DoubleLine Shiller U.S. Equities ETF (CAPE): Rolling Returns

Data Source: from November 2012 to January 2024 (~11 years)
Consolidated Returns as of 31 January 2024

Holding the DoubleLine Shiller U.S. Equities ETF (CAPE) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~11 years), the longest period with a negative return lasted 26 months (from February 2018 to March 2020).

This means that every rolling period of 27 months or above has always granted a positive return.

To obtain comprehensive information, please consult the DoubleLine Shiller U.S. Equities ETF (CAPE) ETF: Historical Returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DOUBLELINE SHILLER U.S. EQUITIES ETF (CAPE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 November 2012 - 31 January 2024 (~11 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.62 01/2022
12/2022
0.84$ -1.00 0.98$ 12.72 1.12$ 26.95 1.26$ 62.89 04/2020
03/2021
1.62$ 14.83 15.60%
2Y -1.92 11/2021
10/2023
0.96$ 5.94 1.12$ 12.74 1.27$ 22.15 1.49$ 37.58 04/2020
03/2022
1.89$ 5.63 1.03%
3Y 4.34 04/2017
03/2020
1.13$ 11.36 1.38$ 14.71 1.50$ 19.15 1.69$ 26.51 01/2019
12/2021
2.02$ 11.23 0.00%
4Y 8.21 10/2018
09/2022
1.37$ 12.16 1.58$ 14.29 1.70$ 17.16 1.88$ 19.27 09/2017
08/2021
2.02$ 12.93 0.00%
5Y 8.27 04/2015
03/2020
1.48$ 11.44 1.71$ 13.54 1.88$ 17.93 2.28$ 19.92 11/2016
10/2021
2.47$ 14.62 0.00%
6Y 9.56 04/2014
03/2020
1.72$ 11.85 1.95$ 13.82 2.17$ 17.64 2.65$ 19.62 09/2015
08/2021
2.92$ 11.85 0.00%
7Y 12.98 10/2016
09/2023
2.35$ 13.56 2.43$ 14.73 2.61$ 16.33 2.88$ 16.84 09/2014
08/2021
2.97$ 13.68 0.00%
8Y 11.97 01/2015
12/2022
2.47$ 12.53 2.57$ 13.78 2.80$ 15.09 3.07$ 16.38 02/2014
01/2022
3.36$ 15.31 0.00%
9Y 12.32 11/2014
10/2023
2.84$ 12.56 2.90$ 13.16 3.04$ 13.72 3.17$ 14.07 02/2014
01/2023
3.26$ 13.72 0.00%
10Y 14.14 02/2014
01/2024
3.75$ 14.14 3.75$ 14.14 3.75$ 14.14 3.75$ 14.14 02/2014
01/2024
3.75$ 14.14 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.70 01/2022
12/2022
0.79$ -3.25 0.96$ 10.40 1.10$ 22.99 1.22$ 58.73 04/2020
03/2021
1.58$ 11.37 17.43%
2Y -7.01 11/2021
10/2023
0.86$ 1.14 1.02$ 10.20 1.21$ 18.58 1.40$ 30.36 04/2020
03/2022
1.69$ 0.87 13.40%
3Y 2.39 04/2017
03/2020
1.07$ 6.88 1.22$ 12.48 1.42$ 15.13 1.52$ 22.15 01/2019
12/2021
1.82$ 5.27 0.00%
4Y 3.93 10/2018
09/2022
1.16$ 7.84 1.35$ 11.79 1.56$ 14.49 1.71$ 16.13 09/2017
08/2021
1.81$ 7.99 0.00%
5Y 6.10 10/2018
09/2023
1.34$ 7.52 1.43$ 11.51 1.72$ 15.43 2.04$ 16.85 05/2016
04/2021
2.17$ 10.04 0.00%
6Y 7.36 11/2017
10/2023
1.53$ 8.16 1.60$ 10.86 1.85$ 14.81 2.29$ 16.93 09/2015
08/2021
2.55$ 7.85 0.00%
7Y 9.14 10/2016
09/2023
1.84$ 9.79 1.92$ 11.36 2.12$ 14.05 2.51$ 14.55 09/2014
08/2021
2.58$ 9.85 0.00%
8Y 8.73 01/2015
12/2022
1.95$ 9.11 2.00$ 10.33 2.19$ 11.56 2.39$ 13.75 02/2014
01/2022
2.80$ 11.56 0.00%
9Y 9.14 11/2014
10/2023
2.19$ 9.51 2.26$ 10.08 2.37$ 10.28 2.41$ 11.02 02/2014
01/2023
2.56$ 10.27 0.00%
10Y 11.05 02/2014
01/2024
2.85$ 11.05 2.85$ 11.05 2.85$ 11.05 2.85$ 11.05 02/2014
01/2024
2.85$ 11.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.62 01/2022
12/2022
0.84$ 1.49 1.01$ 15.77 1.15$ 26.95 1.26$ 62.89 04/2020
03/2021
1.62$ 14.83 13.71%
2Y -1.92 11/2021
10/2023
0.96$ 7.55 1.15$ 13.05 1.27$ 22.22 1.49$ 37.58 04/2020
03/2022
1.89$ 5.63 0.89%
3Y 4.34 04/2017
03/2020
1.13$ 11.51 1.38$ 14.62 1.50$ 17.97 1.64$ 26.51 01/2019
12/2021
2.02$ 11.23 0.00%
4Y 8.21 10/2018
09/2022
1.37$ 12.32 1.59$ 14.76 1.73$ 17.39 1.89$ 19.27 09/2017
08/2021
2.02$ 12.93 0.00%
5Y 8.27 04/2015
03/2020
1.48$ 11.60 1.73$ 13.90 1.91$ 18.08 2.29$ 19.92 11/2016
10/2021
2.47$ 14.62 0.00%
6Y 9.56 04/2014
03/2020
1.72$ 12.08 1.98$ 14.21 2.21$ 17.11 2.58$ 19.62 09/2015
08/2021
2.92$ 11.85 0.00%
7Y 11.24 04/2013
03/2020
2.10$ 13.22 2.38$ 14.69 2.61$ 16.33 2.88$ 16.84 09/2014
08/2021
2.97$ 13.68 0.00%
8Y 11.97 01/2015
12/2022
2.47$ 12.65 2.59$ 14.79 3.01$ 16.69 3.43$ 17.90 09/2013
08/2021
3.73$ 15.31 0.00%
9Y 12.32 11/2014
10/2023
2.84$ 12.82 2.96$ 13.61 3.15$ 16.62 3.98$ 18.25 01/2013
12/2021
4.51$ 13.72 0.00%
10Y 12.71 11/2013
10/2023
3.30$ 13.25 3.47$ 14.14 3.75$ 14.69 3.93$ 15.31 12/2012
11/2022
4.15$ 14.14 0.00%
11Y 14.23 11/2012
10/2023
4.31$ 14.23 4.31$ 14.77 4.55$ 15.02 4.65$ 15.47 01/2013
12/2023
4.86$ 14.77 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.70 01/2022
12/2022
0.79$ -1.98 0.98$ 13.09 1.13$ 23.54 1.23$ 58.73 04/2020
03/2021
1.58$ 11.37 15.32%
2Y -7.01 11/2021
10/2023
0.86$ 2.75 1.05$ 10.93 1.23$ 19.49 1.42$ 30.36 04/2020
03/2022
1.69$ 0.87 11.61%
3Y 2.39 04/2017
03/2020
1.07$ 7.19 1.23$ 12.61 1.42$ 15.27 1.53$ 22.15 01/2019
12/2021
1.82$ 5.27 0.00%
4Y 3.93 10/2018
09/2022
1.16$ 8.05 1.36$ 12.37 1.59$ 15.09 1.75$ 16.13 09/2017
08/2021
1.81$ 7.99 0.00%
5Y 6.10 10/2018
09/2023
1.34$ 7.85 1.45$ 11.83 1.74$ 15.85 2.08$ 16.85 05/2016
04/2021
2.17$ 10.04 0.00%
6Y 7.36 11/2017
10/2023
1.53$ 8.43 1.62$ 12.11 1.98$ 14.59 2.26$ 16.93 09/2015
08/2021
2.55$ 7.85 0.00%
7Y 9.14 10/2016
09/2023
1.84$ 9.81 1.92$ 11.90 2.19$ 14.07 2.51$ 14.92 01/2013
12/2019
2.64$ 9.85 0.00%
8Y 8.73 01/2015
12/2022
1.95$ 9.37 2.04$ 11.53 2.39$ 14.74 3.00$ 15.63 09/2013
08/2021
3.19$ 11.56 0.00%
9Y 9.14 11/2014
10/2023
2.19$ 9.59 2.27$ 10.28 2.41$ 13.98 3.24$ 15.86 11/2012
10/2021
3.76$ 10.27 0.00%
10Y 9.65 11/2013
10/2023
2.51$ 10.25 2.65$ 11.06 2.85$ 11.83 3.05$ 12.39 12/2012
11/2022
3.21$ 11.05 0.00%
11Y 11.32 11/2012
10/2023
3.25$ 11.32 3.25$ 11.79 3.40$ 12.06 3.49$ 12.48 01/2013
12/2023
3.64$ 11.79 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +15.77% +62.89%
Apr 2020 - Mar 2021
-15.62%
Jan 2022 - Dec 2022
13.71%
17 out of 124
US Inflation Adjusted +13.09% +58.73%
Apr 2020 - Mar 2021
-20.70%
Jan 2022 - Dec 2022
15.32%
19 out of 124
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.05% +37.58%
Apr 2020 - Mar 2022
-1.92%
Nov 2021 - Oct 2023
0.89%
1 out of 112
US Inflation Adjusted +10.93% +30.36%
Apr 2020 - Mar 2022
-7.01%
Nov 2021 - Oct 2023
11.61%
13 out of 112
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.62% +26.51%
Jan 2019 - Dec 2021
+4.34%
Apr 2017 - Mar 2020
0.00%
0 out of 100
US Inflation Adjusted +12.61% +22.15%
Jan 2019 - Dec 2021
+2.39%
Apr 2017 - Mar 2020
0.00%
0 out of 100
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.76% +19.27%
Sep 2017 - Aug 2021
+8.21%
Oct 2018 - Sep 2022
0.00%
0 out of 88
US Inflation Adjusted +12.37% +16.13%
Sep 2017 - Aug 2021
+3.93%
Oct 2018 - Sep 2022
0.00%
0 out of 88
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.90% +19.92%
Nov 2016 - Oct 2021
+8.27%
Apr 2015 - Mar 2020
0.00%
0 out of 76
US Inflation Adjusted +11.83% +16.85%
May 2016 - Apr 2021
+6.10%
Oct 2018 - Sep 2023
0.00%
0 out of 76
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.21% +19.62%
Sep 2015 - Aug 2021
+9.56%
Apr 2014 - Mar 2020
0.00%
0 out of 64
US Inflation Adjusted +12.11% +16.93%
Sep 2015 - Aug 2021
+7.36%
Nov 2017 - Oct 2023
0.00%
0 out of 64
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.69% +16.84%
Sep 2014 - Aug 2021
+11.24%
Apr 2013 - Mar 2020
0.00%
0 out of 52
US Inflation Adjusted +11.90% +14.92%
Jan 2013 - Dec 2019
+9.14%
Oct 2016 - Sep 2023
0.00%
0 out of 52
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.79% +17.90%
Sep 2013 - Aug 2021
+11.97%
Jan 2015 - Dec 2022
0.00%
0 out of 40
US Inflation Adjusted +11.53% +15.63%
Sep 2013 - Aug 2021
+8.73%
Jan 2015 - Dec 2022
0.00%
0 out of 40
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.61% +18.25%
Jan 2013 - Dec 2021
+12.32%
Nov 2014 - Oct 2023
0.00%
0 out of 28
US Inflation Adjusted +10.28% +15.86%
Nov 2012 - Oct 2021
+9.14%
Nov 2014 - Oct 2023
0.00%
0 out of 28
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.14% +15.31%
Dec 2012 - Nov 2022
+12.71%
Nov 2013 - Oct 2023
0.00%
0 out of 16
US Inflation Adjusted +11.06% +12.39%
Dec 2012 - Nov 2022
+9.65%
Nov 2013 - Oct 2023
0.00%
0 out of 16
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.77% +15.47%
Jan 2013 - Dec 2023
+14.23%
Nov 2012 - Oct 2023
0.00%
0 out of 4
US Inflation Adjusted +11.79% +12.48%
Jan 2013 - Dec 2023
+11.32%
Nov 2012 - Oct 2023
0.00%
0 out of 4
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the DoubleLine Shiller U.S. Equities ETF (CAPE) ETF: Historical Returns page.