ARCNX — AQR Risk-Balanced Commodities Strategy Fund
Data updated: 2026-05-22
ARCNX — AQR Risk-Balanced Commodities Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $1.65B AUM · 1.33% expense ratio · 31.0% 1-yr return. From SEC regulatory filings.
ARCNX Fund Overview
ARCNX — AQR Risk-Balanced Commodities Strategy Fund is a US mutual fund managed by AQR Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AQR Funds
- Category: Commodity
- Assets under management: $1.65B
- 1-year return: 31.0%
- Ticker: ARCNX
- SEC CIK: 0001444822
- SEC series ID: S000037432
- Share class ID: C000115559
ARCNX Holdings
Top 10 holdings of AQR Risk-Balanced Commodities Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 50.92% |
| United States of America | 5.86% |
| United States of America | 3.83% |
| United States of America | 3.63% |
| United States of America | 3.05% |
| United States of America | 2.83% |
| United States of America | 2.23% |
| United States of America | 2.19% |
| United States of America | 2.10% |
| United States of America | 2.06% |
ARCNX Portfolio Allocation
Asset-class allocation of AQR Risk-Balanced Commodities Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 94.4% |
| Derivatives | 1.9% |
ARCNX Performance
Total returns for ARCNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 17.6% |
| 1 year | 31.0% |
| 3 years (annualised) | 14.3% |
| 5 years (annualised) | 18.5% |
ARCNX Risk Information
Risk metrics for ARCNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.5%
ARCNX Costs and Fees
ARCNX costs about $133 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.33%
- Gross expense ratio: 1.34%
- Portfolio turnover: 0%
- Brokerage commissions: 12.31 bps of average net assets (SEC N-CEN)
ARCNX Cashflows
Over the 12 months to 2026-03, AQR Risk-Balanced Commodities Strategy Fund had net inflows of $718.84M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $70.19M |
| 2026-02 | $85.57M |
| 2026-01 | $115.75M |
| 2025-12 | $119.45M |
| 2025-11 | $7.77M |
| 2025-10 | $72.39M |
ARCNX Debt Constituents
No individual debt constituents are reported in AQR Risk-Balanced Commodities Strategy Fund's latest SEC N-PORT filing.
ARCNX Prospectus and SEC Filings
Official AQR Risk-Balanced Commodities Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.