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BrandywineGLOBAL Dyn US Large Cap Val I (LMBEX)

Nasdaq - Nasdaq Delayed Price. Currency in USD

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11.81

+0.22

(+1.92%)

At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★★

Number of Years Up5

Number of Years Down2

Best 1 Yr Total Return (Oct 16, 2022)29.12%

Worst 1 Yr Total Return (Oct 16, 2022)N/A

Risk Statistics

3 Years

LMBEXCategory Average

5 Years

LMBEXCategory Average

10 Years

LMBEXCategory Average

Alpha

0.43-0.01

-1.22-0.03

N/A-0.03

BETA

0.910.01

0.960.01

N/A0.01

Mean Annual Return

0.790.01

0.740.01

N/A0.01

R-squared

82.920.78

85.460.83

N/A0.84

Standard Deviation

20.380.17

18.830.19

N/A0.16

Sharpe Ratio

0.790

0.630

N/A0.01

Treynor Ratio

7.760.04

6.440.07

N/A0.08