ARCNX
AQR Risk-Balanced Commodities Strategy-N
$8.58
-0.06 (-0.69%)
Currency in USD / Last Updated: 7/9/2024
| Category | Broad Basket Commodities |
|---|---|
| Market Cap | 548.171M |
| 52 Week High | 9.23 |
| 52 Week Low | 7.64 |
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Key Data
| Symbol | ARCNX |
|---|---|
| Type | Mutual Fund |
| Category | Broad Basket Commodities |
| Price | 8.58 |
| Price Yesterday | 8.64 |
| Market Cap | 548.17 |
| YTD Return | 5.80% |
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 | 9.23 |
|---|---|
| 52 Week Low | 7.64 |
| Market Cap | 548.17M |
| Shares Outstanding | 63.89M |
| Income Dividend Yield | 7.04% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.04% |
Returns Annualized
| One Day | -82.76% |
|---|---|
| Five Days | -11.08% |
| One Months | -8.41% |
| Three Months | -5.05% |
| Six Months | 17.99% |
| Nine Months | 9.85% |
| One Year | 7.34% |
| Three Years | 12.09% |
| Five Years | 16.79% |
| Ten Years | 3.71% |
| YTD | 11.55% |
| Since Inception | 2.40% |
Returns Total
| One Day | -0.69% |
|---|---|
| Five Days | -0.23% |
| One Month | -0.69% |
| Three Months | -1.27% |
| Six Months | 8.47% |
| Nine Months | 7.21% |
| One Year | 7.33% |
| Three Years | 40.59% |
| Five Years | 116.83% |
| Ten Years | 43.79% |
| YTD | 5.80% |
| Since Inception | 32.82% |
Yearly Returns
| 2024 | 5.80% |
|---|---|
| 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 | -2.28% |
|---|---|
| Beta | 0.18 |
| Correlation | 14.86% |
| Downside Deviation | 2.80% |
| Coefficient of determination | 2.21% |
| Standard Deviation | 3.93% |
| Sharpe Ratio | -1.57 |
| Sortino | -7.62 |
| Treynor | 10.79 |
| Ulcer Index | 5.09 |
| Ulcer Performance Index | -4.2 |