Dynamic Large Cap Value Equity | Investment Strategies | Brandywine GLOBAL

Dynamic Large Cap Value Equity

Annualized Returns As of 3/31/2017

Period Gross (%) Net (%) R1000V (%) SP500 (%)
QTD 2.53 2.36 3.27 6.07
YTD 2.53 2.36 3.27 6.07
1 Year 12.91 12.10 19.22 17.17
3 Year 6.86 6.08 8.66 10.36
5 Year 13.93 13.10 13.12 13.29
7 Year 13.89 13.05 12.17 12.93
10 Year 9.91 9.10 5.93 7.50
Since Inception 9.68 8.87 5.91 7.38

Calendar Year Returns As of 3/31/2017

Year or YTD Gross (%) Net (%) R1000V (%) SP500 (%)
2017 2.53 2.36 3.27 6.07
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

GIPS Statistics As of 3/31/2017
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)
2017 13 71369,480 0.05 11.90 10.41 10.26
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----
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