Summary
TBFG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.66% Volatility 12.41% Sharpe 1.00
Official loaded data — not a live quote.

THE BRINSMERE FUND - GROWTH ETF

Symbol: TBFG

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 12/01/2024

Latest date: 20/07/2026

Current price: $32.09

Expense ratio: 0.46%

Assets under management
$384.9M
-0.10% 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

-2.25%

Ann. -38.80% (Sharpe / Sortino numerator)

Volatility

17.21%

Sharpe ratio

-2.466

VaR 95%

-1.85%

CVaR 95%: -2.02%
Max drawdown: -5.73%
Sortino ratio: -3.835
Calmar ratio: -6.77

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

2.08%

Ann. -0.65% (Sharpe / Sortino numerator)

Volatility

13.19%

Sharpe ratio

-0.324

VaR 95%

-1.38%

CVaR 95%: -1.74%
Max drawdown: -7.83%
Sortino ratio: -0.455
Calmar ratio: -0.08

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

6.50%

Ann. 5.78% (Sharpe / Sortino numerator)

Volatility

11.17%

Sharpe ratio

0.192

VaR 95%

-1.20%

CVaR 95%: -1.60%
Max drawdown: -7.83%
Sortino ratio: 0.263
Calmar ratio: 0.74

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

16.66%

Ann. 16.00% (Sharpe / Sortino numerator)

Volatility

12.41%

Sharpe ratio

0.997

VaR 95%

-1.15%

CVaR 95%: -1.84%
Max drawdown: -7.83%
Sortino ratio: 1.225
Calmar ratio: 2.04

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

24.15%

Ann. 9.32% (Sharpe / Sortino numerator)

Volatility

11.18%

Sharpe ratio

0.509

VaR 95%

-1.11%

CVaR 95%: -1.66%
Max drawdown: -13.42%
Sortino ratio: 0.647
Calmar ratio: 0.69

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

36.58%

Ann. 14.43% (Sharpe / Sortino numerator)

Volatility

11.29%

Sharpe ratio

0.958

VaR 95%

-1.08%

CVaR 95%: -1.64%
Max drawdown: -13.42%
Sortino ratio: 1.252
Calmar ratio: 1.07

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.247%

31/03/2026
Worst day

-2.654%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.12 $32.12 $32.09 $32.09 1,000
17/07/2026 $32.22 $32.22 $32.22 $32.22 100
16/07/2026 $32.35 $32.35 $32.35 $32.35 100
15/07/2026 $32.52 $32.52 $32.52 $32.52 100
14/07/2026 $32.58 $32.58 $32.52 $32.52 300
13/07/2026 $32.34 $32.34 $32.34 $32.34 100
10/07/2026 $32.62 $32.62 $32.62 $32.62 100
09/07/2026 $32.52 $32.52 $32.52 $32.52 100
08/07/2026 $32.27 $32.33 $32.27 $32.33 200
07/07/2026 $32.44 $32.44 $32.44 $32.44 100