Nasdaq - Delayed Quote USD
Brown Advisory Mortgage Securities Instl (BAFZX)
8.97
+0.02
+(0.22%)
At close: 8:00:06 PM EDT
Fund Summary
The fund normally invests at least 80% of the value of its net assets (plus any borrowings for investment purposes) in investment grade mortgage-related securities. It invests in securities of various maturities and durations. The fund may invest in derivatives instruments, such as options, futures contracts, including interest rate futures, and options on futures.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 6.87% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 8 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | 1.12% |
| 5y Average Return | -0.31% |
| Rank in Category (ytd) | 70 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.94 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| BAFZX | Category Average | BAFZX | Category Average | BAFZX | Category Average | |
| Alpha | -0.11 | 0 | 0.07 | -0.01 | -0.19 | -0 |
| BETA | 0.94 | 0.01 | 0.88 | 0.01 | 0.86 | 0.01 |
| Mean Annual Return | 0.08 | 0 | 0.02 | 0 | 0.12 | 0 |
| R-squared | 96.47 | 0.61 | 92.54 | 0.7 | 91.99 | 0.74 |
| Standard Deviation | 7.35 | 0.03 | 5.86 | 0.03 | 4.49 | 0.03 |
| Sharpe Ratio | -0.5 | 0.01 | -0.44 | 0 | -0.11 | 0.01 |
| Treynor Ratio | -4.21 | 0.05 | -3.1 | 0.01 | -0.72 | 0.02 |
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