Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) | 16.61% | 33.74% | 16.24% | 14.45% | 11.70% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/09/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) | 07/09/2012 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.22 | 33.74 | 16.24 | 14.45 | 11.70 | NA | NA | … | … | 16.61 | 21.00 | 7.43 | -0.22 | 21.39 | 39.74 | 8.04 | 18.15 | -17.57 | 10.40 | 16.57 | -19.48 | -15.80 | -16.01 | -1.30 |
| Sharpe Ratio | NA | 2.04 | 0.90 | 0.74 | 0.64 | NA | NA | … | … | 2.16 | 1.35 | 0.29 | -0.29 | 1.01 | 2.12 | 0.45 | 1.21 | -1.20 | 0.68 | 1.10 | -1.60 | -1.02 | -1.37 | -0.20 |
| Standard Deviation(%) | NA | 15.23 | 14.38 | 15.94 | 15.84 | NA | NA | … | … | 18.85 | 13.50 | 13.32 | 13.24 | 19.76 | 18.69 | 17.25 | 13.75 | 15.84 | 14.31 | 14.90 | 12.20 | 15.46 | 11.71 | 14.00 |
| Draw Down(%) | NA | 8.36 | 13.67 | 20.29 | 32.46 | NA | NA | … | … | 8.36 | 10.66 | 13.67 | 10.12 | 20.29 | 7.84 | 28.37 | 11.25 | 22.52 | 16.72 | 7.49 | 20.49 | 28.04 | 21.70 | 13.19 |
| Yield(%) | 0.00 | 13.54 | 7.96 | 9.79 | 7.82 | 3.37 | 2.52 | … | … | 0.00 | 14.13 | 2.24 | 7.09 | 10.55 | 21.29 | 0.00 | 5.79 | 0.55 | 0.00 | 5.38 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 07/09/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) |
-18.51%
Sep 2012 – Sep 2015 |
-9.33%
Sep 2012 – Sep 2017 |
0.83%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) |
35.97%
Mar 2020 – Mar 2023 |
23.54%
Mar 2020 – Mar 2025 |
12.95%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart