BrandywineGLOBAL Manager Performance Evaluation

LGOCX -- USA Fund  

USD 9.77  0.00  0.00%

The organization shows Beta (market volatility) of -0.0322 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  994.00  in BrandywineGLOBAL Global Opp Bond C on October 13, 2018 and sell it today you would lose (17.00)  from holding BrandywineGLOBAL Global Opp Bond C or give up 1.71% of portfolio value over 30 days. BrandywineGLOBAL Global Opp Bond C is currently producing negative expected returns and takes up 0.3948% volatility of returns over 30 trading days. Put another way, 3% 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 2.95 times less risky than the market. the firm trades about -0.43 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.

BrandywineGLOBAL Current Valuation

Not valued
November 12, 2018
9.77
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
BrandywineGLOBAL is Unknown risk asset. BrandywineGLOBAL Global prevailing Real Value cannot be determined due to lack of data. The current price of BrandywineGLOBAL Global is $9.77. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. 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 = -0.4347
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BrandywineGLOBAL Relative Performance Indicators

Estimated Market Risk
 0.39
  actual daily
 
 97 %
of total potential
  
Expected Return
 -0.17
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.43
  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 is not yet fully synchronised with the market data
BrandywineGLOBAL generates negative expected return over the last 30 days
The fund maintains about 35.49% of its assets in cash

BrandywineGLOBAL Performance Indicators

BrandywineGLOBAL Global Basic Price Performance Measures

Fifty Two Week Low9.77
Fifty Two Week High11.16
Annual Report Expense Ratio1.71%
Please see also Stocks Correlation. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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