Summary
BDIV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 18.92% 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: 16/07/2026

Current price: $24.80

Expense ratio: 0.49%

Assets under management
$6.1M
0.36% 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

0.95%

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

4.93%

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

6.99%

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

18.92%

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

35.36%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.309%

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
16/07/2026 $24.71 $24.83 $24.71 $24.80 4,800
15/07/2026 $24.69 $24.69 $24.57 $24.61 2,300
14/07/2026 $24.61 $24.62 $24.54 $24.56 1,100
13/07/2026 $24.59 $24.59 $24.51 $24.51 1,000
10/07/2026 $24.51 $24.55 $24.47 $24.55 800
09/07/2026 $24.49 $24.56 $24.49 $24.53 2,900
08/07/2026 $24.52 $24.52 $24.46 $24.46 2,800
07/07/2026 $24.60 $24.63 $24.55 $24.58 2,300
06/07/2026 $24.50 $24.55 $24.49 $24.55 1,300
02/07/2026 $24.43 $24.46 $24.34 $24.46 1,700