AQR Risk-Balanced Commodities Strategy Fund (ARCIX)
The fund pursues its investment objective by allocating assets among various commodity sectors (including agricultural, energy, livestock, softs (e.g., non-grain agricultural products such as coffee, sugar, cocoa, etc.) and precious and base metals). It also invests in fixed income securities and money market instruments. The fund will obtain exposure to commodity sectors by investing in commodity-linked derivatives, directly or through its investment in the Subsidiary. It is non-diversified.
Fund Info
US00203H6779
00203H677
Jul 8, 2012
$5,000,000
Expense Ratio
ARCIX has a high expense ratio of 1.00%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Risk-Balanced Commodities Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AQR Risk-Balanced Commodities Strategy Fund had a return of 1.93% year-to-date (YTD) and 2.05% in the last 12 months. Over the past 10 years, AQR Risk-Balanced Commodities Strategy Fund had an annualized return of 6.41%, while the S&P 500 had an annualized return of 10.96%, indicating that AQR Risk-Balanced Commodities Strategy Fund did not perform as well as the benchmark.
ARCIX
1.93%
-4.20%
-5.59%
2.05%
13.73%
6.41%
^GSPC (Benchmark)
23.00%
-0.84%
7.20%
24.88%
12.77%
10.96%
Monthly Returns
The table below presents the monthly returns of ARCIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.84% | -3.53% | 6.56% | 4.50% | 2.15% | -2.55% | -4.89% | 1.32% | 5.79% | -1.34% | 0.00% | 1.93% | |
| 2023 | 4.03% | -4.73% | 2.37% | -1.32% | -5.70% | 4.03% | 5.58% | -1.08% | -2.07% | 1.45% | 0.44% | -2.51% | -0.22% |
| 2022 | 6.31% | 8.15% | 11.30% | 0.29% | -1.06% | -7.70% | -0.00% | -1.27% | -4.60% | 1.34% | 6.31% | 2.07% | 21.39% |
| 2021 | 2.92% | 8.37% | -2.09% | 12.17% | 4.89% | 0.34% | 0.68% | 0.11% | -0.56% | 5.42% | -4.72% | 7.67% | 39.74% |
| 2020 | -7.89% | -6.16% | -14.42% | 0.21% | 3.19% | 3.71% | 8.75% | 5.30% | -1.39% | 0.53% | 9.11% | 9.95% | 8.05% |
| 2019 | 7.08% | 0.66% | -1.64% | -2.00% | -4.60% | 6.97% | -0.17% | 0.33% | 1.17% | 4.28% | -2.69% | 8.36% | 18.15% |
| 2018 | 2.32% | -2.27% | -1.30% | 3.08% | 1.28% | -6.61% | -5.72% | -3.83% | 2.32% | -2.76% | -3.84% | -1.25% | -17.56% |
| 2017 | 6.40% | 1.96% | -5.75% | -2.19% | -1.92% | -2.12% | 5.50% | 1.26% | -1.40% | 4.90% | -1.06% | 5.19% | 10.41% |
| 2016 | -0.18% | 1.25% | 2.64% | 9.61% | -2.50% | 7.71% | -2.09% | -4.11% | 4.44% | 0.61% | 0.91% | -1.94% | 16.55% |
| 2015 | -2.87% | 0.44% | -5.73% | 5.76% | -5.89% | -0.16% | -7.05% | -0.34% | -1.01% | 0.86% | -3.90% | -0.88% | -19.48% |
| 2014 | -1.09% | 12.32% | -0.33% | 3.27% | -3.16% | 3.38% | -6.01% | -2.69% | -10.37% | 0.90% | -7.26% | -4.12% | -15.80% |
| 2013 | 4.66% | -7.07% | -1.77% | -5.83% | -1.35% | -4.79% | 1.08% | 3.20% | -2.41% | -0.71% | -2.02% | 0.36% | -16.01% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ARCIX is 11, meaning it’s performing worse than 89% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AQR Risk-Balanced Commodities Strategy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.63 | $0.85 | $1.47 | $0.00 | $0.33 | $0.04 | $0.00 | $0.30 |
Dividend yield | 0.00% | 7.56% | 9.52% | 18.23% | 0.00% | 5.19% | 0.67% | 0.01% | 4.82% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Risk-Balanced Commodities Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.85 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.30 | $0.30 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Risk-Balanced Commodities Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR Risk-Balanced Commodities Strategy Fund was 54.25%, occurring on Mar 18, 2020. Recovery took 464 trading sessions.
The current AQR Risk-Balanced Commodities Strategy Fund drawdown is 10.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.25% | Sep 17, 2012 | 1887 | Mar 18, 2020 | 464 | Jan 19, 2022 | 2351 |
| -20.29% | Mar 9, 2022 | 88 | Jul 14, 2022 | 465 | May 20, 2024 | 553 |
| -13.67% | May 22, 2024 | 51 | Aug 5, 2024 | — | — | — |
| -2.77% | Feb 25, 2022 | 1 | Feb 25, 2022 | 2 | Mar 1, 2022 | 3 |
| -2.41% | Jul 23, 2012 | 2 | Jul 24, 2012 | 19 | Aug 20, 2012 | 21 |
Volatility
Volatility Chart
The current AQR Risk-Balanced Commodities Strategy Fund volatility is 4.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.