Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BAVAX (BROWN ADVISORY VALUE EQUITY FUND ADVISOR SHARES) | NA | 0.61% | 0.61% | 8.72% | 3.12% | NA | NA | 4.28% |
Data as of 12/02/2016, AR inception is 05/31/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BAVAX (BROWN ADVISORY VALUE EQUITY FUND ADVISOR SHARES) | 05/31/2006 | 12/02/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -5.78 | 0.61 | 0.61 | 8.72 | 3.12 | NA | NA | 4.28 | 3.57 | -7.74 | 4.37 | 36.25 | 11.47 | -2.24 | 13.96 | 28.86 | -37.93 | -0.88 | 13.71 |
Sharpe Ratio | NA | 0.02 | 0.04 | 0.58 | 0.12 | NA | NA | 0.16 | 0.22 | -0.50 | 0.35 | 2.79 | 0.77 | -0.10 | 0.77 | 0.93 | -0.92 | -0.27 | 2.32 |
Standard Deviation(%) | NA | 17.28 | 15.08 | 14.85 | 22.34 | NA | NA | 21.74 | 16.96 | 15.66 | 12.33 | 12.97 | 14.95 | 23.25 | 17.94 | 31.04 | 42.17 | 14.76 | 9.05 |
Draw Down(%) | NA | 16.42 | 24.23 | 24.23 | 60.48 | NA | NA | 60.48 | 13.70 | 15.94 | 10.59 | 5.63 | 13.73 | 20.56 | 16.80 | 33.45 | 49.18 | 11.88 | 4.34 |
Yield(%) | 0.00 | 12.78 | 5.74 | 5.42 | 3.42 | 2.56 | 1.92 | 3.84 | 0.00 | 12.16 | 4.30 | 0.72 | 1.56 | 0.88 | 0.88 | 1.75 | 1.10 | 6.91 | 4.08 |
Data as of 12/02/2016, AR inception is 05/31/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BAVAX (BROWN ADVISORY VALUE EQUITY FUND ADVISOR SHARES) |
-12.03%
Jun 2007 - Jun 2010 |
-3.59%
May 2007 - May 2012 |
3.18%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BAVAX (BROWN ADVISORY VALUE EQUITY FUND ADVISOR SHARES) |
27.15%
Feb 2009 - Feb 2012 |
23.05%
Feb 2009 - Feb 2014 |
4.34%
Jul 2006 - Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart