Brandywine GLOBAL - Investment Strategies
Diversified Small Cap Value Equity
Annualized Returns As of 12/31/2016
Period Gross (%) Net (%) R2000V (%) R2000 (%)
QTD 17.48 17.25 14.07 8.83
YTD 32.88 31.85 31.74 21.31
1 Year 32.88 31.85 31.74 21.31
3 Year 11.66 10.79 8.30 6.74
5 Year 18.21 17.29 15.05 14.44
7 Year 16.06 15.15 13.13 13.23
10 Year 7.40 6.55 6.26 7.06
Since Inception 12.03 11.15 10.98 9.70

Calendar Year Returns As of 12/31/2016
Year or YTD Gross (%) Net (%) R2000V (%) R2000 (%)
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
2007 - 11.33 - 12.04 - 9.78 - 1.57

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) R2000V St. Dev. (% 3-Year Rolling) R2000 St. Dev. (% 3-Year Rolling)
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
2007 201,95149,208 0.47 11.11 12.59 13.16
Scroll right to view more.