Brandywine GLOBAL - Investment Strategies
Dynamic Large Cap Value Equity
Annualized Returns As of 12/31/2016
Period Gross (%) Net (%) R1000V (%) SP500 (%)
QTD 5.44 5.25 6.68 3.82
YTD 10.94 10.12 17.34 11.96
1 Year 10.94 10.12 17.34 11.96
3 Year 6.38 5.59 8.58 8.86
5 Year 15.85 15.00 14.78 14.64
7 Year 14.47 13.62 12.71 12.82
10 Year 9.66 8.84 5.72 6.94
Since Inception 9.66 8.84 5.72 6.94

Calendar Year Returns As of 12/31/2016
Year or YTD Gross (%) Net (%) R1000V (%) SP500 (%)
2016 10.94 10.12 17.34 11.96
2015 - 2.93 - 3.66 - 3.83 1.38
2014 11.80 10.98 13.45 13.69
2013 47.50 46.44 32.53 32.39
2012 17.58 16.72 17.51 16.00
2011 8.84 8.03 0.39 2.11
2010 13.36 12.53 15.51 15.06
2009 29.73 28.78 19.69 26.46
2008 - 30.67 - 31.21 - 36.85 - 37.00
2007 8.56 7.75 - 0.17 5.49

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) R1000V St. Dev. (% 3-Year Rolling) SP500 St. Dev. (% 3-Year Rolling)
2016 13 70665,498 0.21 12.42 10.77 10.59
2015 9 46168,819 0.11 12.59 10.68 10.47
2014 8 29563,375- 10.49 9.20 8.97
2013 3 3550,050- 13.57 12.70 11.94
2012 2 942,894- 15.60 15.51 15.09
2011 2 433,122- 19.27 20.69 18.71
2010 3 531,996- 21.58 23.18 21.85
2009 2 329,199- 19.72 21.10 19.63
2008 2 232,755----
2007 1 149,208----
Scroll right to view more.