AQR Risk-Balanced Commodities Strategy Fund (ARCIX)

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AQR Risk-Balanced Commodities Strategy Fund (ARCIX) is up 13.4% since the beginning of the year. ARCIX is currently trading at $11 per share. Investors who bought $1,000 worth of ARCIX shares 5 years ago would now be looking at an investment worth $2,029.

AQR Risk-Balanced Commodities Strategy Fund (ARCIX) has returned 13.38% so far this year and 25.91% over the past 12 months. Over the last ten years, ARCIX has returned 11.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jul 9, 2012, ARCIX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 52% of months were positive and 48% were negative. The best month was Feb 2014 with a return of +12.3%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ARCIX closed higher 49% of trading days. The best single day was Dec 23, 2021 with a return of +18.5%, while the worst single day was Dec 27, 2021 at -14.2%.

AQR Risk-Balanced Commodities Strategy Fund has an annualized alpha of 3.09%, beta of 0.21, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 09, 2012.

• This fund participated in 52.88% of S&P 500 Index downside but only 38.24% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.21 may look defensive, but with R2 of 0.05 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.05 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ARCIX has a high expense ratio of 1.00%, indicating above-average management fees.

ARCIX ranks 40 for risk / return — below 40% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

AQR Risk-Balanced Commodities Strategy Fund provided a 11.85% dividend yield over the last twelve months, with an annual payout of $1.25 per share.

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.

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.

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 447 trading sessions.

The current AQR Risk-Balanced Commodities Strategy Fund drawdown is 10.40%.

The chart below shows the rolling one-month volatility.