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The fund pursues its investment objective by allocating assets among various commodity sectors (including agricultural, energy, livestock, softs (e.g., non-grain agricultural products such as coffee, sugar, cocoa, etc.) and precious and base metals). It also invests in fixed income securities and money market instruments. The fund will obtain exposure to commodity sectors by investing in commodity-linked derivatives, directly or through its investment in the Subsidiary. It is non-diversified.
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| Period | ARCNX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| YTD | 9.0% | -3.8% | 11.2% | 19.09% |
| 1 Yr | 2.4% | -40.7% | 8.1% | 3.67% |
| 3 Yr | -1.8%* | -10.9% | 0.9% | 30.85% |
| 5 Yr | -5.0%* | -22.9% | -3.5% | 13.92% |
| 10 Yr | N/A* | -15.4% | 17.9% | N/A |
* Annualized
| Period | ARCNX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| 2018 | -18.1% | -42.9% | -0.2% | 62.24% |
| 2017 | 10.2% | -13.1% | 10.5% | 3.19% |
| 2016 | 11.0% | 3.1% | 22.1% | 54.84% |
| 2015 | -19.7% | -64.9% | -7.2% | 24.10% |
| 2014 | -16.0% | -34.3% | 669.0% | 29.17% |
| Period | ARCNX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| YTD | 9.0% | -3.8% | 11.2% | 19.09% |
| 1 Yr | 2.4% | -40.7% | 8.1% | 3.67% |
| 3 Yr | -0.3%* | -10.9% | 3.8% | 36.17% |
| 5 Yr | -4.2%* | -20.2% | -3.5% | 7.59% |
| 10 Yr | N/A* | -12.0% | 21.2% | N/A |
* Annualized
| Period | ARCNX Return | Category Return Low | Category Return High | Rank in Category (%) |
|---|---|---|---|---|
| 2018 | -18.1% | -42.9% | -0.2% | 82.65% |
| 2017 | 10.2% | -8.3% | 10.9% | 7.45% |
| 2016 | 16.1% | 3.1% | 23.2% | 10.75% |
| 2015 | -19.7% | -62.9% | -7.2% | 24.10% |
| 2014 | -16.0% | -34.3% | 698.3% | 29.17% |
| ARCNX | Category Low | Category High | ARCNX % Rank | |
|---|---|---|---|---|
| Net Assets | 245 M | 1.2 M | 7.09 B | 68.47% |
| Number of Holdings | 18 | 2 | 958 | 69.37% |
| Net Assets in Top 10 | 202 M | -699 M | 2.94 B | 45.95% |
| Weighting of Top 10 | 80.91% | 8.5% | 165.3% | 33.33% |
| Weighting | Return Low | Return High | ARCNX % Rank | |
|---|---|---|---|---|
| Other | 62.97% | -11.24% | 106.81% | 9.01% |
| Bonds | 18.76% | 0.00% | 93.87% | 79.28% |
| Cash | 18.27% | -68.44% | 111.24% | 59.46% |
| Stocks | 0.00% | 0.00% | 48.65% | 51.35% |
| Preferred Stocks | 0.00% | 0.00% | 0.00% | 29.73% |
| Convertible Bonds | 0.00% | 0.00% | 1.64% | 53.15% |
| Weighting | Return Low | Return High | ARCNX % Rank | |
|---|---|---|---|---|
| Cash & Equivalents | 33.95% | -68.44% | 111.24% | 45.05% |
| Government | 3.08% | -13.32% | 84.60% | 75.68% |
| Derivative | 0.00% | -22.54% | 0.42% | 30.63% |
| Securitized | 0.00% | 0.00% | 41.62% | 54.05% |
| Corporate | 0.00% | 0.00% | 57.39% | 63.06% |
| Municipal | 0.00% | 0.00% | 0.46% | 36.04% |
| Weighting | Return Low | Return High | ARCNX % Rank | |
|---|---|---|---|---|
| US | 18.76% | 0.00% | 84.60% | 79.28% |
| Non US | 0.00% | -11.51% | 31.17% | 53.15% |
| ARCNX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Expense Ratio | 1.27% | 0.05% | 12.59% | 59.63% |
| Management Fee | 0.80% | 0.00% | 1.75% | 51.35% |
| 12b-1 Fee | 0.25% | 0.00% | 1.00% | 32.86% |
| Administrative Fee | N/A | 0.01% | 0.45% | N/A |
| ARCNX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Front Load | N/A | 0.00% | 5.75% | N/A |
| Deferred Load | N/A | 1.00% | 4.00% | N/A |
| ARCNX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
| ARCNX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
|---|---|---|---|---|
| Turnover | 0.00% | 0.00% | 5463.00% | 4.59% |
| ARCNX | Category Low | Category High | ARCNX % Rank | |
|---|---|---|---|---|
| Dividend Yield | 0.27% | 0.00% | 46.73% | 76.58% |
| ARCNX | Category Low | Category High | Category Mode | |
|---|---|---|---|---|
| Dividend Distribution Frequency | Annually | Annually | Monthly | Annually |
| Date | Amount |
|---|---|
| Dec 20, 2018 | $0.016 |
| Dec 21, 2017 | $0.001 |
| Dec 21, 2016 | $0.290 |
| ARCNX | Category Low | Category High | ARCNX % Rank | |
|---|---|---|---|---|
| Net Income Ratio | 0.45% | -1.16% | 2.35% | 67.89% |
| ARCNX | Category Low | Category High | Capital Mode | |
|---|---|---|---|---|
| Capital Gain Distribution Frequency | Annually | Annually | Annually |
Manager
Start Date
Tenure
Tenure Rank
Jul 09, 2012
7.15
7.2%
Brian is a portfolio manager for two of AQR’s macro strategies: managed futures and risk parity. He has more than 20 years of experience managing money for institutional investors in both traditional and alternative investment strategies, and has been at AQR since its founding. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures. Before AQR, Brian was an original member of the quantitative research group in the Asset Management division of Goldman, Sachs & Co. He began his career as a sell-side investment banking analyst at Donaldson, Lufkin & Jenrette. Brian earned a B.S. in economics from the Wharton School at the University of Pennsylvania.
Manager
Start Date
Tenure
Tenure Rank
Jul 09, 2012
7.15
7.2%
Yao Hua is a Principal in the Global Asset Allocation team, focusing on research and portfolio management of macro-related strategies that include commodities, risk parity and managed futures. His research has been published in the Journal of Financial Economics and the Journal of Investment Management, and he shared the 2013 Whitebox Prize for his work on time series momentum. Prior to AQR, he structured interest rate derivative products at UBS. Yao Hua is an alumnus of the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, where he earned a B.S. in economics from the Wharton School and a B.S. in engineering from the School of Engineering and Applied Science, majoring in finance and computer engineering and graduating summa cum laude in both.
Manager
Start Date
Tenure
Tenure Rank
Jul 09, 2012
7.15
7.2%
Ari is a portfolio manager for AQR’s commodities and managed futures strategies, leading research efforts in both areas. His research on trend following techniques has been published in the Financial Analysts Journal. Ari earned a B.S. in finance and a B.S.E. and M.S.E. in electrical engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania.
Tenure Analysis
Category Low
0.18
Category High
14.28
Category Average
5.97
Category Mode
8.76
MUTUAL FUND EDUCATION
MUTUAL FUND EDUCATION
