ARCIX
AQR Risk-Balanced Commodities Strategy-I
$9.07
0.10 (1.11%)
Currency in USD / Last Updated: 4/19/2024
| Category | Broad Basket Commodities |
|---|---|
| Market Cap | 447.806M |
| 52 Week High | 9.07 |
| 52 Week Low | 7.81 |
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Key Data
| Symbol | ARCIX |
|---|---|
| Type | Mutual Fund |
| Category | Broad Basket Commodities |
| Price | 9.07 |
| Price Yesterday | 8.97 |
| Market Cap | 447.81 |
| YTD Return | 9.41% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0104 |
Overview
| 52 Week High | 9.07 |
|---|---|
| 52 Week Low | 7.81 |
| Market Cap | 447.81M |
| Shares Outstanding | 49.37M |
| Income Dividend Yield | 6.92% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.92% |
Returns Annualized
| One Day | 1,538.85% |
|---|---|
| Five Days | 47.83% |
| One Months | 158.15% |
| Three Months | 66.13% |
| Six Months | 12.87% |
| Nine Months | 8.46% |
| One Year | 5.38% |
| Three Years | 16.94% |
| Five Years | 17.20% |
| Ten Years | 4.07% |
| YTD | 34.78% |
| Since Inception | 3.00% |
Returns Total
| One Day | 1.11% |
|---|---|
| Five Days | 0.78% |
| One Month | 8.62% |
| Three Months | 13.52% |
| Six Months | 6.18% |
| Nine Months | 6.31% |
| One Year | 5.38% |
| Three Years | 59.85% |
| Five Years | 120.79% |
| Ten Years | 48.86% |
| YTD | 9.41% |
| Since Inception | 41.54% |
Yearly Returns
| 2024 | 9.41% |
|---|---|
| 2023 | -0.23% |
| 2022 | 21.44% |
| 2021 | 39.58% |
| 2020 | 8.16% |
| 2019 | 18.14% |
| 2018 | -17.58% |
| 2017 | 10.39% |
| 2016 | 16.59% |
| 2015 | -19.48% |
Risk against SP-DA
| Alpha | -0.06% |
|---|---|
| Beta | 0 |
| Correlation | 0.35% |
| Downside Deviation | 3.20% |
| Coefficient of determination | 0.00% |
| Standard Deviation | 3.82% |
| Sharpe Ratio | -1.22 |
| Sortino | -5.02 |
| Treynor | 1.34 |
| Ulcer Index | 5.31 |
| Ulcer Performance Index | -3.03 |