AQR Risk-Balanced Commodities Strategy Fund (ARCIX)

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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.

AQR Risk-Balanced Commodities Strategy Fund (ARCIX) has returned 17.04% so far this year and 30.67% over the past 12 months. Looking at the last ten years, ARCIX has achieved an annualized return of 12.98%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Jul 9, 2012, ARCIX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 53% of months were positive and 47% 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 11 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 3.60%, beta of 0.21, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 10, 2012.

• This fund participated in 49.64% of S&P 500 Index downside but only 39.46% 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 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and compare them to a chosen benchmark (S&P 500 Index).

AQR Risk-Balanced Commodities Strategy Fund provided a 11.48% 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 1.09%.

The chart below shows the rolling one-month volatility.