Summary
BRNY
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 26.07% Volatility 18.94% Sharpe 0.99
Official loaded data — not a live quote.

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%

Assets under management
$583.9M
0.03% 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

-0.88%

Ann. -16.14% (Sharpe / Sortino numerator)

Volatility

18.79%

Sharpe ratio

-1.052

VaR 95%

-1.52%

CVaR 95%: -1.62%
Max drawdown: -5.42%
Sortino ratio: -2.343
Calmar ratio: -2.97

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%

CVaR 95%: -1.82%
Max drawdown: -9.43%
Sortino ratio: -1.509
Calmar ratio: -1.11

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

14.01%

Ann. 2.89% (Sharpe / Sortino numerator)

Volatility

15.50%

Sharpe ratio

-0.048

VaR 95%

-1.59%

CVaR 95%: -1.95%
Max drawdown: -9.43%
Sortino ratio: -0.073
Calmar ratio: 0.31

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%

CVaR 95%: -2.70%
Max drawdown: -9.43%
Sortino ratio: 1.235
Calmar ratio: 2.38

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

51.28%

Ann. 17.37% (Sharpe / Sortino numerator)

Volatility

17.67%

Sharpe ratio

0.778

VaR 95%

-1.68%

CVaR 95%: -2.61%
Max drawdown: -19.14%
Sortino ratio: 1.002
Calmar ratio: 0.91

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%

CVaR 95%: -2.35%
Max drawdown: -19.14%
Sortino ratio: 1.582
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.097%

Best day

3.547%

31/03/2026
Worst day

-3.323%

05/06/2026
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