Legg Mason Brandywine Global Fixed Income Fund Class F US$ Accumulating

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Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAbove Average2 star
5-YearBelow AverageHigh2 star
10-Year--Not Rated
OverallBelow AverageHigh2 star
 
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1 Year Daily Volatility Chart (annualised)
  • Legg Mason Brandywine Global Fixed Income Fund Class F US$ Accumulating
  • Bloomberg Global Aggregate TR USD
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev7.68 %
3-Yr Mean Return-3.05 %
 
3-Yr Sharpe Ratio-0.44
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 Bloomberg Global Aggregate TR USD  ICE BofA Gbl HY Constnd TR HEUR
3-Yr Beta1.300.64
3-Yr Alpha0.07-1.40
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)