Burney U.S. Factor Rotation ETF

10-Year Study

BRNY.US · · US · ETF

Executive Summary: Burney U.S. Factor Rotation ETF has compounded at 22.0% annually over the last 10 years, with a maximum drawdown of 8.5% and an annualized volatility of 34.4%.

1Y CAGR
+26.5%
3Y CAGR
+26.8%
5Y CAGR
+22.0%
10Y CAGR
+22.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +28.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 5.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.8-2.7-2.48.6————————5.0%
20254.0-2.6-5.00.96.35.60.91.54.71.11.41.722.0%
20241.86.24.3-4.34.91.31.83.22.1-0.010.2-5.028.8%
20236.4-3.0-1.6-0.2-0.38.63.4-1.7-3.4-3.69.97.322.4%
2022——————————4.9-5.5-0.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 34.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.3% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2022-11-0110490.511953652653
2022-12-019917.258487811889
2023-01-0110549.50498793668
2023-02-0110231.698923755286
2023-03-0110063.379695807713
2023-04-0110042.807765903539
2023-05-0110015.882739999546
2023-06-0110877.559201022546
2023-07-0111247.967387440534
2023-08-0111059.038413541171
2023-09-0110680.461960837702
2023-10-0110291.675175277382
2023-11-0111310.552946248272
2023-12-0112135.056232462808
2024-01-0112349.321958266211
2024-02-0113119.218871720404
2024-03-0113686.610850180383
2024-04-0113098.457861578141
2024-05-0113744.88537955967
2024-06-0113930.410909173417
2024-07-0114178.74889388061
2024-08-0114627.511930963024
2024-09-0114935.10766228757
2024-10-0114931.363873573391
2024-11-0116457.65737148216
2024-12-0115634.17511855331
2025-01-0116263.623231154372
2025-02-0115845.226480309182
2025-03-0115057.89636890311
2025-04-0115186.470930804197
2025-05-0116144.918657681575
2025-06-0117050.76426232236
2025-07-0117205.58316127032
2025-08-0117462.77010112011
2025-09-0118288.786029239367
2025-10-0118484.862236138528
2025-11-0118749.68801760715
2025-12-0119077.439702312073
2026-01-0119416.64964944524
2026-02-0118898.191636602907
2026-03-0118436.457695187528
2026-04-0120029.269620856307
Annual Return Matrix
YearAnnual Return
20230.22363012392755
20240.28834797458374495
20250.2202396069922865
20260.0498929590865842
Total Factor Risk
0.34419204322230695
VTI.US Exposure
0.2880385002590673
VEA.US Exposure
-0.007631654316999667
VWO.US Exposure
-0.002052510018048163
QQQ.US Exposure
-0.05100692993144897
VTV.US Exposure
-0.011442114011480256
IJR.US Exposure
0.006468692911865709
QUAL.US Exposure
-0.015207915311148576
SHV.US Exposure
0.7826152680967026
TLT.US Exposure
0.0021157632788684584
LQD.US Exposure
0.0003620732575690085
HYG.US Exposure
0.01662431147776801
GLD.US Exposure
0.0006362677602597493
USO.US Exposure
-0.00004402493318782786
VNQ.US Exposure
-0.012367280150013673
BTC-USD.CC Exposure
0.00033470223282374713
CPER.US Exposure
-0.0007075125234827374
VIX.INDX Exposure
-0.0002193414565193732
UUP.US Exposure
-0.0009244760996707278
TIP.US Exposure
-0.0010405255366856088
Idiosyncratic Exposure
0.005448705013761186
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$19
Avg Yield on Cost
0.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.530.19%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Burney U.S. Factor Rotation ETF a high-risk investment?

Burney U.S. Factor Rotation ETF (BRNY.US) has an annualized volatility of 34.4% and experienced a maximum drawdown of 8.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BRNY.US?

Over the past 10 years, BRNY.US has generated a Compound Annual Growth Rate (CAGR) of 22.0%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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