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Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) Sharpe Ratio: 2.14

Mutual Fund · Currency in USD · Last updated Jul 11, 2026

The fund seeks to track the performance of various commodities through derivatives and commodity-linked instruments, focusing on agriculture, energy, metals, and precious metals sectors.

BRCAX's Sharpe Ratio of 2.14 indicates that for each unit of volatility, it generates 2.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BRCAX Sharpe Ratio Rank

BRCAX Sharpe Ratio Rank: 82.282
Exceptional

BRCAX ranks above 82.2% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

BRCAX Sharpe Ratio Market Positioning

The chart shows BRCAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.06 or lower
  • Yellow zone (middle 50%): 1.06 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 3.89+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Invesco Balanced-Risk Commodity Strategy Fund Class A's Sharpe Ratio with other mutual funds in the Commodities category across multiple time periods, showing how BRCAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EIPCXParametric Commodity Strategy Fund Class I2.33
EAPCXParametric Commodity Strategy Fund Class A2.30
BRCYXInvesco Balanced-Risk Commodity Strategy Fund2.18
JCRAXALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund2.15
BRCAXInvesco Balanced-Risk Commodity Strategy Fund Class A2.14
CCSZXColumbia Commodity Strategy Fund2.12
DBCMXDoubleLine Strategic Commodity Fund2.05
DCMSXDFA Commodity Strategy Portfolio1.96
ARCIXAQR Risk-Balanced Commodities Strategy Fund1.96
BCSKXBlackRock Commodity Strategies Fund Class K1.89

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BRCAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRCAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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