BrandywineGLOBAL Manager Performance Evaluation

LGOCX -- USA Fund  

USD 9.71  0.00  0.00%

The organization shows Beta (market volatility) of -0.063 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. 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 0.0061% will be sustainable into the future.
Horizon     30 Days    Login   to change

BrandywineGLOBAL Global Relative Risk vs. Return Landscape

If you would invest  970.00  in BrandywineGLOBAL Global Opp Bond C on December 21, 2018 and sell it today you would earn a total of  1.00  from holding BrandywineGLOBAL Global Opp Bond C or generate 0.1% return on investment over 30 days. BrandywineGLOBAL Global Opp Bond C is currently producing 0.0061% returns and takes up 0.3782% 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 6.98 times less return on investment than the market. But when comparing it to its historical volatility, the company is 5.22 times less risky than the market. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 of returns per unit of risk over similar time horizon.

BrandywineGLOBAL Current Valuation

Not valued
January 20, 2019
9.71
Market Value
0.00
Real Value
Target Odds
Odds 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 $9.71. 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 = 0.0161
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BrandywineGLOBAL Relative Performance Indicators

Estimated Market Risk
 0.38
  actual daily
 
 3 %
of total potential
 
3
Expected Return
 0.01
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
 
1
Based on monthly moving average BrandywineGLOBAL is performing at about 1% 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

1

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 1 (%) of all funds and portfolios of funds over the last 30 days.

BrandywineGLOBAL Alerts

Equity Alerts and Improvement Suggestions

BrandywineGLOBAL is not yet fully synchronised with the market data
The fund maintains about 35.49% of its assets in cash

BrandywineGLOBAL Performance Indicators

BrandywineGLOBAL Global Basic Price Performance Measures

Fifty Two Week Low9.61
Fifty Two Week High11.16
Annual Report Expense Ratio1.71%
Please see also Stocks Correlation. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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