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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Burney U.S. Factor Rotation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Burney U.S. Factor Rotation ETF (BRNY) has returned -3.26% so far this year and 22.57% over the past 12 months.
Burney U.S. Factor Rotation ETF
- 1D
- 3.55%
- 1M
- -2.34%
- YTD
- -3.26%
- 6M
- 0.91%
- 1Y
- 22.57%
- 3Y*
- 22.40%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 14, 2022, BRNY's average daily return is +0.09%, while the average monthly return is +1.78%. At this rate, your investment would double in approximately 3.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2024 with a return of +10.2%, while the worst month was Dec 2022 at -5.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, BRNY closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.78% | -2.67% | -2.34% | -3.26% | |||||||||
| 2025 | 4.03% | -2.57% | -4.97% | 0.85% | 6.31% | 5.61% | 0.91% | 1.50% | 4.73% | 1.07% | 1.43% | 1.75% | 22.02% |
| 2024 | 1.77% | 6.23% | 4.33% | -4.30% | 4.94% | 1.35% | 1.78% | 3.17% | 2.10% | -0.03% | 10.22% | -5.00% | 28.84% |
| 2023 | 6.38% | -3.01% | -1.64% | -0.21% | -0.27% | 8.61% | 3.40% | -1.68% | -3.42% | -3.64% | 9.90% | 7.29% | 22.36% |
| 2022 | 9.82% | 4.91% | -5.47% | 8.91% |
Benchmark Metrics
Burney U.S. Factor Rotation ETF has an annualized alpha of 3.12%, beta of 1.01, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 17, 2022.
- This ETF captured 110.26% of S&P 500 Index gains but only 94.75% of its losses — a favorable profile for investors.
- This ETF generated an annualized alpha of 3.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.01 and R² of 0.87, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.12%
- Beta
- 1.01
- R²
- 0.87
- Upside Capture
- 110.26%
- Downside Capture
- 94.75%
Expense Ratio
BRNY has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BRNY ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and compare them to a chosen benchmark (S&P 500 Index).
| BRNY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.90 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.39 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.40 | +0.57 |
Martin ratioReturn relative to average drawdown | 7.97 | 6.61 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BRNY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Burney U.S. Factor Rotation ETF provided a 0.39% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.19 | $0.15 | $0.10 | $0.22 | $0.06 |
Dividend yield | 0.39% | 0.30% | 0.23% | 0.68% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Burney U.S. Factor Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.15 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.10 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.22 |
| 2022 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Burney U.S. Factor Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Burney U.S. Factor Rotation ETF was 19.14%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
The current Burney U.S. Factor Rotation ETF drawdown is 6.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.14% | Feb 19, 2025 | 35 | Apr 8, 2025 | 52 | Jun 24, 2025 | 87 |
| -10.96% | Aug 2, 2023 | 62 | Oct 27, 2023 | 24 | Dec 1, 2023 | 86 |
| -10.71% | Feb 3, 2023 | 26 | Mar 13, 2023 | 75 | Jun 29, 2023 | 101 |
| -9.34% | Jan 30, 2026 | 41 | Mar 30, 2026 | — | — | — |
| -9.25% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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