Summary
BAFE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.53% Volatility 18.75% Sharpe 0.04
Official loaded data — not a live quote.

BROWN ADVISORY FLEXIBLE EQUITY ETF

Symbol: BAFE

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 15/11/2024

Latest date: 16/07/2026

Current price: $29.48

Expense ratio: 0.54%

Assets under management
$1.7B
-0.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.45%

Ann. -40.58% (Sharpe / Sortino numerator)

Volatility

19.57%

Sharpe ratio

-2.259

VaR 95%

-2.00%

CVaR 95%: -2.11%
Max drawdown: -7.81%
Sortino ratio: -3.580
Calmar ratio: -5.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.85%

Ann. -25.99% (Sharpe / Sortino numerator)

Volatility

16.00%

Sharpe ratio

-1.851

VaR 95%

-1.99%

CVaR 95%: -2.08%
Max drawdown: -12.73%
Sortino ratio: -2.623
Calmar ratio: -2.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.38%

Ann. -11.38% (Sharpe / Sortino numerator)

Volatility

14.59%

Sharpe ratio

-1.029

VaR 95%

-1.72%

CVaR 95%: -2.09%
Max drawdown: -12.73%
Sortino ratio: -1.459
Calmar ratio: -0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.53%

Ann. 4.45% (Sharpe / Sortino numerator)

Volatility

18.75%

Sharpe ratio

0.044

VaR 95%

-1.85%

CVaR 95%: -2.72%
Max drawdown: -12.73%
Sortino ratio: 0.058
Calmar ratio: 0.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.80%

Ann. 10.40% (Sharpe / Sortino numerator)

Volatility

17.67%

Sharpe ratio

0.386

VaR 95%

-1.73%

CVaR 95%: -2.51%
Max drawdown: -18.37%
Sortino ratio: 0.518
Calmar ratio: 0.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.051%

Best day

3.046%

31/03/2026
Worst day

-2.608%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.52 $29.61 $29.34 $29.48 66,300
15/07/2026 $29.32 $29.53 $29.32 $29.47 27,900
14/07/2026 $29.37 $29.48 $29.33 $29.40 29,200
13/07/2026 $29.52 $29.52 $29.36 $29.38 41,200
10/07/2026 $29.42 $29.44 $29.27 $29.43 222,000
09/07/2026 $29.12 $29.25 $29.07 $29.25 21,100
08/07/2026 $29.09 $29.13 $28.90 $29.02 43,100
07/07/2026 $29.47 $29.47 $29.28 $29.29 5,400
06/07/2026 $29.38 $29.49 $29.30 $29.46 19,200
02/07/2026 $29.47 $29.48 $29.13 $29.32 17,500