Credit Suisse Managed Futures Strategy Fund Class A (CSAAX)
The objective of the Credit Suisse Managed Futures Strategy Fund (CSAAX) is to replicate the performance of the Credit Suisse Managed Futures Liquid Index. This index employs a quantitative approach to invest in a range of futures and commodity index products with high liquidity, in order to achieve a broad exposure to a managed futures strategy.
Fund Info
US22540S7374
22540S737
Sep 28, 2012
$2,500
Credit Suisse Managed Futures Liquid Index
Expense Ratio
CSAAX has a high expense ratio of 1.55%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Credit Suisse Managed Futures Strategy Fund Class A (CSAAX) returned -11.57% year-to-date (YTD) and -19.44% over the past 12 months. Over the past 10 years, CSAAX returned -0.89% annually, underperforming the S&P 500 benchmark at 10.84%.
CSAAX
-11.57%
-0.80%
-9.36%
-19.44%
-7.50%
1.21%
-0.89%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of CSAAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.01% | -0.81% | -0.02% | -11.88% | -0.80% | -11.57% | |||||||
| 2024 | -1.64% | 1.89% | 0.66% | 1.19% | 0.11% | -1.39% | -1.09% | -3.63% | 1.82% | -5.04% | -1.77% | 3.24% | -5.81% |
| 2023 | -0.00% | -1.23% | -3.01% | 0.75% | 1.48% | -0.52% | -2.42% | -1.51% | 1.31% | 0.86% | -3.74% | 1.72% | -6.29% |
| 2022 | 2.40% | 2.95% | 7.61% | 6.43% | -1.04% | -0.00% | -3.23% | 4.41% | 6.47% | -1.86% | -3.22% | -0.94% | 20.94% |
| 2021 | -0.31% | 6.71% | 1.06% | 3.64% | 1.85% | -2.54% | -0.65% | -1.03% | 1.61% | 1.30% | -3.86% | -0.40% | 7.18% |
| 2020 | -2.61% | -2.04% | 3.40% | -1.17% | -0.75% | -2.59% | 2.00% | 1.96% | -2.77% | 0.22% | 2.08% | 4.18% | 1.57% |
| 2019 | -4.32% | -1.13% | 2.39% | 0.51% | 0.61% | 0.90% | 1.39% | 3.72% | -4.44% | -2.87% | -0.61% | -0.47% | -4.58% |
| 2018 | 5.92% | -7.99% | -2.60% | -3.07% | -1.02% | 1.34% | -0.71% | 1.33% | -0.51% | -1.42% | -1.03% | 6.15% | -4.32% |
| 2017 | -2.87% | 0.76% | -1.89% | -1.35% | 0.10% | -1.76% | 2.58% | 2.32% | -2.65% | 1.17% | 0.77% | 1.43% | -1.57% |
| 2016 | 3.08% | 2.90% | -1.41% | 0.54% | -3.11% | 3.94% | -0.09% | -2.56% | 0.54% | -2.07% | 1.20% | 0.78% | 3.50% |
| 2015 | 8.15% | -1.39% | 3.99% | -3.91% | 0.75% | -4.37% | 2.59% | -1.77% | 2.31% | -4.02% | 2.00% | -0.61% | 3.00% |
| 2014 | -3.35% | -0.40% | -1.19% | 0.10% | 0.40% | 0.10% | 0.20% | 2.20% | 4.59% | 0.84% | 6.95% | 3.50% | 14.40% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CSAAX is 0, meaning it’s performing worse than 100% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund Class A (CSAAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Credit Suisse Managed Futures Strategy Fund Class A provided a 2.65% dividend yield over the last twelve months, with an annual payout of $0.20 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.20 | $0.15 | $0.03 | $1.84 | $0.83 | $0.00 | $0.14 | $0.00 | $0.00 | $0.29 | $0.91 | $0.65 |
Dividend yield | 2.65% | 1.75% | 0.27% | 18.83% | 8.69% | 0.00% | 1.50% | 0.00% | 0.00% | 2.65% | 8.46% | 5.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Credit Suisse Managed Futures Strategy Fund Class A. 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.84 | $1.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.83 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2014 | $0.65 | $0.65 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Credit Suisse Managed Futures Strategy Fund Class A. 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 Managed Futures Strategy Fund Class A was 28.77%, occurring on May 12, 2025. The portfolio has not yet recovered.
The current Credit Suisse Managed Futures Strategy Fund Class A drawdown is 27.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.77% | Oct 17, 2022 | 644 | May 12, 2025 | — | — | — |
| -21.24% | Apr 14, 2015 | 1302 | Jun 12, 2020 | 435 | Mar 4, 2022 | 1737 |
| -9.02% | May 23, 2013 | 16 | Jun 14, 2013 | 324 | Sep 26, 2014 | 340 |
| -7.53% | Jun 16, 2022 | 38 | Aug 10, 2022 | 30 | Sep 22, 2022 | 68 |
| -4.81% | Sep 28, 2022 | 5 | Oct 4, 2022 | 6 | Oct 12, 2022 | 11 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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