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Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) Sharpe Ratio: 1.44

Mutual Fund · Currency in USD · Last updated Jun 26, 2026

The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total Return (the "BCOM Index"). The advisor intends to invest its assets in a combination of commodity-linked derivative instruments and fixed income securities. It gains exposure to commodities markets by investing through the Subsidiary and in structured notes linked to the BCOM Index, other commodity indices, or the value of a particular commodity or commodity futures contract or subset of commodities or commodity futures contracts.

CCRSX's Sharpe Ratio of 1.44 indicates that for each unit of volatility, it generates 1.44 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CCRSX Sharpe Ratio Rank

CCRSX Sharpe Ratio Rank: 35.736
Below Average

CCRSX ranks above 35.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CCRSX Sharpe Ratio Market Positioning

The chart shows CCRSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.15 or lower
  • Yellow zone (middle 50%): 1.15 to 2.06
  • Green zone (top 25%): 2.06 or higher
  • Top 1%: 3.99+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Credit Suisse Trust Commodity Return Strategy Portfolio's Sharpe Ratio with other mutual funds in the Commodities category across multiple time periods, showing how CCRSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JCRAXALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund2.00
EIPCXParametric Commodity Strategy Fund Class I1.98
EAPCXParametric Commodity Strategy Fund Class A1.96
FIQRXFidelity Advisor Global Commodity Stock Fund Class Z1.93
FFGCXFidelity Global Commodity Stock Fund1.92
FFGIXFidelity Advisor Global Commodity Stock Fund Class I1.92
FFGAXFidelity Advisor Global Commodity Stock Fund Class A1.90
FFGTXFidelity Advisor Global Commodity Stock Fund Class M1.88
FCGCXFidelity Advisor Global Commodity Stock Fund Class C1.84
BCSKXBlackRock Commodity Strategies Fund Class K1.79
CCRSXCredit Suisse Trust Commodity Return Strategy Portfolio1.44

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CCRSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CCRSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CCRSX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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