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Credit Suisse Commodity Return Strategy Fund (CRSO...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US22544R3057

CUSIP

22544R305

Inception Date

Dec 29, 2004

Category

Commodities

Min. Investment

$250,000

Asset Class

Commodity

Expense Ratio

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


Share Price Chart


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Compare to other instruments

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CRSOX vs. AQMIX
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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.


0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
1.01%
377.15%
CRSOX (Credit Suisse Commodity Return Strategy Fund)
Benchmark (^GSPC)

Returns By Period

Credit Suisse Commodity Return Strategy Fund (CRSOX) returned 5.88% year-to-date (YTD) and 4.94% over the past 12 months. Over the past 10 years, CRSOX returned 2.05% annually, underperforming the S&P 500 benchmark at 10.45%.


CRSOX

YTD

5.88%

1M

3.54%

6M

7.08%

1Y

4.94%

5Y*

13.82%

10Y*

2.05%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of CRSOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.17%0.89%3.97%-4.94%1.93%5.88%
20240.50%-1.53%3.59%2.57%1.82%-1.70%-3.91%-0.14%4.86%-1.95%0.40%0.91%5.21%
2023-0.68%-4.68%-0.20%-0.85%-5.91%3.51%6.13%-0.92%-1.39%0.48%-1.76%-2.42%-8.88%
20228.58%6.00%9.09%3.72%1.62%-10.50%4.51%-0.00%-7.78%1.46%2.93%-2.38%16.39%
20212.18%6.41%-1.81%7.98%3.03%2.21%1.98%-0.18%4.24%2.51%-6.28%4.22%28.99%
2020-7.11%-5.10%-11.59%-0.83%3.91%2.42%6.04%6.44%-2.56%0.72%3.55%4.81%-1.13%
20195.47%1.08%-0.28%-0.65%-3.46%2.76%-0.88%-2.43%1.06%2.02%-2.42%4.97%7.01%
20181.79%-1.76%-0.60%2.40%1.76%-3.81%-2.01%-1.84%1.71%-2.26%-1.05%-6.29%-11.65%
20170.39%0.39%-2.54%-1.41%-1.63%-0.21%2.28%0.41%-0.20%2.02%-0.40%2.76%1.75%
2016-1.33%-1.57%3.65%8.15%-0.20%4.49%-4.88%-1.85%3.35%-0.61%1.22%2.01%12.42%
2015-3.49%2.59%-5.04%5.31%-2.86%1.73%-10.54%-0.95%-3.45%-0.20%-7.17%-3.22%-24.96%
2014-0.69%6.27%0.52%2.48%-2.80%0.79%-4.55%-1.09%-6.19%-0.88%-3.99%-7.40%-16.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CRSOX is 41, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CRSOX is 4141
Overall Rank
The Sharpe Ratio Rank of CRSOX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSOX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CRSOX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CRSOX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CRSOX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Credit Suisse Commodity Return Strategy Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.38
  • 5-Year: 0.90
  • 10-Year: 0.14
  • All Time: 0.00

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Credit Suisse Commodity Return Strategy Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.38
0.44
CRSOX (Credit Suisse Commodity Return Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Credit Suisse Commodity Return Strategy Fund provided a 3.04% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$2.00$4.00$6.00$8.00$10.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.72$0.77$0.75$4.15$10.01$0.04$0.34$0.29$0.83

Dividend yield

3.04%3.39%3.38%16.50%39.76%0.13%1.23%1.12%2.75%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.16$0.00$0.00$0.16
2024$0.00$0.00$0.21$0.00$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.14$0.77
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$0.75
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$4.15
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$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$0.04
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$0.34
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$0.29
2017$0.83$0.83

Drawdowns

Drawdowns Chart

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-45.07%
-7.88%
CRSOX (Credit Suisse Commodity Return Strategy Fund)
Benchmark (^GSPC)

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 90.00%, occurring on Jul 3, 2012. The portfolio has not yet recovered.

The current Credit Suisse Commodity Return Strategy Fund drawdown is 45.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90%Jul 7, 20081008Jul 3, 2012
-15.17%May 12, 200699Oct 3, 2006241Sep 20, 2007340
-11.35%Mar 17, 200545May 19, 200558Aug 11, 2005103
-10.96%Dec 14, 200557Mar 8, 200628Apr 18, 200685
-10.41%Mar 14, 20085Mar 20, 200843May 21, 200848

Volatility

Volatility Chart

The current Credit Suisse Commodity Return Strategy Fund volatility is 3.58%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.58%
6.82%
CRSOX (Credit Suisse Commodity Return Strategy Fund)
Benchmark (^GSPC)