ARCIX
AQR Risk-Balanced Commodities Strategy-I
$8.78
-0.06 (-0.68%)
Currency in USD / Last Updated: 7/9/2024
| Category | Broad Basket Commodities |
|---|---|
| Market Cap | 548.272M |
| 52 Week High | 9.44 |
| 52 Week Low | 7.81 |
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Key Data
| Symbol | ARCIX |
|---|---|
| Type | Mutual Fund |
| Category | Broad Basket Commodities |
| Price | 8.78 |
| Price Yesterday | 8.84 |
| Market Cap | 548.27 |
| YTD Return | 5.91% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0104 |
Overview
| 52 Week High | 9.44 |
|---|---|
| 52 Week Low | 7.81 |
| Market Cap | 548.27M |
| Shares Outstanding | 62.45M |
| Income Dividend Yield | 7.15% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.15% |
Returns Annualized
| One Day | -82.06% |
|---|---|
| Five Days | -10.84% |
| One Months | -6.91% |
| Three Months | -4.50% |
| Six Months | 18.41% |
| Nine Months | 10.20% |
| One Year | 7.59% |
| Three Years | 12.38% |
| Five Years | 17.08% |
| Ten Years | 3.99% |
| YTD | 11.79% |
| Since Inception | 2.67% |
Returns Total
| One Day | -0.68% |
|---|---|
| Five Days | -0.23% |
| One Month | -0.57% |
| Three Months | -1.13% |
| Six Months | 8.66% |
| Nine Months | 7.47% |
| One Year | 7.58% |
| Three Years | 41.68% |
| Five Years | 119.55% |
| Ten Years | 47.69% |
| YTD | 5.91% |
| Since Inception | 37.02% |
Yearly Returns
| 2024 | 5.91% |
|---|---|
| 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 | -2.02% |
|---|---|
| Beta | 0.18 |
| Correlation | 14.86% |
| Downside Deviation | 2.81% |
| Coefficient of determination | 2.21% |
| Standard Deviation | 3.93% |
| Sharpe Ratio | -1.55 |
| Sortino | -7.52 |
| Treynor | 12.19 |
| Ulcer Index | 5.04 |
| Ulcer Performance Index | -4.19 |