Alpha Architect 1-3 Month Box ETF (BOXX)
The ETF primarily invests in Box Spreads with a weighted average maturity of less than 90 days, utilizing an exchange-listed options strategy.
ETF Info
| Issuer | Alpha Architect |
|---|---|
| Inception Date | Dec 27, 2022 |
| Category | Ultrashort Bond |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Distribution Policy | Accumulating |
| Asset Class | Alternatives |
Expense Ratio
BOXX has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: BOXX vs. SGOV, BOXX vs. JAAA, BOXX vs. BIL, BOXX vs. TBIL, BOXX vs. IB01.L, BOXX vs. FLTB, BOXX vs. flot, BOXX vs. SCHD, BOXX vs. CSHI, BOXX vs. SVOL
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect 1-3 Month Box ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Alpha Architect 1-3 Month Box ETF had a return of 4.46% year-to-date (YTD) and 5.31% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.46% | 25.70% |
| 1 month | 0.43% | 3.51% |
| 6 months | 2.54% | 14.80% |
| 1 year | 5.31% | 37.91% |
| 5 years (annualized) | N/A | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of BOXX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.35% | 0.50% | 0.39% | 0.41% | 0.45% | 0.41% | 0.45% | 0.45% | 0.41% | 0.43% | 4.46% | ||
| 2023 | 0.35% | 0.34% | 0.43% | 0.35% | 0.36% | 0.42% | 0.36% | 0.46% | 0.46% | 0.47% | 0.42% | 0.52% | 5.04% |
| 2022 | 0.07% | 0.07% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of BOXX is 100, placing it in the top 0% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Architect 1-3 Month Box ETF provided a 0.27% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM |
|---|---|
| Dividend | $0.29 |
Dividend yield | 0.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect 1-3 Month Box ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.29 | $0.00 | $0.00 | $0.00 | $0.29 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alpha Architect 1-3 Month Box ETF. 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 Alpha Architect 1-3 Month Box ETF was 0.12%, occurring on Sep 22, 2023. Recovery took 1 trading session.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.12% | Sep 22, 2023 | 1 | Sep 22, 2023 | 1 | Sep 25, 2023 | 2 |
| -0.04% | Mar 8, 2023 | 1 | Mar 8, 2023 | 1 | Mar 9, 2023 | 2 |
| -0.04% | Jan 2, 2024 | 1 | Jan 2, 2024 | 1 | Jan 3, 2024 | 2 |
| -0.04% | Jan 31, 2024 | 1 | Jan 31, 2024 | 1 | Feb 1, 2024 | 2 |
| -0.04% | Jun 26, 2024 | 1 | Jun 26, 2024 | 2 | Jun 28, 2024 | 3 |
Volatility
Volatility Chart
The current Alpha Architect 1-3 Month Box ETF volatility is 0.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.