See what your fund actually adds

Brown Advisory - WMC Japan Equity Fund Investor Shares BIJEX

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

Fund and replication metrics

BIJEX compared with its replication portfolio
MeasureBIJEXReplication
Annualized growth22.7%16.2%
Annualized volatility16.8%14.4%
Sharpe ratio1.301.12
Maximum drawdown12.2%10.8%
Replication fit (R²)0.78 · Tracking error 7.8%

Replication portfolio

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

BIJEX replication basket weights
TickerBuilding blockWeight
EFVIntl · Value44.0%
VSSIntl · Small Cap27.7%
EFGIntl · Growth23.0%
USMVFactor · Min Vol5.3%