BURNEY U.S. FACTOR ROTATION ETF
Symbol: BRNY
Exchange: NASDAQ
Sector: Technology
Category: Mid-Cap Blend
Inception date: 13/10/2022
Latest date: 17/07/2026
Current price: $57.12
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.88%
Ann. -16.14% (Sharpe / Sortino numerator)
Volatility
18.79%
Sharpe ratio
-1.052
VaR 95%
-1.52%
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.
Period total return
6.42%
Ann. -10.50% (Sharpe / Sortino numerator)
Volatility
16.22%
Sharpe ratio
-0.871
VaR 95%
-1.59%
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
14.01%
Ann. 2.89% (Sharpe / Sortino numerator)
Volatility
15.50%
Sharpe ratio
-0.048
VaR 95%
-1.59%
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
26.07%
Ann. 22.44% (Sharpe / Sortino numerator)
Volatility
18.94%
Sharpe ratio
0.993
VaR 95%
-1.58%
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
51.28%
Ann. 17.37% (Sharpe / Sortino numerator)
Volatility
17.67%
Sharpe ratio
0.778
VaR 95%
-1.68%
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
92.57%
Ann. 22.96% (Sharpe / Sortino numerator)
Volatility
16.49%
Sharpe ratio
1.172
VaR 95%
-1.59%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.097%
Best day
3.547%
Worst day
-3.323%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $57.10 | $57.44 | $56.98 | $57.12 | 13,200 |
| 16/07/2026 | $58.14 | $58.14 | $57.76 | $57.76 | 20,300 |
| 15/07/2026 | $58.31 | $58.56 | $58.31 | $58.56 | 5,100 |
| 14/07/2026 | $58.55 | $58.55 | $58.45 | $58.52 | 6,300 |
| 13/07/2026 | $58.36 | $58.46 | $57.96 | $58.05 | 7,200 |
| 10/07/2026 | $58.76 | $58.93 | $58.51 | $58.87 | 28,200 |
| 09/07/2026 | $58.60 | $58.85 | $58.39 | $58.74 | 17,900 |
| 08/07/2026 | $57.65 | $57.96 | $57.24 | $57.92 | 8,600 |
| 07/07/2026 | $58.25 | $58.45 | $58.18 | $58.25 | 12,400 |
| 06/07/2026 | $58.71 | $58.91 | $58.70 | $58.73 | 8,600 |