Brown Advisory Sustainable Growth ETF

10-Year Study

BASG.US · · US · ETF

Executive Summary: Brown Advisory Sustainable Growth ETF has compounded at -4.2% annually over the last 10 years, with a maximum drawdown of 15.5% and an annualized volatility of 35.5%.

1Y CAGR
-4.2%
3Y CAGR
-4.2%
5Y CAGR
-4.2%
10Y CAGR
-4.2%

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 →
15.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-2.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -2.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.6-3.9-4.210.20.7———————-2.5%
2025——————1.7-2.41.71.5-3.3-0.4-1.3%

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 35.5%. The dominant macroeconomic risk driver is QUAL.US, accounting for 44.9% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-06-0110000
2025-07-0110172.755701319502
2025-08-019930.59263214095
2025-09-0110101.441537640148
2025-10-0110249.408893295706
2025-11-019908.85515978949
2025-12-019865.76157425063
2026-01-019412.706887346501
2026-02-019045.839371520096
2026-03-018664.480207459384
2026-04-019549.99618640836
2026-05-019615.971321790861
Annual Return Matrix
YearAnnual Return
2026-0.025318902203324334
Total Factor Risk
0.3545853831278887
VTI.US Exposure
0.11791513154037396
VEA.US Exposure
0.16714718212195045
VWO.US Exposure
-0.02550175654941597
QQQ.US Exposure
0.0024019429025931866
VTV.US Exposure
-0.015667211459941422
IJR.US Exposure
-0.1244584389948761
QUAL.US Exposure
0.44850349709701515
SHV.US Exposure
0.00010685292121972495
TLT.US Exposure
0.38191277006406776
LQD.US Exposure
-0.05697029377937989
HYG.US Exposure
-0.032382000796366175
GLD.US Exposure
0.005079330306031148
USO.US Exposure
-0.00941933085727612
VNQ.US Exposure
-0.09539577246392554
BTC-USD.CC Exposure
0.0725092246988941
CPER.US Exposure
0.006925101024677729
VIX.INDX Exposure
0.14355937343407843
UUP.US Exposure
0.006237999565537467
TIP.US Exposure
0.007496319689731639
Idiosyncratic Exposure
7.953501037884459e-8
Value Score
19.7
Growth Score
50
Profit Score
75
Health Score
19.5
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.5%

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 →26.3x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated26.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$296.8B
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
2.0/ 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
0.97
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+6.2%
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 →
-0.7%
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 →
7.4% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
73
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.0%
50.0% retracement+2.5%
61.8% retracement+5.2%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Brown Advisory Sustainable Growth ETF a high-risk investment?

Brown Advisory Sustainable Growth ETF (BASG.US) has an annualized volatility of 35.5% and experienced a maximum drawdown of 15.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BASG.US has generated a Compound Annual Growth Rate (CAGR) of -4.2%. It has had a positive return in 0% 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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