Doubleline Income Solutions Fund Market Value
| DSL Fund | USD 12.75 0.04 0.31% |
| Symbol | Doubleline |
Doubleline Income 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Doubleline Income's fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Doubleline Income.
| 01/14/2024 |
| 02/07/2025 |
If you would invest 0.00 in Doubleline Income on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding Doubleline Income Solutions or generate 0.0% return on investment in Doubleline Income over 390 days. Doubleline Income is related to or competes with Tekla Healthcare, Tekla Life, Cohen Steers, XAI Octagon, Tekla World, Royce Value, and John Hancock. DoubleLine Funds - DoubleLine Income Solutions Fund is a closed end fixed income mutual fund launched and managed by Dou... More
Doubleline Income Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Doubleline Income's fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Doubleline Income Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5519 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.74 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.05 |
Doubleline Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Doubleline Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Doubleline Income's standard deviation. In reality, there are many statistical measures that can use Doubleline Income historical prices to predict the future Doubleline Income's volatility.| Risk Adjusted Performance | 0.0904 | |||
| Jensen Alpha | 0.0382 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.2907 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Doubleline Income's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Doubleline Income Backtested Returns
As of now, Doubleline Fund is very steady. Doubleline Income secures Sharpe Ratio (or Efficiency) of 0.0601, which denotes the fund had a 0.0601 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Doubleline Income Solutions, which you can use to evaluate the volatility of the entity. Please confirm Doubleline Income's Coefficient Of Variation of 872.82, mean deviation of 0.4408, and Downside Deviation of 0.5519 to check if the risk estimate we provide is consistent with the expected return of 0.0323%. The fund shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Doubleline Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Doubleline Income is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Doubleline Income Solutions has good predictability. Overlapping area represents the amount of predictability between Doubleline Income time series from 14th of January 2024 to 27th of July 2024 and 27th of July 2024 to 7th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Doubleline Income price movement. The serial correlation of 0.73 indicates that around 73.0% of current Doubleline Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Doubleline Income lagged returns against current returns
Autocorrelation, which is Doubleline Income fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Doubleline Income's fund expected returns. We can calculate the autocorrelation of Doubleline Income returns to help us make a trade decision. For example, suppose you find that Doubleline Income has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Doubleline Income regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Doubleline Income fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Doubleline Income fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Doubleline Income fund over time.
Current vs Lagged Prices |
| Timeline |
Doubleline Income Lagged Returns
When evaluating Doubleline Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Doubleline Income fund have on its future price. Doubleline Income autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Doubleline Income autocorrelation shows the relationship between Doubleline Income fund current value and its past values and can show if there is a momentum factor associated with investing in Doubleline Income Solutions.
Regressed Prices |
| Timeline |
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Doubleline Income financial ratios help investors to determine whether Doubleline Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Doubleline with respect to the benefits of owning Doubleline Income security.
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