Credit Suisse Commodity Return Strategy Fund (CRSOX)
The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total Return. The advisor intends to invest its assets in a combination of commodity linked-derivative instruments and fixed income securities. It invests in a portfolio of fixed income securities normally having an average duration of one year or less, and emphasizes investment-grade fixed income securities. The fund may invest up to 25% of its total assets in the Credit Suisse Cayman Commodity Fund I, Ltd., a wholly-owned subsidiary of it organized under the laws of the Cayman Islands. It is non-diversified.
Fund Info
| ISIN | US22544R3057 |
|---|---|
| CUSIP | 22544R305 |
| Issuer | Credit Suisse (New York, NY) |
| Inception Date | Dec 29, 2004 |
| Category | Commodities |
| Min. Investment | $250,000 |
| Asset Class | Commodity |
Expense Ratio
CRSOX has a high expense ratio of 0.81%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Credit Suisse Commodity Return Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Credit Suisse Commodity Return Strategy Fund had a return of 5.15% year-to-date (YTD) and 2.94% in the last 12 months. Over the past 10 years, Credit Suisse Commodity Return Strategy Fund had an annualized return of -1.17%, while the S&P 500 had an annualized return of 10.37%, indicating that Credit Suisse Commodity Return Strategy Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.15% | 5.57% |
| 1 month | 2.57% | -4.16% |
| 6 months | 0.81% | 20.07% |
| 1 year | 2.94% | 20.82% |
| 5 years (annualized) | 7.83% | 11.56% |
| 10 years (annualized) | -1.17% | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.50% | -1.53% | 3.59% | |||||||||
| 2023 | 0.48% | -1.76% | -2.42% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CRSOX is 11, indicating that it is in the bottom 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Credit Suisse Commodity Return Strategy Fund(CRSOX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Credit Suisse Commodity Return Strategy Fund granted a 3.18% dividend yield in the last twelve months. The annual payout for that period amounted to $0.74 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.75 | $4.15 | $10.01 | $0.04 | $0.34 | $0.29 | $0.83 |
Dividend yield | 3.18% | 3.38% | 16.50% | 39.76% | 0.14% | 1.20% | 1.12% | 2.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Credit Suisse Commodity Return Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.21 | |||||||||
| 2023 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.16 | $0.00 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $1.62 | $0.00 | $0.00 | $0.14 | $0.00 | $2.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.01 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.06 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 |
| 2017 | $0.83 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Credit Suisse Commodity Return Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Credit Suisse Commodity Return Strategy Fund was 90.03%, occurring on Jul 3, 2012. The portfolio has not yet recovered.
The current Credit Suisse Commodity Return Strategy Fund drawdown is 48.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.03% | Jul 7, 2008 | 1008 | Jul 3, 2012 | — | — | — |
| -15.22% | May 12, 2006 | 99 | Oct 3, 2006 | 241 | Sep 20, 2007 | 340 |
| -11.36% | Mar 17, 2005 | 45 | May 19, 2005 | 58 | Aug 11, 2005 | 103 |
| -10.98% | Dec 14, 2005 | 57 | Mar 8, 2006 | 28 | Apr 18, 2006 | 85 |
| -10.41% | Mar 14, 2008 | 5 | Mar 20, 2008 | 43 | May 21, 2008 | 48 |
Volatility
Volatility Chart
The current Credit Suisse Commodity Return Strategy Fund volatility is 2.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.