ARCNX
AQR Risk-Balanced Commodities Strategy-N
$8.75
-0.01 (-0.11%)
Currency in USD / Last Updated: 4/26/2024
| Category | Broad Basket Commodities |
|---|---|
| Market Cap | 441.313M |
| 52 Week High | 8.87 |
| 52 Week Low | 7.64 |
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Key Data
| Symbol | ARCNX |
|---|---|
| Type | Mutual Fund |
| Category | Broad Basket Commodities |
| Price | 8.75 |
| Price Yesterday | 8.76 |
| Market Cap | 441.31 |
| YTD Return | 7.89% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0129 |
Overview
| 52 Week High | 8.87 |
|---|---|
| 52 Week Low | 7.64 |
| Market Cap | 441.31M |
| Shares Outstanding | 50.44M |
| Income Dividend Yield | 6.90% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.91% |
Returns Annualized
| One Day | -25.03% |
|---|---|
| Five Days | -49.70% |
| One Months | 125.80% |
| Three Months | 44.60% |
| Six Months | 12.22% |
| Nine Months | 3.39% |
| One Year | 7.83% |
| Three Years | 14.13% |
| Five Years | 17.15% |
| Ten Years | 3.58% |
| YTD | 26.69% |
| Since Inception | 2.61% |
Returns Total
| One Day | -0.11% |
|---|---|
| Five Days | -1.35% |
| One Month | 7.36% |
| Three Months | 9.65% |
| Six Months | 5.88% |
| Nine Months | 2.54% |
| One Year | 7.83% |
| Three Years | 48.61% |
| Five Years | 120.35% |
| Ten Years | 42.00% |
| YTD | 7.89% |
| Since Inception | 35.45% |
Yearly Returns
| 2024 | 7.89% |
|---|---|
| 2023 | -0.52% |
| 2022 | 21.00% |
| 2021 | 39.34% |
| 2020 | 8.12% |
| 2019 | 17.65% |
| 2018 | -17.82% |
| 2017 | 10.20% |
| 2016 | 16.16% |
| 2015 | -19.73% |
Risk against SP-DA
| Alpha | 1.87% |
|---|---|
| Beta | 0.03 |
| Correlation | 2.35% |
| Downside Deviation | 3.20% |
| Coefficient of determination | 0.06% |
| Standard Deviation | 3.78% |
| Sharpe Ratio | -1.52 |
| Sortino | -6.21 |
| Treynor | 94.04 |
| Ulcer Index | 4.92 |
| Ulcer Performance Index | -4.04 |