Brandywine GLOBAL - Performance
Firmwide Performance Overview All Data as of 12/31/2016
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Global Opportunistic Fixed Income
Global Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.06 5.73 5.73 1.27 2.82 5.14 5.73 7.62
Net - 6.17 5.26 5.26 0.82 2.36 4.67 5.26 7.09
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 0.89 2.99 4.31
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 5.73 - 8.04 6.84 - 3.23 14.34 8.64 13.77 21.10 - 8.30 10.71
Net 5.26 - 8.46 6.36 - 3.67 13.83 8.15 13.27 20.57 - 8.71 10.19
CWGBI 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89 10.95
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
Global Fixed Income Investment-Grade
Global Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.29 2.63 2.63 0.12 1.83 4.16 5.35 8.31
Net - 6.40 2.17 2.17 - 0.36 1.31 3.62 4.80 7.73
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 0.89 2.99 4.96
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 2.63 - 7.38 5.58 - 3.43 12.98 7.61 12.90 17.85 - 2.60 10.32
Net 2.17 - 7.80 5.00 - 3.96 12.37 7.02 12.29 17.22 - 3.13 9.73
CWGBI 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89 10.95
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
Global Sovereign Credit
Global Sovereign Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 7.88 4.49 4.49 0.67 - - - 2.12
Net - 8.05 3.77 3.77 - 0.03 - - - 1.41
B6040 - 8.16 2.28 2.28 - 2.92 - - - - 2.01
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.49 - 11.98 10.93 - 4.30 12.96 - - - - -
Net 3.77 - 12.61 10.17 - 4.97 12.44 - - - - -
B6040 2.28 - 9.07 - 1.64 - 5.03 4.69 - - - - -
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
Global Investment-Grade Sovereign Fixed Income
Global Investment-Grade Sovereign Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.17 4.17 4.17 0.05 1.27 - - 3.27
Net - 6.28 3.70 3.70 - 0.40 0.81 - - 2.80
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 - - 1.12
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.17 - 8.10 4.63 - 2.77 9.36 9.32 5.87 - - -
Net 3.70 - 8.52 4.16 - 3.21 8.88 8.84 5.64 - - -
CWGBI 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 6.28 - - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
Global Multi-Sector Income1
Global Multi-Sector Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.46 13.10 13.10 4.85 - - - 4.98
Net 0.32 12.35 12.35 3.99 - - - 4.11
USL3M 0.23 0.74 0.74 0.43 - - - 0.40
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 13.10 - 1.69 3.68 4.13 - - - - - -
Net 12.35 - 2.57 2.75 3.43 - - - - - -
USL3M 0.74 0.31 0.23 0.20 - - - - - -
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
Global Unconstrained Fixed Income2
Global Unconstrained Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.77 5.31 5.31 2.09 4.29 3.95 - 4.56
Net 0.58 4.53 4.53 1.32 3.44 2.98 - 3.52
C3MTB 0.08 0.27 0.27 0.11 0.09 0.09 - 0.19
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02 -
Net 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73 -
C3MTB 0.27 0.03 0.03 0.05 0.07 0.08 0.13 0.16 0.81 -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.34 6.94 6.94 4.55 8.41 - - 14.25
Net 1.03 5.62 5.62 3.18 6.81 - - 12.51
USL600 1.69 6.74 6.74 6.42 6.39 - - 6.38
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - - -
Net 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - - -
USL600 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - - -
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
Global Unconstrained Fixed Income - Enhanced3
Global Unconstrained Fixed Income - Enhanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.48 13.32 13.32 7.15 - - - 7.53
Net 5.22 12.20 12.20 6.09 - - - 6.47
C3MTB 0.08 0.27 0.27 0.11 - - - 0.10
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 13.32 - 5.53 14.94 6.41 4.02 - - - - -
Net 12.20 - 6.47 13.81 5.36 3.76 - - - - -
C3MTB 0.27 0.03 0.03 0.05 0.02 - - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
International Fixed Income Investment-Grade
International Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 7.03 2.24 2.24 - 1.47 1.39 2.75 4.12 6.28
Net - 7.14 1.78 1.78 - 1.92 0.94 2.29 3.66 5.76
CWGBIX - 10.84 1.81 1.81 - 2.18 - 1.94 0.05 2.54 3.91
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 2.24 - 9.17 2.98 - 1.57 13.85 5.42 7.04 9.69 3.37 9.26
Net 1.78 - 9.58 2.52 - 2.01 13.35 4.95 6.57 9.21 2.91 8.75
CWGBIX 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11 11.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
International Opportunistic Fixed Income
International Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.83 4.60 4.60 - 0.12 2.63 3.75 4.88 7.68
Net - 6.94 4.13 4.13 - 0.57 2.17 3.28 4.39 7.14
CWGBIX - 10.84 1.81 1.81 - 2.18 - 1.94 0.05 2.54 4.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.60 - 9.33 5.06 - 1.89 16.47 4.02 9.24 13.47 0.22 9.46
Net 4.13 - 9.74 4.59 - 2.33 15.95 3.55 8.76 12.95 - 0.33 8.86
CWGBIX 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11 11.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
Global High Yield
Global High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.28 14.42 14.42 3.66 7.15 8.74 - 8.74
Net 1.12 13.69 13.69 2.99 6.46 8.04 - 8.04
BGHY - 0.19 14.27 14.27 3.59 7.36 7.78 - 7.78
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 14.42 - 3.63 1.02 7.48 18.02 7.20 18.73 - - -
Net 13.69 - 4.25 0.37 6.79 17.26 6.51 17.98 - - -
BGHY 14.27 - 2.72 0.01 7.33 19.60 3.12 14.83 - - -
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
U.S. High Yield4
U.S. High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.52 16.05 16.05 4.10 7.11 9.07 - 9.07
Net 1.36 15.31 15.31 3.43 6.43 8.37 - 8.37
BUSCHY 1.75 17.13 17.13 4.66 7.35 8.09 - 8.09
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 16.05 - 4.11 1.39 8.94 14.74 9.63 18.79 - - -
Net 15.31 - 4.73 0.74 8.24 14.01 8.93 18.03 - - -
BUSCHY 17.13 - 4.47 2.45 7.44 15.81 4.98 15.12 - - -
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
Emerging Markets Debt
Emerging Markets Debt
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.06 9.96 9.96 - 0.37 1.95 - - 1.95
Net - 6.23 9.20 9.20 - 1.07 1.24 - - 1.24
JPGEMG - 6.09 9.94 9.94 - 4.10 - 1.29 - - - 1.29
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 9.96 - 14.06 4.64 - 7.41 20.28 - - - - -
Net 9.20 - 14.66 3.91 - 8.06 19.45 - - - - -
JPGEMG 9.94 - 14.92 - 5.72 - 8.98 16.76 - - - - -
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012
U.S. Fixed Income
U.S. Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 1.03 11.61 11.61 8.17 5.76 7.04 7.40 7.22
Net - 1.11 11.27 11.27 7.85 5.44 6.72 7.09 6.90
BUSA - 2.98 2.65 2.65 3.02 2.23 3.63 4.34 5.35
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 11.61 - 0.93 14.51 - 2.34 7.04 11.18 9.42 7.08 9.44 8.32
Net 11.27 - 1.23 14.17 - 2.63 6.72 10.85 9.10 6.76 9.12 8.00
BUSA 2.65 0.55 5.95 - 2.02 4.22 7.85 6.56 5.93 5.24 6.96
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
Diversified Large Cap Value Equity
Diversified Large Cap Value Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 8.11 15.13 15.13 8.39 14.47 13.08 7.34 8.03
Net 7.97 14.50 14.50 7.67 13.68 12.29 6.57 7.26
R1000V 6.68 17.34 17.34 8.58 14.78 12.71 5.72 6.62
R1000V = Russell 1000® Value Index; Inception Date: 4/1/1999
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 15.13 - 2.28 13.22 33.09 16.05 6.97 12.45 22.29 - 31.26 2.15
Net 14.50 - 2.98 12.39 32.12 15.20 6.17 11.62 21.39 - 31.79 1.39
R1000V 17.34 - 3.83 13.45 32.53 17.51 0.39 15.51 19.69 - 36.85 - 0.17
R1000V = Russell 1000® Value Index; Inception Date: 4/1/1999
Classic Large Cap Value
Classic Large Cap Value
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 11.25 16.25 16.25 5.28 15.01 11.76 7.77 9.59
Net 11.06 15.45 15.45 4.55 14.22 10.99 7.03 8.83
R1000V 6.68 17.34 17.34 8.58 14.78 12.71 5.72 7.83
R1000V = Russell 1000® Value Index; Inception Date: 10/1/2004
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 16.25 - 9.85 11.35 40.97 22.39 - 5.08 13.99 29.83 - 30.33 7.37
Net 15.45 - 10.48 10.58 40.02 21.56 - 5.74 13.21 28.94 - 30.83 6.63
R1000V 17.34 - 3.83 13.45 32.53 17.51 0.39 15.51 19.69 - 36.85 - 0.17
R1000V = Russell 1000® Value Index; Inception Date: 10/1/2004
Dynamic Large Cap Value Equity
Dynamic Large Cap Value Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.44 10.94 10.94 6.38 15.85 14.47 9.66 9.66
Net 5.25 10.12 10.12 5.59 15.00 13.62 8.84 8.84
R1000V 6.68 17.34 17.34 8.58 14.78 12.71 5.72 5.72
R1000V = Russell 1000® Value Index; Inception Date: 1/1/2007
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 10.94 - 2.93 11.80 47.50 17.58 8.84 13.36 29.73 - 30.67 8.56
Net 10.12 - 3.66 10.98 46.44 16.72 8.03 12.53 28.78 - 31.21 7.75
R1000V 17.34 - 3.83 13.45 32.53 17.51 0.39 15.51 19.69 - 36.85 - 0.17
R1000V = Russell 1000® Value Index; Inception Date: 1/1/2007
Dynamic Large Cap Value Extended Equity - 130/30
Dynamic Large Cap Value Extended Equity - 130/30
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.75 8.30 8.30 4.52 15.31 13.91 - 10.98
Net 5.47 7.18 7.18 3.44 14.13 12.74 - 9.84
R1000V 6.68 17.34 17.34 8.58 14.78 12.71 - 8.63
R1000V = Russell 1000® Value Index; Inception Date: 7/1/2008
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 8.30 - 4.27 10.15 50.00 19.12 9.49 11.47 25.41 - 22.30 -
Net 7.18 - 5.27 9.01 48.49 17.90 8.36 10.32 24.13 - 22.72 -
R1000V 17.34 - 3.83 13.45 32.53 17.51 0.39 15.51 19.69 - 26.93 -
R1000V = Russell 1000® Value Index; Inception Date: 7/1/2008
Diversified Small Cap Value Equity
Diversified Small Cap Value Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 17.48 32.88 32.88 11.66 18.21 16.06 7.40 12.03
Net 17.25 31.85 31.85 10.79 17.29 15.15 6.55 11.15
R2000V 14.07 31.74 31.74 8.30 15.05 13.13 6.26 10.98
R2000V = Russell 2000® Value Index; Inception Date: 10/1/1988
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 32.88 - 2.25 7.22 41.36 17.37 - 1.75 25.05 16.19 - 30.18 - 11.33
Net 31.85 - 3.03 6.37 40.26 16.45 - 2.54 24.07 15.28 - 30.75 - 12.04
R2000V 31.74 - 7.47 4.22 34.52 18.05 - 5.50 24.50 20.58 - 28.93 - 9.78
R2000V = Russell 2000® Value Index; Inception Date: 10/1/1988
Small Cap Value Equity
Small Cap Value Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 12.89 25.61 25.61 4.15 12.25 12.01 7.15 12.53
Net 12.62 24.38 24.38 3.12 11.15 10.91 6.09 11.42
R2000V 14.07 31.74 31.74 8.30 15.05 13.13 6.26 10.10
R2000V = Russell 2000® Value Index; Inception Date: 10/1/1996
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 25.61 - 12.06 2.29 33.52 18.21 0.22 23.82 41.56 - 29.51 - 9.66
Net 24.38 - 12.95 1.27 32.23 17.05 - 0.78 22.62 40.20 - 30.23 - 10.56
R2000V 31.74 - 7.47 4.22 34.52 18.05 - 5.50 24.50 20.58 - 28.93 - 9.78
R2000V = Russell 2000® Value Index; Inception Date: 10/1/1996
Diversified Small Cap Value Select Equity
Diversified Small Cap Value Select Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 13.02 21.58 21.58 9.59 16.59 14.93 7.89 11.25
Net 12.81 20.63 20.63 8.72 15.67 14.02 7.04 10.43
R2500V 9.34 25.20 25.20 8.21 15.02 13.51 6.94 10.32
R2500V = Russell 2500™ Value Index; Inception Date: 10/1/1998
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 21.58 0.67 7.55 42.33 15.06 0.83 21.91 22.62 - 28.53 - 7.91
Net 20.63 - 0.13 6.70 41.24 14.16 0.03 20.96 21.66 - 29.11 - 8.65
R2500V 25.20 - 5.49 7.11 33.32 19.21 - 3.36 24.82 27.67 - 31.99 - 7.27
R2500V = Russell 2500™ Value Index; Inception Date: 10/1/1998
Small/Mid Cap Value Equity
Small/Mid Cap Value Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 12.28 26.61 26.61 5.30 13.41 12.15 6.72 11.75
Net 12.04 25.50 25.50 4.37 12.41 11.15 5.76 10.72
R2500V 9.34 25.20 25.20 8.21 15.02 13.51 6.94 10.65
R2500V = Russell 2500™ Value Index; Inception Date: 10/1/1996
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 26.61 - 10.18 2.69 35.48 18.65 - 2.21 21.60 30.34 - 35.30 1.87
Net 25.50 - 10.99 1.77 34.30 17.60 - 3.08 20.53 29.19 - 35.93 0.91
R2500V 25.20 - 5.49 7.11 33.32 19.21 - 3.36 24.82 27.67 - 31.99 - 7.27
R2500V = Russell 2500™ Value Index; Inception Date: 10/1/1996
Microcap Equity
Microcap Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 18.62 35.42 35.42 11.97 - - - 17.77
Net 18.27 33.78 33.78 10.59 - - - 16.32
RMICV 16.32 30.59 30.59 8.01 - - - 14.24
RMICV = Russell Microcap® Value Index; Inception Date: 3/1/2013
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 35.42 0.42 3.26 33.47 - - - - - -
Net 33.78 - 0.83 1.98 32.13 - - - - - -
RMICV 30.59 - 6.45 3.15 32.31 - - - - - -
RMICV = Russell Microcap® Value Index; Inception Date: 3/1/2013
Global Opportunistic Equity5
Global Opportunistic Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 7.24 16.62 16.62 4.15 - - - 9.20
Net 7.04 15.76 15.76 3.37 - - - 8.39
RGN 1.34 8.39 8.39 3.29 - - - 8.05
RGN = Russell Global Index (Net); Inception Date: 1/1/2013
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 16.62 - 9.91 7.54 25.90 - - - - - -
Net 15.76 - 10.59 6.75 24.98 - - - - - -
RGN 8.39 - 2.18 3.94 23.74 - - - - - -
RGN = Russell Global Index (Net); Inception Date: 1/1/2013
Quantitative Global Equity
Quantitative Global Equity
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.11 7.16 7.16 3.78 11.18 8.92 - 11.53
Net 4.87 6.16 6.16 2.81 10.14 7.91 - 10.49
MSCIWN 1.86 7.51 7.51 3.79 10.40 8.16 - 10.67
MSCIWN = MSCI World Index (Net); Inception Date: 1/1/2009
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 7.16 - 1.44 5.84 32.71 14.57 - 6.34 14.32 31.62 - -
Net 6.16 - 2.37 4.85 31.49 13.50 - 7.23 13.25 30.41 - -
MSCIWN 7.51 - 0.87 4.94 26.68 15.83 - 5.54 11.76 29.99 - -
MSCIWN = MSCI World Index (Net); Inception Date: 1/1/2009
Diversified Mid Cap Dedicated Value
Diversified Mid Cap Dedicated Value
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 11.26 22.01 22.01 9.85 18.23 - - 15.69
Net 11.06 21.11 21.11 9.04 17.36 - - 14.84
RMIDV 5.52 20.00 20.00 9.44 15.69 - - 12.65
RMIDV = Russell Midcap® Value Index; Inception Date: 1/1/2011
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 22.01 - 5.92 15.52 48.85 17.14 3.78 - - - -
Net 21.11 - 6.62 14.67 47.78 16.28 3.01 - - - -
RMIDV 20.00 - 4.78 14.75 33.46 18.51 - 1.38 - - - -
RMIDV = Russell Midcap® Value Index; Inception Date: 1/1/2011
Domestic Balanced
Domestic Balanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 7.24 15.09 15.09 5.67 11.26 9.88 5.99 9.53
Net 7.06 14.29 14.29 4.93 10.40 8.97 5.06 8.69
BLBR1V 2.62 11.62 11.62 6.50 9.80 9.33 5.54 8.42
BLBR1V = 60% Russell 1000 Value® Index / 40% Barclays Govt/Credit Index; Inception Date: 4/1/1994
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 15.09 - 6.90 10.12 22.85 17.66 0.53 12.86 15.92 - 22.82 3.41
Net 14.29 - 7.55 9.36 21.87 16.51 - 0.47 11.75 14.78 - 23.61 2.46
BLBR1V 11.62 - 2.03 10.49 17.51 12.45 4.04 12.43 14.16 - 21.80 2.91
BLBR1V = 60% Russell 1000 Value® Index / 40% Barclays Govt/Credit Index; Inception Date: 4/1/1994