Summary
BDIV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.59% Volatility 14.64% Sharpe 0.89
Official loaded data — not a live quote.

AAM BRENTVIEW DIVIDEND GROWTH ETF

Symbol: BDIV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 30/07/2024

Latest date: 03/06/2026

Current price: $24.18

Expense ratio: 0.49%

Assets under management
$6.3M
-0.17% 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

0.96%

Ann. -42.12% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

-3.512

VaR 95%

-1.32%

CVaR 95%: -1.36%
Max drawdown: -5.86%
Sortino ratio: -5.906
Calmar ratio: -7.18

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

2.27%

Ann. -1.41% (Sharpe / Sortino numerator)

Volatility

11.03%

Sharpe ratio

-0.456

VaR 95%

-1.29%

CVaR 95%: -1.41%
Max drawdown: -7.10%
Sortino ratio: -0.632
Calmar ratio: -0.20

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

6.30%

Ann. 2.67% (Sharpe / Sortino numerator)

Volatility

10.33%

Sharpe ratio

-0.093

VaR 95%

-1.24%

CVaR 95%: -1.39%
Max drawdown: -7.10%
Sortino ratio: -0.138
Calmar ratio: 0.38

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

19.59%

Ann. 16.73% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

0.895

VaR 95%

-1.22%

CVaR 95%: -2.04%
Max drawdown: -7.38%
Sortino ratio: 1.146
Calmar ratio: 2.27

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

31.41%

Ann. 17.24% (Sharpe / Sortino numerator)

Volatility

13.75%

Sharpe ratio

0.992

VaR 95%

-1.19%

CVaR 95%: -1.87%
Max drawdown: -14.98%
Sortino ratio: 1.352
Calmar ratio: 1.15

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

0.073%

Best day

2.31%

08/04/2026
Worst day

-1.644%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $24.22 $24.22 $24.18 $24.18 1,700
02/06/2026 $24.01 $24.17 $24.01 $24.17 1,200
01/06/2026 $24.05 $24.07 $24.00 $24.04 2,500
29/05/2026 $24.25 $24.25 $24.20 $24.24 800
28/05/2026 $24.30 $24.30 $24.30 $24.30 100
27/05/2026 $24.37 $24.37 $24.37 $24.37 200
26/05/2026 $24.48 $24.48 $24.44 $24.45 400
22/05/2026 $24.39 $24.45 $24.39 $24.43 1,700
21/05/2026 $24.35 $24.35 $24.35 $24.35 200
20/05/2026 $24.23 $24.26 $24.21 $24.26 1,800