanced International CAPE® Strategy allows investors to simultaneously access returns of the equity markets and fixed income By using an equity index swap, $1 invested in the strategy provides approximately $1 of exposure to each market.
TAB II – U.S. Equity Earnings
S&P 500 Earnings Estimates
Source: Bloomberg, DoubleLine
EPS: Earning Per Share
TAB III – Smart Beta: Shiller Barclays CAPE® U.S. Sector Index
Shiller Barclays CAPE® U.S. Sector Index
* A portion of the Initial Investment may be pledged as collateral under the swap
See the full PDF below.
