Alternative Fixed Income | Performance | Brandywine GLOBAL

Alternative Fixed Income All Data as of 3/31/2018

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Alternative Fixed Income

Preview Global Unconstrained Fixed Income
Global Unconstrained Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.36 3.36 7.43 3.34 3.33 4.73 - 5.10
Net 3.18 3.18 6.69 2.59 2.57 3.85 - 4.10
C3MTB 0.35 0.35 1.07 0.49 0.31 0.24 - 0.29
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.36 7.67 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02
Net 3.18 6.92 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73
C3MTB 0.35 0.84 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
Preview Global Unconstrained Fixed Income - Enhanced
Global Unconstrained Fixed Income - Enhanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.80 5.80 11.38 6.98 8.12 - - 9.11
Net 5.47 5.47 10.08 5.85 7.01 - - 7.99
C3MTB 0.35 0.35 1.07 0.49 0.31 - - 0.29
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.80 12.10 13.32 - 5.53 14.94 6.41 4.02 - - - -
Net 5.47 10.86 12.20 - 6.47 13.81 5.36 3.76 - - - -
C3MTB 0.35 0.84 0.27 0.03 0.03 0.05 0.02 - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
Preview Global Opportunistic Total Return
Global Opportunistic Total Return
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.48 3.48 9.55 4.41 4.55 - - 4.55
Net 3.30 3.30 8.79 3.65 3.78 - - 3.78
CWGBI 2.50 2.50 8.49 3.45 1.18 - - 1.18
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.48 9.85 7.08 - 4.93 8.56 - 0.54 - - - - -
Net 3.30 9.08 6.29 - 5.65 7.75 - 1.10 - - - - -
CWGBI 2.50 7.49 1.60 - 3.57 - 0.48 - 1.26 - - - - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
Preview Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.09 1.09 7.20 3.91 6.16 8.88 - 13.38
Net 0.78 0.78 5.88 2.62 4.72 7.29 - 11.71
USL600 1.91 1.91 7.46 6.90 6.64 6.56 - 6.55
USL600 = US 3M LIBOR + 600bps; Inception Date: 9/1/2010
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 1.09 10.22 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - -
Net 0.78 8.86 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - -
USL600 1.91 7.26 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - -
USL600 = US 3M LIBOR + 600bps; Inception Date: 9/1/2010