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Brown Advisory Mid-Cap Growth Fund (BAFMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1152334132
IssuerBrown Advisory Funds
Inception DateJul 2, 2018
CategoryMid Cap Growth Equities
Min. Investment$1,000,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

The Brown Advisory Mid-Cap Growth Fund has a high expense ratio of 0.79%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Brown Advisory Mid-Cap Growth Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brown Advisory Mid-Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
17.10%
17.14%
BAFMX (Brown Advisory Mid-Cap Growth Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brown Advisory Mid-Cap Growth Fund had a return of 1.43% year-to-date (YTD) and 16.73% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.43%5.06%
1 month-4.07%-3.23%
6 months17.10%17.14%
1 year16.73%20.62%
5 years (annualized)7.15%11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.07%5.26%2.92%
2023-5.01%-4.58%10.98%7.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BAFMX is 60, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BAFMX is 6060
Brown Advisory Mid-Cap Growth Fund(BAFMX)
The Sharpe Ratio Rank of BAFMX is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of BAFMX is 6262Sortino Ratio Rank
The Omega Ratio Rank of BAFMX is 6161Omega Ratio Rank
The Calmar Ratio Rank of BAFMX is 4949Calmar Ratio Rank
The Martin Ratio Rank of BAFMX is 6262Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brown Advisory Mid-Cap Growth Fund (BAFMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BAFMX
Sharpe ratio
The chart of Sharpe ratio for BAFMX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for BAFMX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.0012.001.73
Omega ratio
The chart of Omega ratio for BAFMX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for BAFMX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.000.53
Martin ratio
The chart of Martin ratio for BAFMX, currently valued at 3.85, compared to the broader market0.0020.0040.0060.003.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0020.0040.0060.007.04

Sharpe Ratio

The current Brown Advisory Mid-Cap Growth Fund Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.20
1.76
BAFMX (Brown Advisory Mid-Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Mid-Cap Growth Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202320222021202020192018
Dividend$0.00$0.00$0.81$1.75$0.00$0.04$0.11

Dividend yield

0.00%0.00%6.85%9.92%0.00%0.26%1.14%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Advisory Mid-Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.75
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2018$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-15.85%
-4.63%
BAFMX (Brown Advisory Mid-Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brown Advisory Mid-Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Brown Advisory Mid-Cap Growth Fund was 38.26%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Brown Advisory Mid-Cap Growth Fund drawdown is 15.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.26%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-38.14%Oct 22, 2021164Jun 16, 2022
-22.2%Sep 17, 201869Dec 24, 201859Mar 21, 2019128
-10.36%Feb 16, 202115Mar 8, 202133Apr 23, 202148
-9.1%Apr 27, 202113May 13, 202130Jun 25, 202143

Volatility

Volatility Chart

The current Brown Advisory Mid-Cap Growth Fund volatility is 3.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.91%
3.27%
BAFMX (Brown Advisory Mid-Cap Growth Fund)
Benchmark (^GSPC)