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Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) Sharpe Ratio: 2.14

Mutual Fund · Currency in USD · Last updated Jul 14, 2026

The investment seeks to provide total return. The fund invests, under normal conditions, in derivatives and other commodity-linked instruments whose performance is expected to correspond to the performance of the underlying commodity, without investing directly in physical commodities. It seeks to achieve its investment objective by investing in derivatives and other commodity-linked instruments that provide exposure to the following four sectors of the commodities markets: agricultural/livestock, energy, industrial metals and precious metals.

BRCYX'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 14, 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.

BRCYX Sharpe Ratio Rank

BRCYX Sharpe Ratio Rank: 81.882
Exceptional

BRCYX ranks above 81.8% 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

BRCYX Sharpe Ratio Market Positioning

The chart shows BRCYX'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 1.94
  • Green zone (top 25%): 1.94 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's Sharpe Ratio with other mutual funds in the Commodities category across multiple time periods, showing how BRCYX'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 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EIPCXParametric Commodity Strategy Fund Class I2.24
EAPCXParametric Commodity Strategy Fund Class A2.21
BRCYXInvesco Balanced-Risk Commodity Strategy Fund2.14
BRCAXInvesco Balanced-Risk Commodity Strategy Fund Class A2.10
JCRAXALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund2.09
CCSZXColumbia Commodity Strategy Fund2.07
DBCMXDoubleLine Strategic Commodity Fund2.06
ARCIXAQR Risk-Balanced Commodities Strategy Fund1.92
DCMSXDFA Commodity Strategy Portfolio1.91
FIQRXFidelity Advisor Global Commodity Stock Fund Class Z1.89

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BRCYX'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 BRCYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does BRCYX fit in your portfolio?

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