See what your fund actually adds

Brown Advisory Flexible Equity ETF BAFE

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BAFE compared with its replication portfolio
MeasureBAFEReplication
Annualized growth9.7%11.9%
Annualized volatility15.4%15.6%
Sharpe ratio0.680.80
Maximum drawdown16.6%17.2%
Replication fit (R²)0.91 · Tracking error 4.5%

Replication portfolio

The published portfolio below is the investable basket used to model BAFE’s historical return behavior.

BAFE replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth42.7%
XLFSector · Financials30.3%
XLYSector · Cons Discr13.6%
XLVSector · Healthcare13.4%