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

Diversified Small Cap Value Select Equity

Annualized Returns As of 6/30/2017

Period Gross (%) Net (%) R2500V (%) R2000V (%)
QTD 0.23 0.03 0.32 0.67
YTD 2.02 1.62 1.95 0.54
1 Year 23.03 22.07 18.36 24.86
3 Year 7.51 6.66 6.20 7.01
5 Year 15.94 15.03 13.68 13.38
7 Year 15.94 15.03 14.08 13.49
10 Year 7.23 6.38 6.51 5.92
Since Inception 11.05 10.23 10.15 9.70

Calendar Year Returns As of 6/30/2017

Year or YTD Gross (%) Net (%) R2500V (%) R2000V (%)
2017 2.02 1.62 1.95 0.54
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 6/30/2017
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)
2017 1 171,546- 13.60 12.78 15.14
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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