Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLOAX (BrandywineGLOBAL – Global Opportunities Bond Fund (USD Hedged) Class A) | NA | 130,383.86% | 961.48% | 312.09% | 97.69% | NA | NA | … | … |
Data as of 07/12/2024, Common starting date is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOAX (BrandywineGLOBAL – Global Opportunities Bond Fund (USD Hedged) Class A) | 10/28/2011 | 07/12/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 132,087.50 | 130,383.86 | 961.48 | 312.09 | 97.69 | NA | NA | … | … | 127,275.45 | 6.29 | -10.39 | -7.43 | -16.57 | -0.07 | 18.33 | 22.73 | -3.57 |
| Sharpe Ratio | NA | 181.43 | 2.31 | 0.79 | 0.30 | NA | NA | … | … | 77,278.09 | 0.26 | -1.91 | -0.31 | -0.75 | -0.01 | 1.72 | 1.71 | -0.80 |
| Standard Deviation(%) | NA | 718.61 | 415.74 | 388.59 | 322.22 | NA | NA | … | … | 989.15 | 7.97 | 6.20 | 6.32 | 22.18 | 10.14 | 10.63 | 13.34 | 24.09 |
| Draw Down(%) | NA | 8.83 | 15.59 | 20.73 | 38.34 | NA | NA | … | … | 5.27 | 8.83 | 14.36 | 8.07 | 22.21 | 10.66 | 7.03 | 8.78 | 9.79 |
| Yield(%) | 0.00 | 3.56 | 3.46 | 2.22 | 1.16 | 1.77 | 1.33 | … | … | 97.05 | 4.75 | 0.00 | 5.87 | 0.00 | 3.54 | 8.07 | 1.72 | 0.00 |
Data as of 07/12/2024, Common starting date is 10/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOAX (BrandywineGLOBAL – Global Opportunities Bond Fund (USD Hedged) Class A) |
-12.98%
Oct 2020 – Oct 2023 |
-7.52%
Oct 2018 – Oct 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOAX (BrandywineGLOBAL – Global Opportunities Bond Fund (USD Hedged) Class A) |
14.05%
Nov 2011 – Nov 2014 |
2.31%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart