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ARCIX: AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 9.39 0.06(0.63%) March 21
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (72%) |
| Start Date: | 07/09/2012 |
| Last Dividend Date: | 12/17/2024 |
| 12-Mo. Yield | 2.22% |
| Expenses | 0.94% |
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Performance Analytics (As of 03/21/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.6 | 7.7 | 14.6 | 3.0 | 23.4 | 8.7 | 3.2 | 7.4 | -0.2 | 21.4 | 39.7 | 8.0 | 18.1 | -17.6 | 10.4 | 16.6 | -19.5 | -15.8 | -16.0 | -1.3 |
| Sharpe Ratio | NA | 2.95 | 0.6 | -0.09 | 1.31 | 0.46 | 0.12 | 0.06 | -0.34 | 1.02 | 2.12 | 0.45 | 1.22 | -1.2 | 0.69 | 1.1 | -1.6 | -1.02 | -1.37 | -0.2 |
| Draw Down(%) | NA | 5.2 | 13.7 | 19.0 | 20.3 | 32.5 | 54.3 | 13.7 | 10.1 | 20.3 | 7.8 | 28.4 | 11.3 | 22.5 | 16.7 | 7.5 | 20.5 | 28.0 | 21.7 | 13.2 |
| Standard Deviation(%) | NA | 12.7 | 13.7 | 14.6 | 15.9 | 15.4 | 15.2 | 13.3 | 13.2 | 19.8 | 18.7 | 17.3 | 13.8 | 15.8 | 14.3 | 14.9 | 12.2 | 15.5 | 11.7 | 14.0 |
| Treynor Ratio | NA | 0.47 | 0.11 | -0.02 | 0.33 | 0.11 | 0.03 | 0.01 | -0.07 | 0.34 | 0.52 | 0.13 | 0.22 | -0.22 | 0.12 | 0.26 | -0.39 | -0.15 | -0.18 | -0.03 |
| Alpha | NA | 0.09 | 0.04 | 0.01 | 0.04 | 0.02 | 0.01 | 0.02 | 0.01 | 0.03 | 0.03 | 0.05 | 0.03 | -0.03 | 0.02 | 0.02 | -0.02 | 0.07 | -0.04 | -0.05 |
| Beta | NA | 0.79 | 0.74 | 0.62 | 0.63 | 0.66 | 0.69 | 0.72 | 0.62 | 0.59 | 0.76 | 0.62 | 0.76 | 0.86 | 0.84 | 0.64 | 0.5 | 1.08 | 0.88 | 0.82 |
| RSquared | NA | 0.58 | 0.59 | 0.59 | 0.57 | 0.58 | 0.58 | 0.57 | 0.56 | 0.61 | 0.64 | 0.61 | 0.55 | 0.62 | 0.53 | 0.59 | 0.54 | 0.65 | 0.63 | 0.61 |
| Yield(%) | N/A | 0.0 | 2.2 | 5.3 | 13.3 | 5.8 | N/A | 2.2 | 7.1 | 10.5 | 21.3 | 0.0 | 5.8 | 0.5 | 0.0 | 5.4 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | -70.7 | -7.8 | 369.3 | N/A | N/A | -70.7 | -26.3 | -42.2 | N/A | -100.0 | 765.8 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2012
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