- ISIN
- US02072L6496
- Issuer
- Alpha Architect
- Inception Date
- Oct 13, 2022
- Region
- North America (U.S.)
- Category
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $464M
Share Price Chart
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Performance
BRNY Performance Chart
Burney U.S. Factor Rotation ETF (BRNY) is up 16.4% since the beginning of the year. BRNY is currently trading at $59 per share.
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Returns By Period
Burney U.S. Factor Rotation ETF (BRNY) has returned 16.36% so far this year and 35.76% over the past 12 months.
Burney U.S. Factor Rotation ETF
- 1D
- 0.01%
- 1M
- 4.97%
- YTD
- 16.36%
- 6M
- 15.43%
- 1Y
- 35.76%
- 3Y*
- 28.40%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BRNY Monthly Returns History
Based on dividend-adjusted daily data since Oct 14, 2022, BRNY's average daily return is +0.10%, while the average monthly return is +2.01%. At this rate, an investment would double in approximately 2.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +11.2%, 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 56% 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% | 11.15% | 5.55% | 2.52% | 16.36% | ||||||
| 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 | 6.04% | 4.91% | -5.47% | 5.16% |
Benchmark Metrics
Burney U.S. Factor Rotation ETF has an annualized alpha of 3.76%, beta of 1.03, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 14, 2022.
- This ETF captured 109.11% of S&P 500 Index gains but only 86.60% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 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
- 3.76%
- Beta
- 1.03
- R²
- 0.87
- Upside Capture
- 109.11%
- Downside Capture
- 86.60%
Expense Ratio
BRNY has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BRNY ranks 78 for risk / return — better than 78% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRNY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 2.78 | +1.06 |
| Martin ratioReturn relative to average drawdown | 14.81 | 12.44 | +2.37 |
Dividends
Dividend History
Burney U.S. Factor Rotation ETF provided a 0.20% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.12 | $0.15 | $0.10 | $0.22 | $0.06 |
Dividend yield | 0.20% | 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 | $0.00 | $0.00 | $0.00 | $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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.14%Apr 2025 | 1mo 18d | 2mo 17d | 4mo 5dFeb 2025 - Jun 2025 |
2023 correction2023 | -10.96%Oct 2023 | 2mo 26d | 1mo 5d | 4mo 1dAug 2023 - Dec 2023 |
2023 correction2023 | -10.71%Mar 2023 | 1mo 8d | 3mo 18d | 4mo 26dFeb 2023 - Jun 2023 |
2026 pullback2026 | -9.34%Mar 2026 | 1mo 29d | 15d | 2mo 14dJan 2026 - Apr 2026 |
2024 pullback2024 | -9.25%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
Drawdown Indicators
| BRNY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -56.78% | +37.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -9.10% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -18.90% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -10.71% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.03% | +0.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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