Alternative Fixed Income | Performance | Brandywine GLOBAL

Alternative Fixed Income All Data as of 9/30/2017

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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 2.32 9.39 10.23 3.57 4.24 4.52 - 5.19
Net 2.15 8.82 9.46 2.81 3.47 3.60 - 4.17
C3MTB 0.26 0.56 0.64 0.29 0.19 0.16 - 0.23
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 9.39 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02
Net 8.82 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73
C3MTB 0.56 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 3.73 14.95 21.25 8.33 9.38 - - 9.38
Net 3.48 14.11 20.07 7.26 8.29 - - 8.29
C3MTB 0.26 0.56 0.64 0.29 0.19 - - 0.19
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 14.95 13.32 - 5.53 14.94 6.41 4.02 - - - -
Net 14.11 12.20 - 6.47 13.81 5.36 3.76 - - - -
C3MTB 0.56 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 2.95 11.28 11.16 4.99 - - - 4.57
Net 2.77 10.69 10.36 4.22 - - - 3.80
CWGBI 1.81 6.38 - 2.69 0.88 - - - 0.53
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 11.28 7.08 - 4.93 8.56 - 0.54 - - - - -
Net 10.69 6.29 - 5.65 7.75 - 1.10 - - - - -
CWGBI 6.38 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 1.94 8.90 10.37 3.48 6.82 12.62 - 14.02
Net 1.63 7.90 9.01 2.20 5.32 10.94 - 12.32
USL600 1.78 5.35 7.13 6.66 6.50 6.47 - 6.47
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 8.90 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - -
Net 7.90 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - -
USL600 5.35 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - -
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010