Summary
BOXL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/05/2025 → 04/05/2026
Return -95.72% 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: 16/07/2026

Current price: $3.87

Expense ratio: N/A

Assets under management
N/A
-0.51% 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

-7.99%

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

-46.25%

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

-52.22%

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

-95.72%

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

-96.72%

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

-99.10%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.468%

Best day

205.769%

22/09/2025
Worst day

-40.042%

23/09/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $3.89 $4.12 $3.82 $3.87 10,000
15/07/2026 $3.94 $4.03 $3.83 $3.93 8,700
14/07/2026 $4.30 $4.50 $3.91 $3.91 20,800
13/07/2026 $4.67 $4.70 $4.16 $4.26 36,400
10/07/2026 $4.61 $5.01 $4.54 $4.78 106,000
09/07/2026 $4.67 $4.71 $4.42 $4.57 18,400
08/07/2026 $4.58 $4.65 $4.42 $4.65 13,100
07/07/2026 $5.05 $5.05 $4.71 $4.74 12,300
06/07/2026 $4.93 $5.18 $4.70 $5.05 31,400
02/07/2026 $5.05 $5.19 $4.75 $5.00 34,100