Summary
BOXL
Prices · period metrics · 12M
NAV as of 19/10/2026
02/05/2025 → 04/05/2026
Return -94.96% Volatility 177.22% Sharpe -0.52
Official loaded data — not a live quote.

ALPHA ARCHITECT LONG-TERM TREASURY BOND ETF

Symbol: BOXL

Exchange: NASDAQ

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 19/10/2026

Current price: $3.10

Expense ratio: N/A

Assets under management
N/A
5.44% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-35.95%

Ann. -83.88% (Sharpe / Sortino numerator)

Volatility

97.01%

Sharpe ratio

-0.902

VaR 95%

-7.15%

CVaR 95%: -9.16%
Max drawdown: -21.37%
Sortino ratio: -1.912
Calmar ratio: -3.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-14.60%

Ann. -36.49% (Sharpe / Sortino numerator)

Volatility

146.42%

Sharpe ratio

-0.274

VaR 95%

-11.17%

CVaR 95%: -16.18%
Max drawdown: -49.01%
Sortino ratio: -0.526
Calmar ratio: -0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-54.28%

Ann. -98.64% (Sharpe / Sortino numerator)

Volatility

143.20%

Sharpe ratio

-0.714

VaR 95%

-15.66%

CVaR 95%: -18.76%
Max drawdown: -88.71%
Sortino ratio: -1.267
Calmar ratio: -1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-94.96%

Ann. -88.55% (Sharpe / Sortino numerator)

Volatility

177.22%

Sharpe ratio

-0.520

VaR 95%

-12.19%

CVaR 95%: -21.42%
Max drawdown: -96.40%
Sortino ratio: -0.883
Calmar ratio: -0.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-96.45%

Ann. -82.01% (Sharpe / Sortino numerator)

Volatility

218.34%

Sharpe ratio

-0.392

VaR 95%

-11.88%

CVaR 95%: -20.71%
Max drawdown: -98.81%
Sortino ratio: -0.846
Calmar ratio: -0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-99.08%

Ann. -79.30% (Sharpe / Sortino numerator)

Volatility

183.50%

Sharpe ratio

-0.452

VaR 95%

-10.71%

CVaR 95%: -18.65%
Max drawdown: -99.19%
Sortino ratio: -0.884
Calmar ratio: -0.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.539%

Best day

168.601%

12/08/2026
Worst day

-31.176%

19/08/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $2.94 $3.10 $2.85 $3.10 9,900
16/10/2026 $3.28 $3.32 $2.91 $2.95 22,900
15/10/2026 $3.14 $3.34 $3.00 $3.32 22,200
14/10/2026 $2.83 $3.66 $2.65 $3.39 225,800
13/10/2026 $3.18 $3.24 $2.64 $2.80 32,900
12/10/2026 $3.33 $3.40 $3.21 $3.24 4,800
09/10/2026 $3.36 $3.49 $3.16 $3.33 7,600
08/10/2026 $3.24 $3.58 $3.24 $3.30 20,500
07/10/2026 $3.56 $3.60 $3.03 $3.24 24,300
06/10/2026 $4.47 $4.80 $3.29 $3.60 129,500