BOXX ~ SPY

The chart shows the growth of an initial investment of $10,000 in BOXX ~ SPY, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced when any position deviates by more than 0.0% from its target allocation.

BOXX ~ SPY has an annualized alpha of 1606.73%, beta of 0.05, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 29, 2022.

• This portfolio captured 2684.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6037.55%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.05 may look defensive, but with R² of 0.00 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BOXX ~ SPY ranks 100 for risk / return — in the top 100% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

There isn't enough data available to calculate the Sharpe ratio for BOXX ~ SPY. This metric is based on the past 12 months of trading data. Please check back later for updated information.

BOXX ~ SPY provided a 0.00% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the BOXX ~ SPY. 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 BOXX ~ SPY was 7.03%, occurring on Sep 22, 2023. Recovery took 3 trading sessions.

The chart below shows the rolling one-month volatility.