BrandywineGLOBAL Manager Performance Evaluation

LGOCX -- USA Fund  

USD 10.29  0.03  0.29%

The organization shows Beta (market volatility) of 0.0101 which signifies that as returns on market increase, BrandywineGLOBAL returns are expected to increase less than the market. However during bear market, the loss on holding BrandywineGLOBAL will be expected to be smaller as well. Although it is extremely important to respect BrandywineGLOBAL Global historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing BrandywineGLOBAL Global technical indicators you can presently evaluate if the expected return of 0.0897% will be sustainable into the future.
1616

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in BrandywineGLOBAL Global Opp Bond C are ranked lower than 16 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, BrandywineGLOBAL is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low9.61
Fifty Two Week High10.35
Annual Report Expense Ratio1.72%
Horizon     30 Days    Login   to change

BrandywineGLOBAL Global Relative Risk vs. Return Landscape

If you would invest  993.00  in BrandywineGLOBAL Global Opp Bond C on June 24, 2019 and sell it today you would earn a total of  36.00  from holding BrandywineGLOBAL Global Opp Bond C or generate 3.63% return on investment over 30 days. BrandywineGLOBAL Global Opp Bond C is currently producing 0.0897% returns and takes up 0.364% 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 is expected to generate 2.14 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.68 times less risky than the market. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.31 of returns per unit of risk over similar time horizon.

BrandywineGLOBAL Current Valuation

Fairly Valued
July 24, 2019
10.29
Market Value
10.26
Real Value
11.34
Upside
BrandywineGLOBAL is very steady asset. BrandywineGLOBAL Global shows prevailing Real Value of $10.26 per share. The current price of the fund is $10.29. 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 = 0.2465
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BrandywineGLOBAL Relative Performance Indicators

Estimated Market Risk
 0.36
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 0.09
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.25
  actual daily
 
 16 %
of total potential
 
1616
Based on monthly moving average BrandywineGLOBAL is performing at about 16% 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 Alerts

Equity Alerts and Improvement Suggestions

The fund maintains about 39.59% of its assets in cash
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