Brown Advisory Sustainable Growth Fund (BIAWX)
The fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of sustainable domestic companies. It invests primarily in the securities of medium and large capitalization companies that Brown Advisory LLC (the "Adviser") believes (1) have the fundamental strengths (strong financials and business models) to outperform their peers and deliver above-average earnings growth over a market cycle, (2) effectively implement Sustainable Business Advantages, and (3) have attractive valuations.
Fund Info
ISIN | US1152333068 |
---|---|
CUSIP | 115233306 |
Issuer | Brown Advisory Funds |
Inception Date | Jun 29, 2012 |
Category | Large Cap Growth Equities |
Min. Investment | $100 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
The Brown Advisory Sustainable Growth Fund has a high expense ratio of 0.78%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brown Advisory Sustainable 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.
Returns By Period
Brown Advisory Sustainable Growth Fund had a return of 10.85% year-to-date (YTD) and 38.02% in the last 12 months. Over the past 10 years, Brown Advisory Sustainable Growth Fund had an annualized return of 16.02%, outperforming the S&P 500 benchmark which had an annualized return of 10.89%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 10.85% | 10.16% |
1 month | 2.33% | 3.47% |
6 months | 27.15% | 22.20% |
1 year | 38.02% | 30.45% |
5 years (annualized) | 16.99% | 13.16% |
10 years (annualized) | 16.02% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.05% | 5.76% | ||||||||||
2023 | -0.66% | -6.04% | -3.18% | 12.91% | 4.77% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Brown Advisory Sustainable Growth Fund | 2.57 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Brown Advisory Sustainable 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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.00 | $0.00 | $0.00 | $0.91 | $0.00 | $0.21 | $0.78 | $0.35 | $0.12 | $0.75 | $0.31 | $0.14 |
Dividend yield | 0.00% | 0.00% | 0.00% | 1.85% | 0.00% | 0.75% | 3.75% | 1.71% | 0.72% | 4.76% | 2.10% | 1.03% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Advisory Sustainable Growth 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | $0.00 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 |
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 | $0.21 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 |
2013 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Brown Advisory Sustainable 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 Sustainable Growth Fund was 36.94%, occurring on Oct 14, 2022. Recovery took 330 trading sessions.
The current Brown Advisory Sustainable Growth Fund drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.94% | Nov 22, 2021 | 226 | Oct 14, 2022 | 330 | Feb 8, 2024 | 556 |
-30.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 47 | May 29, 2020 | 70 |
-18.4% | Sep 17, 2018 | 69 | Dec 24, 2018 | 45 | Mar 1, 2019 | 114 |
-15.81% | Dec 2, 2015 | 46 | Feb 8, 2016 | 77 | May 27, 2016 | 123 |
-10.94% | Aug 6, 2015 | 14 | Aug 25, 2015 | 65 | Nov 25, 2015 | 79 |
Volatility
Volatility Chart
The current Brown Advisory Sustainable Growth Fund volatility is 4.29%, 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.