Performance analysis of BRNY (BURNEY U.S. FACTOR ROTATION ETF)
Annual Return
Over the past 3 years, BRNY has had an average annual return of +25.32%, outperforming the benchmark SPY, which returned +19.63% annual.
Since Oct 14, 2022, BRNY has had an average annual return of +26.38%, outperforming the benchmark SPY, which returned +23.24% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.37% | +22.03% | +28.83% | +22.37% | +8.90% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.78% | -2.67% | -2.34% | +11.15% | +5.55% | +1.75% | -0.10% | +15.37% | |||||
| 2025 | +4.02% | -2.57% | -4.97% | +0.86% | +6.31% | +5.61% | +0.91% | +1.50% | +4.73% | +1.07% | +1.43% | +1.75% | +22.03% |
| 2024 | +1.76% | +6.23% | +4.33% | -4.30% | +4.94% | +1.35% | +1.78% | +3.17% | +2.10% | -0.02% | +10.22% | -5.00% | +28.83% |
| 2023 | +6.38% | -3.01% | -1.65% | -0.21% | -0.27% | +8.61% | +3.40% | -1.68% | -3.43% | -3.64% | +9.90% | +7.29% | +22.37% |
| 2022 | +9.82% | +4.90% | -5.47% | +8.90% |
Drawdown analysis of BRNY (BURNEY U.S. FACTOR ROTATION ETF)
The maximum drawdown for the BRNY was -19.15%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
The current BRNY drawdown is -1.23%.
Since Oct 14, 2022 BRNY has experienced the following drawdowns:
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.15% | Feb 18, 2025 | 35 | Apr 8, 2025 | 52 | Jun 24, 2025 | 87 |
| -10.96% | Aug 1, 2023 | 62 | Oct 27, 2023 | 24 | Dec 1, 2023 | 86 |
| -10.70% | Feb 2, 2023 | 26 | Mar 13, 2023 | 75 | Jun 29, 2023 | 101 |
| -9.34% | Jan 29, 2026 | 41 | Mar 30, 2026 | 10 | Apr 14, 2026 | 51 |
| -9.25% | Jul 16, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.61% | Nov 30, 2022 | 19 | Dec 28, 2022 | 22 | Jan 31, 2023 | 41 |
| -6.33% | Dec 6, 2024 | 8 | Dec 18, 2024 | 22 | Jan 23, 2025 | 30 |
| -5.69% | Nov 12, 2025 | 6 | Nov 20, 2025 | 9 | Dec 4, 2025 | 15 |
| -5.38% | Aug 23, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
| -5.10% | Jun 4, 2026 | 4 | Jun 10, 2026 | 3 | Jun 15, 2026 | 7 |
| -5.08% | Mar 21, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
| -3.75% | Oct 28, 2022 | 4 | Nov 3, 2022 | 5 | Nov 10, 2022 | 9 |
| -3.42% | Oct 8, 2025 | 2 | Oct 10, 2025 | 11 | Oct 27, 2025 | 13 |
| -3.08% | Jul 10, 2026 | 6 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -3.03% | Oct 18, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
| -3.01% | Jan 6, 2026 | 9 | Jan 20, 2026 | 5 | Jan 27, 2026 | 14 |
| -2.92% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -2.84% | Oct 28, 2025 | 7 | Nov 6, 2025 | 4 | Nov 12, 2025 | 11 |
| -2.78% | Jan 23, 2025 | 7 | Feb 3, 2025 | 10 | Feb 18, 2025 | 17 |
| -2.66% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -2.60% | May 15, 2024 | 10 | May 30, 2024 | 12 | Jun 17, 2024 | 22 |
| -2.37% | Feb 12, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
| -2.34% | Dec 26, 2023 | 5 | Jan 3, 2024 | 11 | Jan 19, 2024 | 16 |
| -2.17% | Dec 11, 2025 | 4 | Dec 17, 2025 | 3 | Dec 22, 2025 | 7 |
| -1.98% | Oct 18, 2022 | 2 | Oct 20, 2022 | 1 | Oct 21, 2022 | 3 |