Fact sheet: Brown Advisory US Eq Value

Fund information
Fund name
Brown Advisory US Equity Value A GBP
Fund manager company
Brown Advisory LLC
Fund type
OEIC
Fund managers
  • Michael Fosssince 01/03/2014
  • Doron Eisenbergsince 01/03/2014
Fund objective
The Fund aims to achieve capital appreciation by investing in medium to large cap U.S. Equities. The Fund uses a bottomup, research-intensive process with a strong valuation discipline and “margin of safety” considerations to build a concentrated portfolio with lower-than-market valuation and better-than-market fundamentals.
Benchmark
  • Russell 1000 Value Index (Total Return Net)
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
27.3%
1 Year rank in sector
10/206
Sector
FO Equity - USA
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.62%
Fund size
£150m (£567m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
104
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP38.5%
Hermes US SMID Equity36.2%
T. Rowe Price USLgeCapValEq35.7%
Boost S&P500 3x LD ETP34.4%
Dodge & Cox US Stk34.2%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA93.3%
    Money Market6.7%
  • Financials25.8%
    Information Technology23.3%
    Health Care14.6%
    Consumer Discretionary12.9%
    Money Market6.7%
  • US Equities93.3%
    Money Market6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%15%19.5%27.3%33.4%88.3%
Sector-0.1%4.5%6.8%8.3%23.2%81.5%
Rank within sector5 / 2197 / 2164 / 21210 / 20640 / 17072 / 146
Quartile1st1st1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund21%-4.2%10.1%32%5.6%
Sector4.8%-1.6%10.7%31.8%10.2%
Rank within sector9 / 209147 / 19296 / 17984 / 163145 / 150
Quartile1st4th3rd3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
4.14
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.68
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.65
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
10.16
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
7.76
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.16
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.55
Price movement
52 week high19.26
52 week low13.85
Current bid price-
Current offer price-
Current mid price19.07
Region
1USA93.3%
2Money Market6.7%
Industry sector
1Financials25.8%
2Information Technology23.3%
3Health Care14.6%
4Consumer Discretionary12.9%
5Money Market6.7%
6Consumer Staples5.9%
7Industrials5.7%
8Energy5.1%
Asset type
1US Equities93.3%
2Money Market6.7%
Individual holdings
1ABBVIE INC3.9%
2CISCO SYSTEMS INC3.4%
3APPLE INC3.1%
4EBAY INC3%
5JPMORGAN CHASE & CO3%
6PHILIP MORRIS INTERNACIONAL INC3%
7REGIONS FINANCIAL CORP (NEW)3%
8SUNTRUST BANKS INC3%
9UNILEVER NV3%
Management
Fund manager group
Brown Advisory
Fund manager company
Brown Advisory LLC
Fund type
OEIC
Fund objective
The Fund aims to achieve capital appreciation by investing in medium to large cap U.S. Equities. The Fund uses a bottomup, research-intensive process with a strong valuation discipline and “margin of safety” considerations to build a concentrated portfolio with lower-than-market valuation and better-than-market fundamentals.
Benchmark
  • Russell 1000 Value Index (Total Return Net)
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Michael Foss01/03/2014Michael Foss, CFA, is the co-portfolio manager for the Equity Income, Large-Cap Value and Flexible Equity strategies. Prior to joining the firm, he was a portfolio manager for Alex. Brown Investment Management. Michael also served as a managing director and portfolio manager for J.P. Morgan Fleming and has worked for Gabelli & Company and Tucker Anthony.
Doron Eisenberg01/03/2014Doron Eisenberg, CFA, is the co-portfolio manager of the Large-Cap Value strategy and an equity research analyst. Prior to joining Brown Advisory in 2002, he worked in New York as an equity analyst at Carret & Company during business school, and as an engineering project analyst at Slattery Skanska Inc. from 1995 to 2000.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Norway, Offshore, Portugal, Singapore, Sweden
Brown Advisory US Equity Value A GBP
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.62%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price19.07
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeET71
Brown Advisory US Equity Value A USD
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.62%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price13.61
CurrencyUSD
Price updated23/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeET70
Brown Advisory US Equity Value B EUR
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.87%
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price19.61
CurrencyEUR
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeL7O5
Brown Advisory US Equity Value B GBP
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.87%
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price20.94
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeCQB3
Brown Advisory US Equity Value B Hedge GBP
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)1.11%
Bid price-
Offer price-
Mid price17.92
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeHSK2
Brown Advisory US Equity Value B USD
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.87%
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price12.12
CurrencyUSD
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeAYI1
Data provided by

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