PortfoliosLab logo

Brown Advisory Small-Cap Fundamental Value Fund (BIAUX)

Mutual Fund · Currency in USD · Last updated Mar 18, 2023

The investment seeks to achieve long-term capital appreciation. The fund normally invests at least 80% of the value of its net assets (plus borrowings for investment purposes) in equity securities of small capitalization companies. Equity securities include common stock, preferred stock, equity-equivalent securities such as convertible securities, stock futures contracts, equity options, other investment companies, ADRs, REITs and ETFs, and the Adviser may also invest in private placements in these types of securities. Small companies are companies whose market capitalizations are generally less than $6 billion at the time of purchase.

Share Price Chart


Loading data...

Performance

The chart shows the growth of $10,000 invested in Brown Advisory Small-Cap Fundamental Value Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $39,188 for a total return of roughly 291.88%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
2.93%
6.48%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BIAUX

Return

Brown Advisory Small-Cap Fundamental Value Fund had a return of -5.46% year-to-date (YTD) and -9.89% in the last 12 months. Over the past 10 years, Brown Advisory Small-Cap Fundamental Value Fund had an annualized return of 7.07%, while the S&P 500 had an annualized return of 9.71%, indicating that Brown Advisory Small-Cap Fundamental Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-12.97%-5.31%
Year-To-Date-5.46%2.01%
6 months-1.18%0.39%
1 year-9.89%-10.12%
5 years (annualized)2.59%7.32%
10 years (annualized)7.07%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.96%-1.24%
2022-8.44%12.72%4.74%-5.13%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Brown Advisory Small-Cap Fundamental Value Fund Sharpe ratio is -0.45. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.45
-0.43
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

Dividend History

Brown Advisory Small-Cap Fundamental Value Fund granted a 6.51% dividend yield in the last twelve months. The annual payout for that period amounted to $1.66 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$1.66$1.66$0.15$0.11$1.25$3.09$1.17$0.09$0.52$1.28$1.11$0.06

Dividend yield

6.51%6.16%0.51%0.51%5.26%16.09%5.26%0.45%3.22%7.43%6.80%0.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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$1.66
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.09
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11
2012$0.06

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-15.48%
-18.34%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Brown Advisory Small-Cap Fundamental Value 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 Small-Cap Fundamental Value Fund is 45.80%, recorded on Mar 23, 2020. It took 222 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.8%Aug 23, 2018397Mar 23, 2020222Feb 8, 2021619
-24.89%Jul 8, 201161Oct 3, 2011297Dec 10, 2012358
-24.34%Jan 7, 200942Mar 9, 200939May 4, 200981
-20.86%Jan 5, 2022113Jun 16, 2022
-19.76%Apr 9, 2015214Feb 11, 2016142Sep 2, 2016356
-19.27%Apr 26, 201050Jul 6, 201086Nov 4, 2010136
-10.49%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-8.8%Jan 20, 201014Feb 8, 201020Mar 9, 201034
-8.45%Jul 7, 201469Oct 10, 201419Nov 6, 201488
-8.36%May 2, 201129Jun 10, 201116Jul 5, 201145

Volatility Chart

Current Brown Advisory Small-Cap Fundamental Value Fund volatility is 30.23%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
30.23%
21.17%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)