Dynamic Large Cap Value Equity | Investment Strategies | Brandywine GLOBAL

Dynamic Large Cap Value Equity

Annualized Returns As of 9/30/2017

Period Gross (%) Net (%) R1000V (%) SP500 (%)
QTD 5.70 5.53 3.11 4.48
YTD 12.78 12.24 7.92 14.24
1 Year 18.91 18.15 15.12 18.61
3 Year 8.46 7.69 8.53 10.80
5 Year 15.85 15.02 13.19 14.22
7 Year 15.72 14.89 13.23 14.36
10 Year 9.79 8.99 5.91 7.43
Since Inception 10.18 9.38 6.06 7.77

Calendar Year Returns As of 9/30/2017

Year or YTD Gross (%) Net (%) R1000V (%) SP500 (%)
2017 12.78 12.24 7.92 14.24
2016 10.95 10.16 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 9/30/2017
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 17 85573,890 0.18 11.77 10.17 9.93
2016 14 72165,498 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----
Toggle RightScroll right to view more.