Legg Mason Brandywine Global Fixed Income Fund Class B US$ Distributing (S)

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Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearLowHigh1 star
5-YearLowHigh1 star
10-YearBelow AverageAbove Average2 star
OverallBelow AverageHigh2 star
 
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1 Year Daily Volatility Chart (annualised)
  • Legg Mason Brandywine Global Fixed Income Fund Class B US$ Distributing (S)
  • Bloomberg Global Aggregate TR USD
%
Volatility Measurements31/12/2021
 
3-Yr Std Dev8.13 %
3-Yr Mean Return-0.82 %
 
3-Yr Sharpe Ratio-0.14
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 Bloomberg Global Aggregate TR USD  JPM EMBI Global Hedged TR EUR
3-Yr Beta1.540.61
3-Yr Alpha-3.84-1.95
 
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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)