AQR Risk-Balanced Commodities Strategy Fund (ARCIX)
| Fund Assets | 1.01B |
| Expense Ratio | 1.03% |
| Min. Investment | $5,000,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.18 |
| Dividend Yield | 1.83% |
| Dividend Growth | -70.67% |
| Payout Frequency | Annual |
| Ex-Dividend Date | Dec 17, 2024 |
| Previous Close | 10.06 |
| YTD Return | 14.56% |
| 1-Year Return | 12.77% |
| 5-Year Return | 142.06% |
| 52-Week Low | 8.45 |
| 52-Week High | 10.06 |
| Beta (5Y) | 0.33 |
| Holdings | 453 |
| Inception Date | Jul 9, 2012 |
About ARCIX
AQR Risk-Balanced Commodities Strategy Fund Class I is an open-end mutual fund designed to provide diversified exposure to commodity markets by primarily investing in commodity futures contracts. Its core objective is to seek a total return while carefully balancing risk across major commodity sectors such as energy, agriculture, precious and base metals, softs, and livestock. The fund is notable for employing AQR’s proprietary risk management and allocation techniques, aiming to distribute risk more evenly over time and across sectors than traditional commodity strategies. This dynamic approach includes the tactical adjustment of exposures to various commodities based on quantitative models assessing market attractiveness. Through its diversified and risk-managed structure, the fund plays a significant role as a portfolio diversifier, often sought by investors looking to hedge against inflation and to reduce correlation with traditional asset classes like equities and bonds. Recognized for its disciplined investment process and robust analytical methods, the fund has received industry awards and maintains a focus on long-term risk-adjusted returns. Its institutional share class underscores its suitability for sophisticated investors or large-scale portfolios seeking strategic commodities exposure within a managed risk framework.
Performance
ARCIX had a total return of 12.77% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.36%.
Top 10 Holdings
87.76% of assets| Name | Symbol | Weight |
|---|---|---|
| Limited Purpose Cash Investment Fund | n/a | 50.08% |
| United States of America - U.S. Treasury Bills | B.0 10.16.25 | 5.93% |
| United States of America - U.S. Treasury Bills | B.0 12.26.25 | 5.72% |
| United States of America - U.S. Treasury Bills | B.0 09.25.25 | 5.01% |
| United States of America - U.S. Treasury Bills | B.0 10.23.25 | 4.78% |
| United States of America - U.S. Treasury Bills | B.0 09.11.25 | 4.39% |
| United States of America - U.S. Treasury Bills | B.0 09.04.25 | 3.47% |
| United States of America - U.S. Treasury Bills | B.0 10.30.25 | 3.40% |
| United States of America - U.S. Treasury Bills | B.0 12.04.25 | 3.03% |
| United States of America - U.S. Treasury Bills | B.0 10.02.25 | 1.95% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 17, 2024 | $0.18411 | Dec 18, 2024 |
| Dec 18, 2023 | $0.62774 | Dec 19, 2023 |
| Dec 19, 2022 | $0.8506 | Dec 20, 2022 |
| Dec 23, 2021 | $1.4731 | Dec 27, 2021 |
| Dec 22, 2020 | $0.0063 | Dec 23, 2020 |
| Dec 23, 2019 | $0.32873 | Dec 24, 2019 |