BOXX
Alpha Architect 1-3 Month Box ETF
NAV as of
4 Week: 100.78 - 101.17
52 Week: 100.03 - 101.17
Latest Closing Price
101.16
Premium / Discount
0.07
Expense Ratio
0.19%
Investment Objective
The investment seeks to provide investment results that, before fees and expenses, equals or exceeds the price and yield performance of an investment that tracks the 1-3 month sector of the United States Treasury Bill market. Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the Box Spreads such that the weighted average maturity of the Box Spreads based upon expiration dates is less than 90 days. The principal investment strategy of the fund will be to utilize an exchange-listed options strategy called a box spread (“Box Spread”).
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.07 | 0.03 | 41.59 |
| 1 Day | 0.01 | 0.00 | 0.00 |
| 1 Week | 0.10 | 0.03 | 2.98 |
| 1 Month | 0.37 | 0.15 | 2.56 |
| 3 Months | 0.00 | 0.00 | 0.00 |
| 6 Months | 0.00 | 0.00 | 0.00 |
| 1 Year | 0.00 | 0.00 | 0.00 |
| 2 Years | 0.00 | 0.00 | 0.00 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 6
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 301,704,315
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Option on S&P 500 PR | 160.7605 | 1,036 | 1,036 | 208,046,743 |
| 2 | Spx 06/16/2023 5000.01 P | 41.7611 | 270 | 270 | 54,044,754 |
| 3 | Option on S&P 500 PR | 24.1422 | 1,036 | 1,036 | 31,243,376 |
| 4 | Spx 06/16/2023 4000.01 C | 6.2856 | 270 | 270 | 8,134,470 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 90.27 |
| Large | 64.73 |
| Medium | 29.65 |
| Small | 0.26 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
17.9903
Price/Book*
3.2992
Price/Sales*
2.0200
Price/Cash Flow*
10.5635
Dividend Yield*
1.9447
Growth Measures
Long-Term Earnings
13.1250
Historical Earnings
16.6077
Sales Growth
11.4000
Cash-Flow Growth
8.0463
Book-Value Growth
4.6615
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
