Brandywine GLOBAL - Investment Strategies
Diversified Small Cap Value Select Equity
Annualized Returns As of 12/31/2016
Period Gross (%) Net (%) R2500V (%) R2000V (%)
QTD 13.02 12.81 9.34 14.07
YTD 21.58 20.63 25.20 31.74
1 Year 21.58 20.63 25.20 31.74
3 Year 9.59 8.72 8.21 8.30
5 Year 16.59 15.67 15.02 15.05
7 Year 14.93 14.02 13.51 13.13
10 Year 7.89 7.04 6.94 6.26
Since Inception 11.25 10.43 10.32 9.94

Calendar Year Returns As of 12/31/2016
Year or YTD Gross (%) Net (%) R2500V (%) R2000V (%)
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
2007 - 7.91 - 8.65 - 7.27 - 9.78

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) R2000V St. Dev. (% 3-Year Rolling)
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
2007 6 57449,208 0.33 10.01 11.03 12.59
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