BOXX ~ SPY
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | Ultrashort Bond | 6,062.70% |
USD=X USD Cash | -5,962.70% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 28, 2022, corresponding to the inception date of BOXX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| BOXX ~ SPY | 201.39% | 23.88% | 285.63% | 1,639.72% | N/A | N/A |
| Portfolio components: | ||||||
BOXX Alpha Architect 1-3 Month Box ETF | 1.86% | 0.36% | 2.29% | 4.89% | N/A | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of BOXX ~ SPY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 30.47% | 20.85% | 22.00% | 25.15% | 24.52% | 0.54% | 201.39% | ||||||
| 2024 | 23.19% | 34.77% | 25.92% | 27.99% | 30.76% | 27.31% | 30.83% | 30.43% | 27.52% | 29.41% | 26.54% | 27.24% | 1,919.51% |
| 2023 | 23.26% | 22.36% | 28.79% | 23.07% | 24.37% | 28.24% | 24.16% | 31.83% | 30.57% | 32.57% | 28.69% | 35.83% | 1,788.51% |
| 2022 | 4.28% | 4.28% |
Expense Ratio
BOXX ~ SPY has a high expense ratio of 12.13%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 100, BOXX ~ SPY is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 13.23 | 35.22 | 10.45 | 43.43 | 534.94 |
USD=X USD Cash | — | — | — | — | — |
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Dividends
Dividend yield
BOXX ~ SPY provided a 15.71% dividend yield over the last twelve months.
| TTM | 2024 | |
|---|---|---|
| Portfolio | 15.71% | 16.00% |
| Portfolio components: | ||
BOXX Alpha Architect 1-3 Month Box ETF | 0.26% | 0.26% |
USD=X USD Cash | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
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 1 trading session.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.03% | Sep 22, 2023 | 1 | Sep 22, 2023 | 1 | Sep 25, 2023 | 2 |
| -6.59% | Dec 2, 2024 | 2 | Dec 3, 2024 | 2 | Dec 5, 2024 | 4 |
| -2.41% | Mar 8, 2023 | 1 | Mar 8, 2023 | 1 | Mar 9, 2023 | 2 |
| -2.31% | Jan 2, 2024 | 1 | Jan 2, 2024 | 2 | Jan 4, 2024 | 3 |
| -2.3% | Jan 31, 2024 | 1 | Jan 31, 2024 | 1 | Feb 1, 2024 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | USD=X | BOXX | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.00 | 0.00 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 |
| BOXX | 0.00 | 0.00 | 1.00 | 1.00 |
| Portfolio | 0.00 | 0.00 | 1.00 | 1.00 |