C000147058 Performance — BrandywineGLOBAL - Dynamic US Large Cap Value Fund, Class I
Data updated: 2022-12-07
C000147058 returned −13.13% over one year to Sep 2022. The annualised 3-year return is +7.73%. Against its US Large Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $125, against $118 for the category, and to $87 over one year, against $89. Volatility over the past three years was 20.38% a year. In the 12 months to Sep 2022 the fund took in a net $172.0M, and assets reached $181.55M.
C000147058 Growth of $100
What $100 invested in BrandywineGLOBAL - Dynamic US Large Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000147058 | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $87 | $89 |
| 3 years (Oct 2019 – Sep 2022) | $125 | $118 |
| Since data start (Jul 2019 – Sep 2022) | $126 | $120 |
C000147058 Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −13.13% |
| 3 years (annualised) | +7.73% |
C000147058 Annual Returns
Calendar-year total returns of BrandywineGLOBAL - Dynamic US Large Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −17.71% |
| 2021 | +29.12% |
| 2020 | +7.34% |
| 2019 (Jul–Dec) | +10.88% |
C000147058 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.7% | +0.6% | +0.5% | −3.8% | +1.8% | −10.4% | +6.5% | −3.0% | −7.6% | — | — | — |
| 2021 | +1.7% | +6.8% | +7.9% | +3.8% | +3.5% | −2.3% | −0.1% | +3.0% | −3.4% | +3.7% | −3.9% | +6.0% |
| 2020 | −3.6% | −9.1% | −15.3% | +11.9% | +4.6% | +1.1% | +3.3% | +4.5% | −2.2% | −2.4% | +13.0% | +5.1% |
| 2019 | — | — | — | — | — | — | +1.6% | −4.1% | +3.8% | +2.3% | +4.4% | +2.6% |
C000147058 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2022.
- 3-year volatility (annualised): 20.38%
- 3-year Sharpe ratio: 0.16 (vs 4.5% risk-free rate)
- Best month: +12.95% (Nov 2020)
- Worst month: −15.30% (Mar 2020)
C000147058 Fund Flows
Monthly money in and out of BrandywineGLOBAL - Dynamic US Large Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: $172.0M
- 12-month gross sales (incl. reinvestments): $96.6M
- Sales ÷ redemptions: -1.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $555K | −$10.3M | $10.8M |
| Aug 2022 | $1.5M | −$14.3M | $15.8M |
| Jul 2022 | $15.0M | −$11.7M | $26.7M |
| Jun 2022 | $4.0M | −$9.1M | $13.1M |
| May 2022 | $3.4M | −$3.3M | $6.7M |
| Apr 2022 | $5.5M | −$2.8M | $8.3M |
| Mar 2022 | $4.9M | −$5.8M | $10.7M |
| Feb 2022 | $3.3M | −$5.4M | $8.7M |
| Jan 2022 | $9.4M | −$2.5M | $11.9M |
| Dec 2021 | $37.5M | −$1.7M | $39.1M |
| Nov 2021 | $4.1M | −$3.9M | $8.1M |
| Oct 2021 | $7.5M | −$4.5M | $12.0M |
C000147058 Assets Under Management
Net assets of BrandywineGLOBAL - Dynamic US Large Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $181.55M |
| 2022-06-30 | $208.70M |
| 2022-03-31 | $243.43M |
| 2021-12-31 | $243.68M |
| 2021-09-30 | $225.46M |
| 2021-06-30 | $236.29M |
| 2021-03-31 | $235.61M |
| 2020-12-31 | $199.24M |
| 2020-09-30 | $176.92M |
| 2020-06-30 | $149.93M |
| 2020-03-31 | $131.69M |
| 2019-12-31 | $181.94M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.