Brandywine GLOBAL - Investment Strategies
Small/Mid Cap Value Equity
Annualized Returns As of 12/31/2016
Period Gross (%) Net (%) R2500V (%) R2500 (%)
QTD 12.28 12.04 9.34 6.12
YTD 26.61 25.50 25.20 17.59
1 Year 26.61 25.50 25.20 17.59
3 Year 5.30 4.37 8.21 6.92
5 Year 13.41 12.41 15.02 14.52
7 Year 12.15 11.15 13.51 13.55
10 Year 6.72 5.76 6.94 7.68
Since Inception 11.75 10.72 10.65 9.62

Calendar Year Returns As of 12/31/2016
Year or YTD Gross (%) Net (%) R2500V (%) R2500 (%)
2016 26.61 25.50 25.20 17.59
2015 - 10.18 - 10.99 - 5.49 - 2.90
2014 2.69 1.77 7.11 7.07
2013 35.48 34.30 33.32 36.80
2012 18.65 17.60 19.21 17.88
2011 - 2.21 - 3.08 - 3.36 - 2.51
2010 21.60 20.53 24.82 26.71
2009 30.34 29.19 27.67 34.38
2008 - 35.30 - 35.93 - 31.99 - 36.79
2007 1.87 0.91 - 7.27 1.38

GIPS Statistics As of 12/31/2016
Year or YTD # of Accts Market Value ($MM) Firm Assets ($MM) Composite Dispersion (%) Composite St. Dev. (% 3-Year Rolling) R2500V St. Dev. (% 3-Year Rolling) R2500 St. Dev. (% 3-Year Rolling)
2016 2 8965,498- 15.10 13.17 13.67
2015 2 7268,819- 11.88 12.02 12.42
2014 5 11263,375- 10.45 11.25 11.67
2013 4 12850,050- 13.22 15.07 15.63
2012 7 24742,894 0.13 15.24 18.41 18.97
2011 9 55533,122 0.12 18.58 24.23 23.40
2010 11 66531,996 0.15 22.23 26.97 26.80
2009 12 66629,199 0.58 21.04 24.61 24.25
2008 13 54532,755 0.72 17.84 18.38 19.37
2007 13 92349,208 0.22 11.81 11.03 11.52
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