Brown Advisory Flexible Equity ETF

10-Year Study

BAFE.US · · US · ETF

Executive Summary: Brown Advisory Flexible Equity ETF has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 9.8% and an annualized volatility of 19.1%.

1Y CAGR
+9.9%
3Y CAGR
+4.3%
5Y CAGR
+4.3%
10Y CAGR
+4.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +9.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-1.8-5.38.0————————0.1%
20255.5-3.4-5.3-1.45.94.9-0.01.31.2-0.81.01.29.8%
2024———————————-3.4-3.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-11-0110000
2024-12-019659.876941978851
2025-01-0110187.870375882925
2025-02-019842.971140634058
2025-03-019325.042482060086
2025-04-019190.334290938355
2025-05-019734.972517357886
2025-06-0110215.353017996043
2025-07-0110213.804647983148
2025-08-0110344.642284318943
2025-09-0110465.027867698262
2025-10-0110378.7064246026
2025-11-0110482.446474973867
2025-12-0110606.48120585368
2026-01-0110553.681862463276
2026-02-0110368.883719263262
2026-03-019823.418629194188
2026-04-0110612.149502492644
Annual Return Matrix
YearAnnual Return
20250.09799340815214541
20260.0005344182042046342
Total Factor Risk
0.1907858271585514
VTI.US Exposure
0.12860147736313823
VEA.US Exposure
0.1845270917622791
VWO.US Exposure
-0.07696384469437728
QQQ.US Exposure
0.023740222869675934
VTV.US Exposure
0.07230658301922314
IJR.US Exposure
0.04164311432312368
QUAL.US Exposure
-0.06344669687261328
SHV.US Exposure
0.10882396334511245
TLT.US Exposure
0.1465919837678832
LQD.US Exposure
-0.07920596728844768
HYG.US Exposure
0.48240898136651866
GLD.US Exposure
-0.0011885797854030743
USO.US Exposure
-0.0018858240398450605
VNQ.US Exposure
-0.13412061019721486
BTC-USD.CC Exposure
0.07935680150008255
CPER.US Exposure
0.004703992683948678
VIX.INDX Exposure
0.10135522974954407
UUP.US Exposure
-0.00793490648491049
TIP.US Exposure
-0.009789121421626603
Idiosyncratic Exposure
0.0004761090339090883
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.30%
Market Cap$307.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brown Advisory Flexible Equity ETF a high-risk investment?

Brown Advisory Flexible Equity ETF (BAFE.US) has an annualized volatility of 19.1% and experienced a maximum drawdown of 9.8% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of BAFE.US?

Over the past 10 years, BAFE.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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