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ARCIX: AQR Risk-Balanced Commodities Strategy I (MUTUAL FUND)
Basic Info 7.64 0.26(3.29%) February 26
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (88%) |
| Start Date: | 07/09/2012 |
| Last Dividend Date: | 12/22/2020 |
| 12-Mo. Yield | 0.08% |
| Expenses | 1.05% |
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Performance Analytics (As of 02/26/2021)
| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 1.1 | 11.5 | 32.8 | 4.8 | 8.5 | -1.9 | 8.1 | 12.2 | -18.1 | 10.4 | 11.2 | -19.5 | -15.8 | -16.0 | -1.3 |
| SR | NA | 5.41 | 1.83 | 0.24 | 0.5 | -0.16 | 0.46 | -0.75 | -2.51 | -0.62 | -1.45 | -3.12 | -2.22 | -2.95 | -1.59 |
| DD(%) | NA | 3.7 | 19.8 | 32.5 | 32.5 | 54.3 | 28.4 | 11.3 | 23.0 | 16.7 | 10.1 | 20.5 | 28.0 | 21.7 | 13.2 |
| SD(%) | NA | 19.6 | 17.9 | 15.9 | 15.5 | 14.6 | 17.3 | 14.7 | 15.8 | 14.3 | 15.8 | 12.2 | 15.5 | 11.7 | 14.0 |
| TR | NA | 1.16 | 0.53 | 0.05 | 0.11 | -0.03 | 0.13 | -0.14 | -0.47 | -0.11 | -0.36 | -0.76 | -0.32 | -0.39 | -0.27 |
| Alpha(%) | NA | -0.02 | 0.07 | 0.02 | 0.01 | 0.01 | 0.05 | 0.0 | -0.04 | 0.01 | -0.04 | -0.06 | 0.08 | -0.05 | -0.06 |
| Beta(%) | NA | 0.92 | 0.62 | 0.71 | 0.73 | 0.72 | 0.62 | 0.78 | 0.85 | 0.84 | 0.63 | 0.5 | 1.08 | 0.88 | 0.82 |
| RS | NA | 0.6 | 0.59 | 0.59 | 0.58 | 0.57 | 0.61 | 0.52 | 0.61 | 0.53 | 0.52 | 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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