Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BCAAX (BrandywineGLOBAL – Corporate Credit Fund Class A) | NA | 6.81% | 4.97% | 0.00% | 4.84% | NA | NA | … | … |
Data as of 04/26/2013, Common starting date is 06/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCAAX (BrandywineGLOBAL – Corporate Credit Fund Class A) | 06/11/2001 | 04/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.81 | 4.97 | 0.00 | 4.84 | NA | NA | … | … | 3.14 | 13.27 | -7.37 | 14.76 | 24.42 | -39.13 | 1.30 | 15.22 | 6.82 | 11.42 | 24.17 | -21.86 | -6.49 |
| Sharpe Ratio | NA | 0.53 | 0.26 | -0.01 | 0.20 | NA | NA | … | … | 0.98 | 1.01 | -0.31 | 0.84 | 0.93 | -1.10 | -0.11 | 1.10 | 0.50 | 1.02 | 1.64 | -1.12 | -0.85 |
| Standard Deviation(%) | NA | 12.65 | 18.54 | 24.40 | 19.57 | NA | NA | … | … | 10.43 | 13.25 | 23.72 | 17.43 | 26.06 | 36.17 | 15.56 | 10.85 | 9.34 | 10.29 | 14.28 | 20.45 | 15.87 |
| Draw Down(%) | NA | 10.53 | 23.87 | 52.69 | 57.93 | NA | NA | … | … | 3.94 | 12.06 | 23.87 | 14.20 | 26.45 | 49.13 | 11.04 | 10.40 | 6.11 | 7.83 | 13.48 | 29.52 | 20.32 |
| Yield(%) | 0.00 | 0.68 | 0.79 | 0.73 | 5.03 | 2.50 | 1.88 | … | … | 0.00 | 0.75 | 0.52 | 1.16 | 1.29 | 1.01 | 18.62 | 9.08 | 3.32 | 0.27 | 0.05 | 0.70 | 0.00 |
Data as of 04/26/2013, Common starting date is 06/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCAAX (BrandywineGLOBAL – Corporate Credit Fund Class A) |
-17.61%
Feb 2006 – Feb 2009 |
-7.67%
Feb 2004 – Feb 2009 |
0.82%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCAAX (BrandywineGLOBAL – Corporate Credit Fund Class A) |
21.04%
Feb 2009 – Feb 2012 |
13.68%
Sep 2002 – Sep 2007 |
5.80%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart