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ARCIX: AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 9.21 0.18(1.99%) May 17
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (95%) |
Start Date: | 07/09/2012 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 7.23% |
Expenses | 0.94% |
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Performance Analytics (As of 05/17/2024)
Last 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(%) | 2.8 | 11.1 | 14.2 | 13.7 | 19.4 | 4.4 | 3.1 | -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 | 2.32 | 0.79 | 0.52 | 0.89 | 0.19 | 0.13 | -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 | 12.1 | 13.2 | 21.9 | 19.9 | 17.5 | 16.8 | 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 | 0.35 | 0.15 | 0.18 | 0.28 | 0.05 | 0.03 | -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 | 0.05 | 0.03 | 0.03 | 0.05 | 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 | 0.8 | 0.71 | 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 | 0.51 | 0.53 | 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 |
Yield(%) | N/A | 0.0 | 7.2 | 11.2 | 11.7 | 3.8 | N/A | 7.1 | 10.5 | 21.2 | 0.2 | 5.8 | 0.6 | 0.0 | 5.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -26.2 | 691.3 | 869.4 | N/A | N/A | -25.9 | -42.2 | 14600.0 | -97.0 | 725.0 | 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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