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Brown Advisory Sustainable Growth Fund (BIAWX)

Mutual Fund · Currency in USD · Last updated Mar 24, 2023

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.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Brown Advisory Sustainable Growth Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $44,347 for a total return of roughly 343.47%. All prices are adjusted for splits and dividends.


200.00%250.00%300.00%350.00%NovemberDecember2023FebruaryMarch
343.47%
189.89%
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

S&P 500

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Popular comparisons: BIAWX vs. SPY

Return

Brown Advisory Sustainable Growth Fund had a return of 10.65% year-to-date (YTD) and -12.40% in the last 12 months. Over the past 10 years, Brown Advisory Sustainable Growth Fund had an annualized return of 14.47%, outperforming the S&P 500 benchmark which had an annualized return of 9.76%.


PeriodReturnBenchmark
1 month-0.16%-3.20%
Year-To-Date10.65%2.84%
6 months7.95%4.19%
1 year-12.40%-12.48%
5 years (annualized)13.55%8.83%
10 years (annualized)14.47%9.76%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.74%-1.64%
2022-10.27%3.05%5.95%-5.98%

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 Sustainable Growth Fund Sharpe ratio is -0.39. 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.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.39
-0.54
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.00$0.00$0.91$0.00$0.21$0.78$0.35$0.12$0.75$0.31$0.14$0.01

Dividend yield

0.00%0.00%1.85%0.00%0.76%3.85%1.82%0.78%5.19%2.40%1.20%0.07%

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.


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$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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14
2012$0.01

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%NovemberDecember2023FebruaryMarch
-25.90%
-17.68%
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Brown Advisory Sustainable Growth 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 Growth Fund is 36.94%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.94%Nov 22, 2021226Oct 14, 2022
-30.44%Feb 20, 202023Mar 23, 202047May 29, 202070
-18.4%Sep 17, 201869Dec 24, 201845Mar 1, 2019114
-15.81%Dec 2, 201546Feb 8, 201677May 27, 2016123
-10.94%Aug 6, 201514Aug 25, 201565Nov 25, 201579
-10.51%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-9.13%Jan 29, 20189Feb 8, 201820Mar 9, 201829
-9.01%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-8.1%Sep 7, 202120Oct 4, 202115Oct 25, 202135
-8.05%Sep 9, 201425Oct 13, 201414Oct 31, 201439

Volatility Chart

Current Brown Advisory Sustainable Growth Fund volatility is 23.09%. 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%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
23.09%
19.59%
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)