BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (US35473P4625) - Seasonality

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BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (US35473P4625) - Seasonality

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Correlation

2024

77.05%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	50%	75%	50%	75%	75%	100%	75%	67%	100%	100%	75%
Average return %	+4.13%	+0.72%	-1.25%	-1.21%	+0.73%	+2.93%	+3.21%	+0.73%	-0.31%	-1.59%	+5.05%	-5.82%
2026	+4.10%	+1.94%	-3.40%	+3.66%	+0.46%	+2.13%	+3.89%	+1.41%	-2.18%	--	--	--
2025	+3.85%	-0.36%	-3.22%	-3.33%	+4.74%	+3.36%	+0.28%	+2.18%	+0.28%	-1.51%	+1.68%	-1.17%
2024	+0.73%	+4.11%	+5.96%	-5.63%	+2.40%	-1.06%	+5.12%	+1.53%	+1.65%	-1.20%	+7.35%	-10.30%
2023	+7.86%	-2.83%	-4.33%	+0.44%	-4.68%	+7.28%	+3.56%	-2.21%	-2.85%	-2.07%	+4.49%	+3.71%
2022	--	--	--	--	--	--	--	--	--	--	+6.69%	-15.50%

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