Find A Portfolio/Ticker
Comparison Box
ARCIX: AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 8.31 0.02(0.24%) March 27
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (72%) |
Start Date: | 07/09/2012 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 9.59% |
Expenses | 0.94% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 0.2 | 0.8 | 16.1 | 15.1 | 3.6 | 2.2 | -0.2 | 21.1 | 40.5 | 8.1 | 18.1 | -17.6 | 10.4 | 16.6 | -19.5 | -15.8 | -16.0 | -1.3 |
Sharpe Ratio | NA | -0.19 | -0.17 | 0.59 | 0.69 | 0.16 | 0.08 | -0.34 | 1.0 | 1.32 | 0.46 | 1.22 | -1.19 | 0.69 | 1.1 | -1.6 | -1.02 | -1.37 | -0.2 |
Draw Down(%) | NA | 5.8 | 10.6 | 20.3 | 28.4 | 47.1 | 54.3 | 10.1 | 20.3 | 14.4 | 28.4 | 11.3 | 22.5 | 16.7 | 7.5 | 20.5 | 28.0 | 21.7 | 13.2 |
Standard Deviation(%) | NA | 11.0 | 13.0 | 22.1 | 20.0 | 17.5 | 16.9 | 13.2 | 19.9 | 30.8 | 17.3 | 13.8 | 15.8 | 14.3 | 14.9 | 12.2 | 15.5 | 11.7 | 14.0 |
Treynor Ratio | NA | -0.03 | -0.03 | 0.21 | 0.21 | 0.04 | 0.02 | -0.08 | 0.34 | 0.55 | 0.13 | 0.22 | -0.22 | 0.12 | 0.26 | -0.39 | -0.15 | -0.18 | -0.03 |
Alpha | NA | -0.03 | -0.01 | 0.03 | 0.04 | 0.02 | 0.01 | 0.0 | 0.03 | 0.05 | 0.05 | 0.03 | -0.03 | 0.02 | 0.02 | -0.02 | 0.07 | -0.04 | -0.05 |
Beta | NA | 0.66 | 0.66 | 0.63 | 0.64 | 0.67 | 0.68 | 0.55 | 0.58 | 0.73 | 0.62 | 0.76 | 0.86 | 0.84 | 0.64 | 0.5 | 1.08 | 0.88 | 0.82 |
RSquared | NA | 0.45 | 0.54 | 0.33 | 0.4 | 0.45 | 0.46 | 0.5 | 0.59 | 0.21 | 0.61 | 0.55 | 0.62 | 0.53 | 0.59 | 0.54 | 0.65 | 0.63 | 0.61 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2012
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
Top Rated Funds in COMMODITIES BROAD BASKET
Best Mutual Funds
- GSCCX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS C SHARES) 0.40% (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 0.15% (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 0.18% (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) 0.35% (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) 0.31% (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) 0.24% (72%)
- PCLDX (PIMCO CommoditiesPLUS Strategy D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) 0.36% (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) 0.36% (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 0.15% (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity-Indexed Trust) 0.09% (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) 0.09% (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) 0.32% (86%)
- GCC (WisdomTree Continuous Commodity Index Fund) 0.33% (85%)
- RJI (ELEMENTS Rogers Intl Cmdty TR ETN) (69%)
- UCI (UBS ETRACS CMCI Total Return ETN) (66%)
- USCI (United States Commodity Index Fund LP) 0.16% (49%)
- GSC (Goldman Sachs ETF Trust) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)