Brown Advisory Sustainable Bond Fund (BASBX)
The fund's investment objective by investing at least 80% of the value of its net assets (plus any borrowings for investment purposes) in either fixed income securities of issuers that satisfy the fund's ESG criteria or in securities where the use of the proceeds satisfy the fund's ESG criteria. The fund may invest up to 20% of its assets in high-yield securities ("junk bonds" ).
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in Brown Advisory Sustainable Bond Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,508 for a total return of roughly 5.08%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
Brown Advisory Sustainable Bond Fund had a return of 3.15% year-to-date (YTD) and -5.36% in the last 12 months. Over the past 10 years, Brown Advisory Sustainable Bond Fund had an annualized return of 0.89%, while the S&P 500 had an annualized return of 8.62%, indicating that Brown Advisory Sustainable Bond Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 2.30% | -3.20% |
| Year-To-Date | 3.15% | 2.84% |
| 6 months | 2.12% | 4.19% |
| 1 year | -5.36% | -12.48% |
| 5 years (annualized) | 1.30% | 8.83% |
| 10 years (annualized) | 0.89% | 8.62% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.67% | -2.47% | ||||||||||
| 2022 | -4.03% | -1.90% | 3.17% | -0.22% |
Dividend History
Brown Advisory Sustainable Bond Fund granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.18 | $0.28 | $0.43 | $0.41 | $0.25 | $0.06 |
Dividend yield | 2.49% | 2.08% | 2.79% | 4.25% | 4.47% | 2.96% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Advisory Sustainable Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.02 | $0.02 | ||||||||||
| 2022 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 |
| 2021 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.15 |
| 2020 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.22 |
| 2019 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.14 |
| 2018 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 |
| 2017 | $0.00 | $0.01 | $0.01 | $0.02 | $0.02 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Brown Advisory Sustainable Bond Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Brown Advisory Sustainable Bond Fund is 17.67%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.67% | Aug 5, 2021 | 308 | Oct 24, 2022 | — | — | — |
| -11.34% | Mar 10, 2020 | 12 | Mar 25, 2020 | 71 | Jul 7, 2020 | 83 |
| -3.34% | Sep 11, 2017 | 173 | May 17, 2018 | 183 | Feb 8, 2019 | 356 |
| -2.74% | Jan 5, 2021 | 51 | Mar 18, 2021 | 76 | Jul 7, 2021 | 127 |
| -2.02% | Sep 5, 2019 | 7 | Sep 13, 2019 | 88 | Jan 21, 2020 | 95 |
| -0.91% | Sep 4, 2020 | 40 | Oct 30, 2020 | 15 | Nov 20, 2020 | 55 |
| -0.69% | Jul 5, 2019 | 5 | Jul 11, 2019 | 15 | Aug 1, 2019 | 20 |
| -0.66% | Mar 29, 2019 | 13 | Apr 16, 2019 | 9 | Apr 30, 2019 | 22 |
| -0.65% | Aug 7, 2020 | 5 | Aug 13, 2020 | 14 | Sep 2, 2020 | 19 |
| -0.59% | Feb 27, 2019 | 3 | Mar 1, 2019 | 4 | Mar 7, 2019 | 7 |
Volatility Chart
Current Brown Advisory Sustainable Bond Fund volatility is 12.02%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.