Credit Suisse Commodity Return Strategy Fund (CRSOX)

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Credit Suisse Commodity Return Strategy Fund (CRSOX) is up 26.5% since the beginning of the year. CRSOX is currently trading at $30 per share. Investors who bought $1,000 worth of CRSOX shares 5 years ago would now be looking at an investment worth $1,741.

Credit Suisse Commodity Return Strategy Fund (CRSOX) has returned 26.52% so far this year and 38.86% over the past 12 months. Over the last ten years, CRSOX has returned 7.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Dec 31, 2004, CRSOX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 54% of months were positive and 46% were negative. The best month was May 2009 with a return of +12.8%, while the worst month was Oct 2008 at -21.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.

On a daily basis, CRSOX closed higher 49% of trading days. The best single day was Oct 29, 2008 with a return of +5.9%, while the worst single day was Oct 10, 2008 at -6.4%.

Credit Suisse Commodity Return Strategy Fund has an annualized alpha of -0.11%, beta of 0.26, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

• This fund participated in 56.05% of S&P 500 Index downside but only 33.54% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.26 may look defensive, but with R2 of 0.09 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

CRSOX has an expense ratio of 0.81%, placing it in the medium range.

CRSOX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and compare them to S&P 500 Index.

Credit Suisse Commodity Return Strategy Fund provided a 6.32% dividend yield over the last twelve months, with an annual payout of $1.93 per share. The fund has been increasing its distributions for 2 consecutive years.

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.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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 74.26%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Credit Suisse Commodity Return Strategy Fund drawdown is 28.72%.

The chart below shows the rolling one-month volatility.