Microcap Equity | Investment Strategies | Brandywine GLOBAL

Microcap Equity

Annualized Returns As of 3/31/2020

Period Gross (%) Net (%) BUSMICV (%) (%)
QTD -38.65 -38.88 -38.48 -33.84
YTD -38.65 -38.88 -38.48 -33.84
1 Year -29.67 -30.58 -34.30 -32.34
3 Year -6.90 -8.07 -10.80 -9.27
5 Year 2.47 1.20 -2.63 -3.82
7 Year 5.91 4.60 2.20 1.91
Since Inception 1 6.49 5.17 2.82 2.72
---PERFORMANCE BREAK---
Pre-Break 1 7.47 5.88 - -

Calendar Year Returns As of 3/31/2020

Year or YTD Gross (%) Net (%) BUSMICV (%) (%)
2020 -38.65 -38.88 -38.48 -33.84
2019 30.92 29.32 19.04 17.79
2018 -11.97 -13.08 -12.67 -15.58
2017 17.87 16.43 9.05 15.66
2016 35.42 33.78 36.16 17.86
2015 0.42 -0.83 -6.75 -4.13
2014 3.26 1.98 3.27 2.74
2013 1 33.47 32.13 33.20 36.89
---PERFORMANCE BREAK---
2012 1 13.23 11.71 - -
2011 -4.95 -6.36 - -
2010 30.99 29.09 - -

GIPS Statistics As of 3/31/2020
Year or YTD # of Accts Market Value ($MM) Firm Assets ($MM) Composite Dispersion (%) Composite St. Dev. (% 3-Year Rolling) BUSMICV St. Dev. (% 3-Year Rolling) St. Dev. (% 3-Year Rolling)
2020 4 128 60,240 - 25.76 23.57 22.39
2019 2 163 74,024 - 18.66 16.04 16.10
2018 1 38 70,070 - 17.86 16.13 16.57
2017 1 47 74,382 - 14.52 14.64 13.93
2016 1 40 65,498 - 14.29 15.86 15.15
2015 1 30 68,819 - - - -
2014 2 30 63,375 - - - -
2013 1 2 31 50,050 - - - -
---PERFORMANCE BREAK---
2012 1 2 6 42,895 - 19.32 - -
2011 2 6 33,122 - 26.84 - -
2010 1 6 31,996 - 33.35 - -
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