Burney U.S. Factor Rotation ETF (BRNY)
BRNY is an actively managed ETF by Alpha Architect. BRNY launched on Oct 13, 2022 and has a 0.79% expense ratio.
ETF Info
US02072L6496
Oct 13, 2022
North America (U.S.)
1x
No Index (Active)
Expense Ratio
BRNY features an expense ratio of 0.79%, falling within the medium range.
Share Price Chart
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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.
Returns By Period
Burney U.S. Factor Rotation ETF had a return of 30.06% year-to-date (YTD) and 30.89% in the last 12 months.
BRNY
30.06%
-1.04%
13.27%
30.89%
N/A
N/A
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of BRNY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.77% | 6.23% | 4.33% | -4.30% | 4.94% | 1.35% | 1.78% | 3.17% | 2.10% | -0.03% | 10.22% | 30.06% | |
| 2023 | 6.37% | -3.01% | -1.64% | -0.20% | -0.27% | 8.60% | 3.41% | -1.68% | -3.42% | -3.64% | 9.90% | 7.29% | 22.36% |
| 2022 | 9.82% | 4.91% | -5.46% | 8.91% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, BRNY is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Burney U.S. Factor Rotation ETF provided a 0.22% dividend yield over the last twelve months, with an annual payout of $0.09 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.09 | $0.22 | $0.06 |
Dividend yield | 0.22% | 0.69% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.09 |
| 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.
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 10.96%, occurring on Oct 27, 2023. Recovery took 24 trading sessions.
The current Burney U.S. Factor Rotation ETF drawdown is 5.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -9.25% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.61% | Dec 1, 2022 | 19 | Dec 28, 2022 | 22 | Jan 31, 2023 | 41 |
| -6.34% | Dec 9, 2024 | 8 | Dec 18, 2024 | — | — | — |
Volatility
Volatility Chart
The current Burney U.S. Factor Rotation ETF volatility is 4.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.