See what your fund actually adds
Brown Advisory Sustainable Growth ETF BASG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BASG | Replication |
|---|---|---|
| Annualized growth | 12.8% | 15.6% |
| Annualized volatility | 16.6% | 14.6% |
| Sharpe ratio | 0.81 | 1.06 |
| Maximum drawdown | 18.8% | 13.7% |
| Replication fit (R²) | 0.85 · Tracking error 6.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model BASG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 45.7% |
| VOT | Mid-Cap · Growth | 36.3% |
| XLY | Sector · Cons Discr | 15.3% |
| XLF | Sector · Financials | 2.7% |