Summary
BRIF
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 25.86% Volatility 25.55% Sharpe 1.67
Official loaded data — not a live quote.

FIS BRIGHT PORTFOLIOS FOCUSED EQUITY ETF

Symbol: BRIF

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception date: 19/12/2024

Latest date: 15/10/2026

Current price: $37.67

Expense ratio: 0.66%

Assets under management
$163.7M
0.14% 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

2.47%

Ann. -28.20% (Sharpe / Sortino numerator)

Volatility

17.84%

Sharpe ratio

-1.784

VaR 95%

-1.64%

CVaR 95%: -1.68%
Max drawdown: -6.45%
Sortino ratio: -3.745
Calmar ratio: -4.38

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

2.70%

Ann. 2.85% (Sharpe / Sortino numerator)

Volatility

15.23%

Sharpe ratio

-0.051

VaR 95%

-1.56%

CVaR 95%: -1.70%
Max drawdown: -6.60%
Sortino ratio: -0.088
Calmar ratio: 0.43

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.

Period total return

18.61%

Ann. 2.72% (Sharpe / Sortino numerator)

Volatility

14.00%

Sharpe ratio

-0.065

VaR 95%

-1.63%

CVaR 95%: -1.88%
Max drawdown: -6.60%
Sortino ratio: -0.094
Calmar ratio: 0.41

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

25.86%

Ann. 46.27% (Sharpe / Sortino numerator)

Volatility

25.55%

Sharpe ratio

1.669

VaR 95%

-1.61%

CVaR 95%: -2.62%
Max drawdown: -7.42%
Sortino ratio: 2.976
Calmar ratio: 6.24

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

76.72%

Ann. 43.38% (Sharpe / Sortino numerator)

Volatility

22.67%

Sharpe ratio

1.753

VaR 95%

-1.66%

CVaR 95%: -2.44%
Max drawdown: -17.22%
Sortino ratio: 3.039
Calmar ratio: 2.52

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

2.917%

08/04/2026
Worst day

-3.062%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $37.62 $37.68 $37.48 $37.67 21,600
14/10/2026 $37.84 $37.84 $37.56 $37.65 9,300
13/10/2026 $37.85 $38.07 $37.85 $38.01 4,400
12/10/2026 $38.10 $38.14 $38.03 $38.08 12,700
09/10/2026 $38.20 $38.32 $38.20 $38.26 4,400
08/10/2026 $38.04 $38.06 $37.92 $37.99 12,200
07/10/2026 $38.27 $38.28 $38.16 $38.20 17,900
06/10/2026 $38.46 $38.50 $38.39 $38.40 7,100
05/10/2026 $37.74 $38.06 $37.74 $37.98 8,800
02/10/2026 $37.60 $37.79 $37.60 $37.74 9,500