Summary
BAFE
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 14.85% 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: 02/06/2026

Current price: $28.82

Expense ratio: 0.54%

Assets under management
$1.6B
0.11% 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

2.33%

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

8.11%

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

7.13%

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

14.85%

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

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
02/06/2026 $28.79 $28.94 $28.74 $28.82 40,300
01/06/2026 $28.70 $28.95 $28.70 $28.85 44,000
29/05/2026 $28.72 $28.79 $28.71 $28.72 64,600
28/05/2026 $28.47 $28.72 $28.47 $28.72 81,200
27/05/2026 $28.65 $28.75 $28.59 $28.64 106,500
26/05/2026 $28.57 $28.59 $28.48 $28.58 40,000
22/05/2026 $28.44 $28.47 $28.36 $28.38 199,900
21/05/2026 $28.15 $28.40 $28.14 $28.31 40,600
20/05/2026 $28.06 $28.34 $28.04 $28.34 92,700
19/05/2026 $28.31 $28.31 $28.10 $28.10 91,600