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Brown Capital Management Mid Company Fund (BCMSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1152918090
CUSIP115291809
IssuerBlackrock
Inception DateSep 30, 2002
CategoryMid Cap Growth Equities
Min. Investment$5,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

The Brown Capital Management Mid Company Fund has a high expense ratio of 1.15%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.15%

Share Price Chart


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Brown Capital Management Mid Company Fund

Performance

Performance Chart

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


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
190.80%
524.45%
BCMSX (Brown Capital Management Mid Company Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brown Capital Management Mid Company Fund had a return of 4.92% year-to-date (YTD) and 20.42% in the last 12 months. Over the past 10 years, Brown Capital Management Mid Company Fund had an annualized return of 0.36%, while the S&P 500 had an annualized return of 10.89%, indicating that Brown Capital Management Mid Company Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.92%10.16%
1 month3.59%3.47%
6 months19.48%22.20%
1 year20.42%30.45%
5 years (annualized)9.63%13.16%
10 years (annualized)0.36%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.44%3.15%
2023-4.48%-8.02%-9.15%13.31%10.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Brown Capital Management Mid Company Fund (BCMSX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCMSX
Brown Capital Management Mid Company Fund
1.24
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Brown Capital Management Mid Company Fund Sharpe ratio is 1.24. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.24
2.79
BCMSX (Brown Capital Management Mid Company Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Capital Management Mid Company Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.00$0.00$1.86$0.50$0.45$0.61$1.14$2.42$0.61$0.00$1.81

Dividend yield

0.00%0.00%17.89%2.58%2.59%4.80%12.25%22.29%5.49%0.00%7.13%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Capital Management Mid Company 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
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$1.86
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.42
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$1.81

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-21.00%
0
BCMSX (Brown Capital Management Mid Company Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brown Capital Management Mid Company 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 Capital Management Mid Company Fund was 63.58%, occurring on Feb 8, 2016. Recovery took 1228 trading sessions.

The current Brown Capital Management Mid Company Fund drawdown is 21.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.58%Mar 23, 2015223Feb 8, 20161228Dec 22, 20201451
-47.72%Oct 11, 2007281Nov 20, 2008333Mar 22, 2010614
-45.89%Nov 17, 2021229Oct 14, 2022
-24.41%Apr 28, 2011110Oct 3, 2011111Mar 13, 2012221
-17.65%Apr 20, 200664Jul 21, 2006303Oct 5, 2007367

Volatility

Volatility Chart

The current Brown Capital Management Mid Company Fund volatility is 4.07%, 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%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.07%
2.80%
BCMSX (Brown Capital Management Mid Company Fund)
Benchmark (^GSPC)