Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BAJAX (BROWN ADVISORY - WMC JAPAN ALPHA OPPORTUNITIES FUND ADVISOR SHARES) | NA | -18.26% | 3.64% | NA | NA | NA | NA | 3.85% |
Data as of 02/22/2019, AR inception is 03/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAJAX (BROWN ADVISORY - WMC JAPAN ALPHA OPPORTUNITIES FUND ADVISOR SHARES) | 03/06/2014 | 02/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.26 | 3.64 | NA | NA | NA | NA | 3.85 | 4.38 | -21.71 | 27.98 | -11.43 | 10.96 | 13.14 |
| Sharpe Ratio | NA | -1.41 | 0.20 | NA | NA | NA | NA | 0.15 | 3.86 | -1.52 | 3.52 | -0.52 | 0.54 | 1.02 |
| Standard Deviation(%) | NA | 13.99 | 14.55 | NA | NA | NA | NA | 16.83 | 8.65 | 15.15 | 7.79 | 22.27 | 20.11 | 15.74 |
| Draw Down(%) | NA | 26.89 | 30.03 | NA | NA | NA | NA | 30.03 | 1.25 | 30.03 | 4.58 | 21.84 | 18.43 | 10.79 |
| Yield(%) | 0.00 | 24.25 | 13.71 | 10.77 | 5.38 | 3.59 | 2.69 | 13.46 | 0.00 | 24.08 | 10.03 | 0.00 | 10.29 | 5.56 |
Data as of 02/22/2019, AR inception is 03/06/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAJAX (BROWN ADVISORY - WMC JAPAN ALPHA OPPORTUNITIES FUND ADVISOR SHARES) |
-3.90%
Dec 2015 - Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAJAX (BROWN ADVISORY - WMC JAPAN ALPHA OPPORTUNITIES FUND ADVISOR SHARES) |
9.40%
Jan 2015 - Jan 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart