BURNEY U.S. FACTOR ROTATION ETF
Symbol: BRNY
Exchange: NASDAQ
Sector: Technology
Category: Mid-Cap Blend
Inception date: 13/10/2022
Latest date: 15/10/2026
Current price: $57.52
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
0.92%
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
-1.78%
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
8.60%
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
19.73%
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
42.24%
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
102.20%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.077%
Best day
3.547%
Worst day
-3.323%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $56.60 | $57.52 | $56.44 | $57.52 | 10,500 |
| 14/10/2026 | $57.58 | $57.58 | $56.84 | $56.99 | 52,800 |
| 13/10/2026 | $58.24 | $58.24 | $58.00 | $58.19 | 12,500 |
| 12/10/2026 | $58.51 | $58.51 | $58.22 | $58.30 | 5,100 |
| 09/10/2026 | $58.41 | $58.64 | $58.29 | $58.58 | 50,600 |
| 08/10/2026 | $58.42 | $58.42 | $57.95 | $58.10 | 8,500 |
| 07/10/2026 | $58.30 | $58.50 | $58.20 | $58.48 | 7,000 |
| 06/10/2026 | $59.02 | $59.24 | $58.79 | $58.87 | 10,200 |
| 05/10/2026 | $58.34 | $58.69 | $58.34 | $58.54 | 11,300 |
| 02/10/2026 | $58.27 | $58.49 | $58.16 | $58.25 | 16,700 |