Brown Advisory Small Cap Fund Market Value
| BAFSX Fund | USD 40.35 0.62 1.51% |
| Symbol | Brown |
Brown Advisory 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Brown Advisory's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Brown Advisory.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Brown Advisory on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Brown Advisory Small Cap or generate 0.0% return on investment in Brown Advisory over 90 days. Brown Advisory is related to or competes with Arrow Managed, Black Oak, Commodities Strategy, Transamerica Emerging, Angel Oak, and Locorr Long/short. Under normal conditions, the Adviser seeks to achieve the funds investment objective by investing at least 80 percent of... More
Brown Advisory Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Brown Advisory's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Brown Advisory Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.935 | |||
| Information Ratio | 0.1436 | |||
| Maximum Drawdown | 25.57 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.3 |
Brown Advisory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Advisory's standard deviation. In reality, there are many statistical measures that can use Brown Advisory historical prices to predict the future Brown Advisory's volatility.| Risk Adjusted Performance | 0.1376 | |||
| Jensen Alpha | 0.534 | |||
| Total Risk Alpha | 0.2525 | |||
| Sortino Ratio | 0.4683 | |||
| Treynor Ratio | (0.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brown Advisory's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Brown Advisory February 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1376 | |||
| Market Risk Adjusted Performance | (0.96) | |||
| Mean Deviation | 1.2 | |||
| Semi Deviation | 0.2373 | |||
| Downside Deviation | 0.935 | |||
| Coefficient Of Variation | 596.51 | |||
| Standard Deviation | 3.05 | |||
| Variance | 9.3 | |||
| Information Ratio | 0.1436 | |||
| Jensen Alpha | 0.534 | |||
| Total Risk Alpha | 0.2525 | |||
| Sortino Ratio | 0.4683 | |||
| Treynor Ratio | (0.97) | |||
| Maximum Drawdown | 25.57 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 0.8742 | |||
| Semi Variance | 0.0563 | |||
| Expected Short fall | (1.52) | |||
| Skewness | 6.72 | |||
| Kurtosis | 50.86 |
Brown Advisory Small Backtested Returns
Brown Advisory appears to be very steady, given 3 months investment horizon. Brown Advisory Small secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Brown Advisory Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Brown Advisory's Mean Deviation of 1.2, risk adjusted performance of 0.1376, and Downside Deviation of 0.935 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Brown Advisory are expected to decrease at a much lower rate. During the bear market, Brown Advisory is likely to outperform the market.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Brown Advisory Small Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brown Advisory Small price movement. The serial correlation of -0.18 indicates that over 18.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Brown Mutual Fund
Brown Advisory financial ratios help investors to determine whether Brown Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brown with respect to the benefits of owning Brown Advisory security.
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