Brown Advisory Flexible Etf Performance
| BAFE Etf | 25.78 0.12 0.46% |
The etf shows a Beta (market volatility) of 0.09, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brown Advisory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brown Advisory is expected to be smaller as well.
Risk-Adjusted Performance
29 of 100
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Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Brown Advisory Flexible are ranked lower than 29 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile technical and fundamental indicators, Brown Advisory may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Brown Advisory Relative Risk vs. Return Landscape
If you would invest 2,510 in Brown Advisory Flexible on September 12, 2024 and sell it today you would earn a total of 68.00 from holding Brown Advisory Flexible or generate 2.71% return on investment over 90 days. Brown Advisory Flexible is currently generating 0.1681% in daily expected returns and assumes 0.445% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of etfs are less volatile than Brown, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Brown Advisory Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Brown Advisory Flexible, and traders can use it to determine the average amount a Brown Advisory's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3778
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Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.38 actual daily | 29 71% of assets perform better |
Based on monthly moving average Brown Advisory is performing at about 29% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Brown Advisory by adding it to a well-diversified portfolio.
About Brown Advisory Performance
By analyzing Brown Advisory's fundamental ratios, stakeholders can gain valuable insights into Brown Advisory's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Brown Advisory has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Brown Advisory has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.