Summary
BAMA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.45% Volatility 12.15% Sharpe 0.73
Official loaded data — not a live quote.

Brookstone Active ETF

Symbol: BAMA

Exchange: BATS

Sector: Technology

Category: Moderate Allocation

Inception date: 27/09/2023

Latest date: 03/06/2026

Current price: $36.84

Expense ratio: 0.99%

Assets under management
$51.1M
0.02% 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

4.11%

Ann. -33.09% (Sharpe / Sortino numerator)

Volatility

15.75%

Sharpe ratio

-2.331

VaR 95%

-1.60%

CVaR 95%: -1.64%
Max drawdown: -5.63%
Sortino ratio: -4.165
Calmar ratio: -5.87

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

8.43%

Ann. -8.82% (Sharpe / Sortino numerator)

Volatility

11.82%

Sharpe ratio

-1.053

VaR 95%

-1.37%

CVaR 95%: -1.51%
Max drawdown: -7.35%
Sortino ratio: -1.653
Calmar ratio: -1.20

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

9.19%

Ann. -0.80% (Sharpe / Sortino numerator)

Volatility

10.12%

Sharpe ratio

-0.438

VaR 95%

-1.03%

CVaR 95%: -1.43%
Max drawdown: -7.35%
Sortino ratio: -0.632
Calmar ratio: -0.11

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

20.45%

Ann. 12.49% (Sharpe / Sortino numerator)

Volatility

12.15%

Sharpe ratio

0.729

VaR 95%

-1.03%

CVaR 95%: -1.78%
Max drawdown: -7.35%
Sortino ratio: 0.944
Calmar ratio: 1.70

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

31.90%

Ann. 9.78% (Sharpe / Sortino numerator)

Volatility

10.70%

Sharpe ratio

0.575

VaR 95%

-1.04%

CVaR 95%: -1.58%
Max drawdown: -12.27%
Sortino ratio: 0.750
Calmar ratio: 0.80

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

54.03%

Ann. 17.54% (Sharpe / Sortino numerator)

Volatility

10.38%

Sharpe ratio

1.343

VaR 95%

-0.93%

CVaR 95%: -1.45%
Max drawdown: -12.27%
Sortino ratio: 1.831
Calmar ratio: 1.43

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.248%

08/04/2026
Worst day

-1.636%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $36.83 $36.87 $36.81 $36.84 2,900
02/06/2026 $37.02 $37.10 $37.02 $37.07 8,500
01/06/2026 $36.88 $37.05 $36.84 $37.00 9,100
29/05/2026 $36.90 $36.90 $36.83 $36.86 4,500
28/05/2026 $36.53 $36.80 $36.53 $36.77 7,000
27/05/2026 $36.71 $36.71 $36.67 $36.67 2,400
26/05/2026 $36.37 $36.71 $36.37 $36.70 2,400
22/05/2026 $36.40 $36.43 $36.33 $36.33 4,400
21/05/2026 $36.12 $36.35 $36.12 $36.28 4,700
20/05/2026 $35.87 $36.20 $35.87 $36.19 2,500