BRNY Performance — Burney U.S. Factor Rotation ETF
Data updated: 2026-10-13
BRNY returned +13.65% year to date and +25.95% over one year to Jul 2026. The annualised 3-year return is +24.42%. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $193, against $139 for the category, and to $126 over one year, against $114. Volatility over the past three years was 14.64% a year. In the 12 months to Jul 2026 the fund took in a net $43.6M, and assets reached $579.77M.
BRNY Growth of $100
What $100 invested in Burney U.S. Factor Rotation ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | BRNY | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $126 | $114 |
| 3 years (Aug 2023 – Jul 2026) | $193 | $139 |
| Since data start (Aug 2022 – Jul 2026) | $233 | $148 |
BRNY Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +13.65% |
| 1 year | +25.95% |
| 3 years (annualised) | +24.42% |
BRNY Annual Returns
Calendar-year total returns of Burney U.S. Factor Rotation ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +13.65% |
| 2025 | +22.12% |
| 2024 | +28.73% |
| 2023 | +22.35% |
| 2022 (Aug–Dec) | +6.54% |
BRNY Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.9% | −2.6% | −2.4% | +11.1% | +5.6% | +1.7% | −1.6% | — | — | — | — | — |
| 2025 | +4.3% | −2.6% | −5.1% | +0.9% | +6.4% | +5.6% | +0.8% | +1.5% | +4.7% | +1.1% | +1.5% | +1.7% |
| 2024 | +1.7% | +6.2% | +4.3% | −4.2% | +4.7% | +1.4% | +1.9% | +3.2% | +2.1% | 0.0% | +10.2% | −5.0% |
| 2023 | +6.4% | −3.1% | −1.6% | −0.2% | −0.3% | +8.7% | +3.5% | −1.8% | −3.5% | −3.5% | +9.8% | +7.3% |
| 2022 | — | — | — | — | — | — | — | 0.0% | 0.0% | +7.4% | +5.1% | −5.5% |
BRNY Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 14.64%
- 3-year Sharpe ratio: 1.36 (vs 4.5% risk-free rate)
- Best month: +11.08% (Apr 2026)
- Worst month: −5.11% (Mar 2025)
BRNY Fund Flows
Monthly money in and out of Burney U.S. Factor Rotation ETF, from SEC Form N-PORT.
- 12-month net flow: $43.6M
- 12-month gross sales (incl. reinvestments): $724.9M
- Sales ÷ redemptions: 1.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $143.0M | $138.4M | $4.6M |
| Jun 2026 | $66.6M | $52.3M | $14.2M |
| May 2026 | $12.7M | $35.4M | −$22.7M |
| Apr 2026 | $83.8M | $57.8M | $26.1M |
| Mar 2026 | $0 | $2.4M | −$2.4M |
| Feb 2026 | $4.0M | $102.7M | −$98.7M |
| Jan 2026 | $111.1M | $1.5M | $109.6M |
| Dec 2025 | $61.5M | $55.1M | $6.4M |
| Nov 2025 | $3.9M | $0 | $3.9M |
| Oct 2025 | $169.4M | $164.5M | $4.9M |
| Sep 2025 | $2.4M | $473K | $1.9M |
| Aug 2025 | $66.3M | $70.5M | −$4.2M |
BRNY Assets Under Management
Net assets of Burney U.S. Factor Rotation ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $579.77M |
| 2026-04-30 | $553.03M |
| 2026-01-30 | $600.37M |
| 2025-10-31 | $458.25M |
| 2025-07-31 | $425.06M |
| 2025-04-30 | $333.81M |
| 2025-01-31 | $314.08M |
| 2024-10-31 | $266.80M |
| 2024-07-31 | $252.63M |
| 2024-04-30 | $221.45M |
| 2024-01-31 | $203.73M |
| 2023-10-31 | $166.74M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.