BROWN ADVISORY Mean Deviation
| BAUAX Fund | | | USD 29.24 -0.34 -1.15% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is BROWN ADVISORY's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.7698, BROWN ADVISORY's Mean Deviation indicates low price variability. This places BROWN ADVISORY at the lower end of the volatility range for Brown Advisory Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.7698 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of BROWN ADVISORY |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
BROWN ADVISORY falls above the 0.7 peer average for Mean Deviation. Johcm Emerging Markets leads at 1.04 while T Rowe Price registers the lowest at 0.1464. BROWN ADVISORY has exhibited greater price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Brown Advisory and its peers. Each point represents one equity — position along the horizontal axis shows Mean Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
BROWN ADVISORY's Maximum Drawdown of
3.84 runs about
4.98 times its Mean Deviation of
0.77 . This indicates Maximum Drawdown is significantly higher than Mean Deviation for BROWN ADVISORY.
Methodology, Assumptions & Data Sources
The current Mean Deviation for BROWN ADVISORY is 0.7698. The Mean Deviation for BROWN ADVISORY is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. BROWN ADVISORY operates in the small blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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