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ARCIX: AQR Risk-Balanced Commodities Strategy I (MUTUAL FUND)
Basic Info 9.66 0.02(0.21%) December 02
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (57%) |
| Start Date: | 07/09/2012 |
| Last Dividend Date: | 12/23/2021 |
| 12-Mo. Yield | 0.07% |
| Expenses | 1.05% |
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Performance Analytics (As of 12/02/2022)
| Last 1 Week* | YTD*(2022) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 2.3 | 19.3 | 25.3 | 24.2 | 12.2 | 2.0 | 2.1 | 36.7 | 8.1 | 18.1 | -17.6 | 10.4 | 16.6 | -19.5 | -15.8 | -16.0 | -1.3 |
| SR | NA | 0.97 | 0.81 | 1.05 | 0.57 | 0.09 | 0.09 | 1.26 | 0.46 | 1.22 | -1.19 | 0.69 | 1.1 | -1.6 | -1.02 | -1.37 | -0.2 |
| DD(%) | NA | 20.3 | 20.3 | 28.4 | 32.5 | 50.9 | 54.3 | 14.4 | 28.4 | 11.3 | 22.5 | 16.7 | 7.5 | 20.5 | 28.0 | 21.7 | 13.2 |
| SD(%) | NA | 20.3 | 29.9 | 22.6 | 19.9 | 17.1 | 17.0 | 29.2 | 17.3 | 13.8 | 15.8 | 14.3 | 14.9 | 12.2 | 15.5 | 11.7 | 14.0 |
| TR | NA | 0.34 | 0.43 | 0.38 | 0.17 | 0.02 | 0.02 | 0.5 | 0.13 | 0.22 | -0.22 | 0.12 | 0.26 | -0.39 | -0.15 | -0.18 | -0.03 |
| Alpha(%) | NA | 0.03 | 0.04 | 0.05 | 0.02 | 0.01 | 0.01 | 0.04 | 0.05 | 0.03 | -0.03 | 0.02 | 0.02 | -0.02 | 0.07 | -0.04 | -0.05 |
| Beta(%) | NA | 0.58 | 0.57 | 0.63 | 0.67 | 0.68 | 0.69 | 0.73 | 0.62 | 0.76 | 0.86 | 0.84 | 0.64 | 0.5 | 1.08 | 0.88 | 0.82 |
| RS | NA | 0.59 | 0.24 | 0.39 | 0.43 | 0.47 | 0.47 | 0.24 | 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
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See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
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