Burney U.S. Factor Rotation ETF (BRNY) Performance
BRNY total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.2% since Dec 31, 2025
- 1 year
- +16.0% total return
- 3 years
- +27.0% a year
- Since first price
- +23.4% a year since 2022
BRNY trailing returns vs SPY, QQQ, AGG
| Period | BRNY total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −3.0% | −3.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.5% | −2.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.4% | +4.4% | +7.8% | +8.4% | −1.5% |
| YTD | +11.2% | +11.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.0% | +15.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +104.9%+27.0%/yr | +103.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionOct 14, 2022 | +133.1%+23.4%/yr | +129.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: BRNY vs SPY
From Oct 14, 2022: BRNY grew to $23,306, SPY to $22,381.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
BRNY returns by calendar year
3 of 3 full years positive. Best 2024 (+28.8%), worst 2025 (+22.0%). 2026 is year to date.
BRNY annual returns table
| Year | BRNY | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.2% | −9.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +22.0% | −19.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +28.8% | −9.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.4% | −11.0% | +26.2% | +54.9% | +5.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
BRNY largest drawdowns
Now 6.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 18, 2025 | −19.1% | Apr 8, 2025 | Jun 24, 2025 | 49 days | 4 months |
| Aug 1, 2023 | −11.0% | Oct 27, 2023 | Dec 1, 2023 | 3 months | 4 months |
| Feb 2, 2023 | −10.7% | Mar 13, 2023 | Jun 29, 2023 | 39 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
BRNY risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +26.9% | +22.0% |
| Volatility (annualized) | 14.3% | 14.5% |
| Sharpe ratio | 1.45 | 1.15 |
| Sortino ratio | 3.18 | 2.36 |
| Best month | +11.1% | +11.1% |
| Worst month | −5.0% | −5.5% |
| Best 12 months | +45.5% | +45.5% |
| Worst 12 months | +10.0% | +2.9% |
| Positive months | 72% | 64% |
| Beta vs S&P 500 | 1.07 | — |
| Correlation with S&P 500 | 0.93 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
BRNY rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 37 | +2.9% | +22.6% | +45.5% | 100% |
| 3-year (a year) | 13 | +21.4% | +24.5% | +29.3% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
BRNY performance overview
Burney U.S. Factor Rotation ETF (BRNY) returned +16.0% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +23.4% a year, turning $10,000 into about $23,306. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −19.1%, from Feb 18, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. BRNY finished 3 of its 3 full calendar years with a gain; the best year was 2024 (+28.8%) and the worst 2025 (+22.0%). Volatility has been 14.5% a year.
Related: BRNY chart, BRNY holdings, BRNY dividends, BRNY valuation. See the BRNY overview for the latest quote and fund facts.
BRNY performance FAQ
What is the BRNY return over the past year?
BRNY returned +16.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.7%.
How much would $10,000 invested in BRNY be worth?
$10,000 invested in BRNY at its first recorded close on October 14, 2022 would be worth about $23,306 on October 23, 2026 with distributions reinvested.
What was the worst year for BRNY?
The worst calendar year was 2025, with a total return of +22.0%. The best was 2024 at +28.8%.
What is the biggest drawdown of BRNY?
The largest peak-to-trough decline was −19.1% between February 18, 2025 and April 8, 2025. It recovered to the old high on June 24, 2025, 3 months after the bottom.
How volatile is BRNY?
Over the past 3 years BRNY had an annualized volatility of 14.3% and a Sharpe ratio of 1.45 (excess return over 1–3 month T-bills per unit of risk).