Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARCNX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS N) | 16.48% | 33.32% | 15.95% | 14.17% | 11.41% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCNX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS N) | 07/10/2012 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.22 | 33.32 | 15.95 | 14.17 | 11.41 | NA | NA | … | … | 16.48 | 10.55 | 7.18 | -0.50 | 20.82 | 39.66 | 8.00 | 17.68 | -17.83 | 10.19 | 16.17 | -19.74 | -15.98 | -16.23 | -1.40 |
| Sharpe Ratio | NA | 2.51 | 0.98 | 0.80 | 0.66 | NA | NA | … | … | 2.93 | 0.48 | 0.04 | -0.36 | 0.99 | 2.14 | 0.45 | 1.18 | -1.21 | 0.68 | 1.08 | -1.61 | -1.04 | -1.39 | -0.21 |
| Standard Deviation(%) | NA | 15.03 | 14.36 | 15.97 | 15.81 | NA | NA | … | … | 18.71 | 16.38 | 13.39 | 13.23 | 19.67 | 18.56 | 17.25 | 13.81 | 15.93 | 14.23 | 14.83 | 12.27 | 15.36 | 11.69 | 14.14 |
| Draw Down(%) | NA | 8.28 | 13.65 | 20.30 | 32.80 | NA | NA | … | … | 8.28 | 11.38 | 13.65 | 10.01 | 20.30 | 7.85 | 28.41 | 11.24 | 23.14 | 16.76 | 7.57 | 20.89 | 28.16 | 21.91 | 13.28 |
| Yield(%) | 0.00 | 13.63 | 7.88 | 9.70 | 7.65 | 3.26 | 2.45 | … | … | 0.00 | 14.22 | 2.00 | 6.97 | 10.44 | 21.32 | 0.10 | 5.54 | 0.23 | 0.00 | 5.23 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 07/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCNX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS N) |
-18.67%
Sep 2012 – Sep 2015 |
-9.56%
Sep 2012 – Sep 2017 |
0.58%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCNX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS N) |
35.61%
Mar 2020 – Mar 2023 |
23.23%
Mar 2020 – Mar 2025 |
12.65%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart