Summary
BOXL
Prices · period metrics · 12M
NAV as of 03/09/2026
02/05/2025 → 04/05/2026
Return -90.07% 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: 03/09/2026

Current price: $6.11

Expense ratio: N/A

Assets under management
N/A
-0.81% 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

94.59%

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

17.05%

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

-25.12%

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

-90.07%

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

-92.32%

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

-98.35%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.184%

Best day

205.769%

22/09/2025
Worst day

-40.042%

23/09/2025
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $6.16 $6.32 $5.95 $6.11 21,500
02/09/2026 $6.62 $6.79 $6.00 $6.11 90,700
01/09/2026 $6.20 $6.24 $5.78 $6.05 18,100
31/08/2026 $5.99 $6.31 $5.70 $6.28 30,400
28/08/2026 $6.07 $6.35 $5.79 $5.95 50,500
27/08/2026 $5.96 $6.11 $5.92 $6.10 25,900
26/08/2026 $6.50 $6.50 $5.88 $6.05 22,800
25/08/2026 $5.46 $6.76 $5.32 $6.50 74,200
24/08/2026 $5.62 $5.95 $5.10 $5.47 25,300
21/08/2026 $5.87 $5.91 $5.05 $5.66 137,700