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DoubleLine Strategic Commodity Fund Class N DLCMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DLCMX | Replication |
|---|---|---|
| Annualized growth | 16.7% | 22.1% |
| Annualized volatility | 12.3% | 13.8% |
| Sharpe ratio | 1.32 | 1.52 |
| Maximum drawdown | 13.0% | 10.6% |
| Replication fit (R²) | 0.67 · Tracking error 7.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model DLCMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 71.1% |
| XLE | Sector · Energy | 21.3% |
| XLK | Sector · Technology | 7.5% |