THE BRINSMERE FUND - CONSERVATIVE ETF
Symbol: TBFC
Exchange: NYSE
Sector: Technology
Category: Tactical Allocation
Inception date: 12/01/2024
Latest date: 20/07/2026
Current price: $29.05
Expense ratio: 0.44%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.37%
Ann. -31.88% (Sharpe / Sortino numerator)
Volatility
11.64%
Sharpe ratio
-3.052
VaR 95%
-1.34%
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
0.68%
Ann. -1.23% (Sharpe / Sortino numerator)
Volatility
8.77%
Sharpe ratio
-0.555
VaR 95%
-0.89%
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
3.22%
Ann. 3.65% (Sharpe / Sortino numerator)
Volatility
7.27%
Sharpe ratio
0.003
VaR 95%
-0.81%
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
10.46%
Ann. 11.32% (Sharpe / Sortino numerator)
Volatility
8.35%
Sharpe ratio
0.920
VaR 95%
-0.78%
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
17.02%
Ann. 7.89% (Sharpe / Sortino numerator)
Volatility
7.32%
Sharpe ratio
0.582
VaR 95%
-0.66%
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
25.40%
Ann. 10.19% (Sharpe / Sortino numerator)
Volatility
7.35%
Sharpe ratio
0.895
VaR 95%
-0.63%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.041%
Best day
1.38%
Worst day
-1.741%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $29.11 | $29.11 | $29.05 | $29.05 | 200 |
| 17/07/2026 | $29.15 | $29.15 | $29.15 | $29.15 | 100 |
| 16/07/2026 | $29.19 | $29.20 | $29.17 | $29.20 | 400 |
| 15/07/2026 | $29.25 | $29.30 | $29.25 | $29.30 | 300 |
| 14/07/2026 | $29.25 | $29.27 | $29.25 | $29.27 | 300 |
| 13/07/2026 | $29.15 | $29.15 | $29.15 | $29.15 | 100 |
| 10/07/2026 | $29.33 | $29.33 | $29.33 | $29.33 | 100 |
| 09/07/2026 | $29.34 | $29.37 | $29.29 | $29.29 | 18,400 |
| 08/07/2026 | $29.18 | $29.18 | $29.18 | $29.18 | 100 |
| 07/07/2026 | $29.25 | $29.25 | $29.25 | $29.25 | 100 |