Diversified Small Cap Value Equity | Investment Strategies | Brandywine GLOBAL

Diversified Small Cap Value Equity

Annualized Returns As of 9/30/2017

Period Gross (%) Net (%) R2000V (%) R2000 (%)
QTD 5.04 4.83 5.11 5.67
YTD 3.76 3.15 5.68 10.94
1 Year 21.90 20.94 20.55 20.74
3 Year 14.08 13.18 12.10 12.16
5 Year 16.33 15.42 13.26 13.78
7 Year 15.50 14.59 12.79 13.50
10 Year 8.01 7.16 7.14 7.84
Since Inception 11.85 10.97 10.90 9.83

Calendar Year Returns As of 9/30/2017

Year or YTD Gross (%) Net (%) R2000V (%) R2000 (%)
2017 3.76 3.15 5.68 10.94
2016 32.88 31.85 31.74 21.31
2015 - 2.25 - 3.03 - 7.47 - 4.41
2014 7.22 6.37 4.22 4.89
2013 41.36 40.26 34.52 38.82
2012 17.37 16.45 18.05 16.35
2011 - 1.75 - 2.54 - 5.50 - 4.18
2010 25.05 24.07 24.50 26.86
2009 16.19 15.28 20.58 27.16
2008 - 30.18 - 30.75 - 28.93 - 33.79

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) R2000V St. Dev. (% 3-Year Rolling) R2000 St. Dev. (% 3-Year Rolling)
2017 3 22673,890- 15.40 14.37 14.27
2016 3 22665,498- 16.20 15.50 15.76
2015 3 20068,819- 14.15 13.46 13.96
2014 3 19763,375- 12.93 12.79 13.12
2013 3 29150,050- 16.16 15.82 16.45
2012 3 27742,894- 19.61 19.89 20.20
2011 3 24533,122- 25.74 26.05 24.99
2010 4 23231,996- 27.68 28.37 27.69
2009 9 61529,199 0.42 24.94 25.62 24.83
2008 171,09632,755 0.38 17.86 19.14 19.85
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