CAPE DoubleLine Shiller CAPE U.S. Equities ETF

*Unless otherwise stated, data provided by FactSet.

CAPE Fund Description

CAPE is an actively managed, non-transparent ETF that aims to outperform the S&P 500 Index by investing in US stocks of any size from the most undervalued sectors based on the CAPE ratio and momentum factors. The fund utilizes the Precidian non-transparent model.

CAPE Factset Analytics Insight

CAPE aims to beat the S&P 500 Index by actively investing in US stocks of various sizes, excluding penny stocks. The fund considers constituents of the Shiller Barclays CAPE US Sector TR USD Index. Each month, the index considers five sectors deemed most undervalued according to their modified CAPE (cyclically adjusted price earnings) ratio. The sector with the lowest 12-month price momentum is excluded. The remaining four sectors are equally weighted and constitute the portfolio. By using the modified CAPE ratio, the fund analyzes longer-term performance of sectors that consistently trade at certain levels that may be overlooked by the classic CAPE ratio. The non-transparent fund does not provide daily disclosure of its portfolio. As such, there is a risk that shares of the fund may trade at wider spreads than other ETFs that disclose holdings daily, especially during periods of volatility. Prior to May 25, 2022, the fund traded under the ticker DCPE.

PERFORMANCE [as of 09/22/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPE -9.85% 1.46% -- -- -- -- --
CAPE (NAV) -9.97% 1.61% -- -- -- -- --
MSCI USA IMI -9.14% 0.66% -21.19% -15.56% 9.24% 9.92% 11.81%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Summary Data

DoubleLine
03/31/22
Open-Ended Fund
0.65%
$83.73M
$901.03K
0.14%
N/A

CAPE Portfolio Data

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N/A
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CAPE Index Data

Shiller Barclays CAPE US Sector Index
Proprietary
Proprietary
MSCI USA IMI

CAPE Portfolio Management

0.65%
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CAPE Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

CAPE Fund Structure

Open-Ended Fund
No
Yes
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N/A
N/A
Low
Quarterly

CAPE Factset Analytics Block Liquidity

As of 09/23/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CAPE. CAPE is rated a N/A out of 5.

CAPE Tradability

40,744
$901.03K
27,442
$634.65K
0.14%
$0.03
0.01%
1.08% / -1.52%
None
100.00%
40,000
0.69
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0
$21.03
N/A

CAPE Sector/Industry Breakdown


CAPE
Segment Benchmark
47.19%
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12.44%
--
12.23%
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12.05%
--
5.79%
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4.34%
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3.25%
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1.16%
--
0.76%
--
0.47%
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CAPE Top 10 Holdings[View All]

Apple Inc. 6.09%
Tesla Inc 4.35%
35.48%

CAPE Performance Statistics

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0.00%
MSCI USA IMI

CAPE Benchmark Comparison Holdings

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CAPE Benchmark Comparison Summary


CAPE
Segment Benchmark
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CAPE Benchmark Comparison Market Cap Size


CAPE
Segment Benchmark
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Options Strategies for Outcome Investing

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