Diversified Small Cap Value Select Equity | Investment Strategies | Brandywine GLOBAL

Diversified Small Cap Value Select Equity

Annualized Returns As of 3/31/2018

Period Gross (%) Net (%) R2500V (%) R2000V (%)
QTD - 1.56 - 1.75 - 2.65 - 2.64
YTD - 1.56 - 1.75 - 2.65 - 2.64
1 Year 9.91 9.04 5.72 5.13
3 Year 9.59 8.72 7.26 7.86
5 Year 12.86 11.97 9.87 9.95
7 Year 12.11 11.23 9.94 9.41
10 Year 10.50 9.63 9.34 8.61
Since Inception 11.13 10.31 10.04 9.55

Calendar Year Returns As of 3/31/2018

Year or YTD Gross (%) Net (%) R2500V (%) R2000V (%)
2018 - 1.56 - 1.75 - 2.65 - 2.64
2017 13.64 12.75 10.36 7.84
2016 21.58 20.63 25.20 31.74
2015 0.67 - 0.13 - 5.49 - 7.47
2014 7.55 6.70 7.11 4.22
2013 42.33 41.24 33.32 34.52
2012 15.06 14.16 19.21 18.05
2011 0.83 0.03 - 3.36 - 5.50
2010 21.91 20.96 24.82 24.50
2009 22.62 21.66 27.67 20.58
2008 - 28.53 - 29.11 - 31.99 - 28.93

GIPS Statistics As of 3/31/2018
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) R2000V St. Dev. (% 3-Year Rolling)
2018 1 176,286- 12.58 11.90 13.90
2017 1 174,382- 12.81 11.81 13.97
2016 1 165,498- 13.97 13.17 15.50
2015 1 068,819- 12.56 12.02 13.46
2014 1 063,375- 11.67 11.25 12.79
2013 1 050,050- 15.05 15.07 15.82
2012 1 042,894- 17.76 18.41 19.89
2011 2 5033,122- 23.71 24.23 26.05
2010 1 6631,996- 26.43 26.97 28.37
2009 5 24329,199- 24.40 24.61 25.62
2008 5 21232,755- 17.71 18.38 19.14
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