Alpha Architect 1-3 Month Box ETF (BOXX)

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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.

Alpha Architect 1-3 Month Box ETF (BOXX) has returned 1.03% so far this year and 4.31% over the past 12 months.

Based on dividend-adjusted daily data since Dec 28, 2022, BOXX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, your investment would double in approximately 15.2 years.

Historically, 100% of months were positive and 0% were negative. The best month was Dec 2023 with a return of +0.5%, while the worst month was Dec 2022 at 0.1%. The longest winning streak lasted 40 consecutive months, and the longest losing streak was 0 months.

On a daily basis, BOXX closed higher 77% of trading days. The best single day was Sep 25, 2023 with a return of +0.1%, while the worst single day was Sep 22, 2023 at -0.1%.

Alpha Architect 1-3 Month Box ETF has an annualized alpha of 4.84%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 29, 2022.

• This ETF captured 9.62% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.25%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.00 may look defensive, but with R² of 0.00 this ETF 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 ETF's risk.
• R² of 0.00 means this ETF 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.

BOXX has an expense ratio of 0.19%, which is considered low.

BOXX ranks 100 for risk / return — in the top 100% of ETFs 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.

The table below present risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and compare them to a chosen benchmark (S&P 500 Index).

Alpha Architect 1-3 Month Box ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.

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.

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 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.

The chart below shows the rolling one-month volatility.