BrandywineGLOBAL Manager Performance Evaluation

LGOCX -- USA Fund  

USD 10.05  0.02  0.20%

The organization shows Beta (market volatility) of -0.1259 which signifies that as returns on market increase, returns on owning BrandywineGLOBAL are expected to decrease at a much smaller rate. During bear market, BrandywineGLOBAL is likely to outperform the market.. Even though it is essential to pay attention to BrandywineGLOBAL Global historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. BrandywineGLOBAL Global Opp Bond C exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

BrandywineGLOBAL Global Relative Risk vs. Return Landscape

If you would invest  1,011  in BrandywineGLOBAL Global Opp Bond C on August 26, 2018 and sell it today you would lose (6.00)  from holding BrandywineGLOBAL Global Opp Bond C or give up 0.59% of portfolio value over 30 days. BrandywineGLOBAL Global Opp Bond C is currently producing negative expected returns and takes up 0.4431% volatility of returns over 30 trading days. Put another way, 4% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, BrandywineGLOBAL Global Opp Bond C is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.02 times less risky than the market. the firm trades about -0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

BrandywineGLOBAL Current Valuation

Fairly Valued
September 25, 2018
10.05
Market Value
10.03
Real Value
Target Odds
  
11.35
Upside
BrandywineGLOBAL is not too volatile asset. BrandywineGLOBAL Global shows prevailing Real Value of $10.03 per share. The current price of the fund is $10.05. At this time the entity appears to be fairly valued. We determine the value of BrandywineGLOBAL Global from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

BrandywineGLOBAL Market Risk Analysis

Sharpe Ratio = -0.0686
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsLGOCX

BrandywineGLOBAL Relative Performance Indicators

Estimated Market Risk
 0.44
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.07
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average BrandywineGLOBAL is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BrandywineGLOBAL by adding it to a well-diversified portfolio.

BrandywineGLOBAL Performance Rating

BrandywineGLOBAL Global Opp Bond C Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days BrandywineGLOBAL Global Opp Bond C has generated negative risk-adjusted returns adding no value to fund investors.

BrandywineGLOBAL Alerts

Equity Alerts and Improvement Suggestions

BrandywineGLOBAL generates negative expected return over the last 30 days
The fund maintains about 39.22% of its assets in cash

BrandywineGLOBAL Performance Indicators

BrandywineGLOBAL Global Basic Price Performance Measures

Fifty Two Week Low9.86
Fifty Two Week High11.35
Annual Report Expense Ratio1.71%
Please see also Stocks Correlation. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Search macroaxis.com