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 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 Managed Futures Strategy Fund Class A, 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 Managed Futures Strategy Fund Class A had a return of 2.37% year-to-date (YTD) and -3.16% in the last 12 months. Over the past 10 years, Credit Suisse Managed Futures Strategy Fund Class A had an annualized return of -1.21%, while the S&P 500 had an annualized return of 11.26%, indicating that Credit Suisse Managed Futures Strategy Fund Class A did not perform as well as the benchmark.
CSAAX
2.37%
0.12%
-0.08%
-3.16%
1.06%
-1.21%
^GSPC (Benchmark)
3.96%
1.97%
9.03%
22.16%
12.60%
11.26%
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% | 2.37% | |||||||||||
| 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% | -3.00% | 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% | -13.52% | 5.58% |
| 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% | -1.16% | -0.75% | -2.59% | 1.99% | 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% | 3.73% | -4.44% | -2.87% | -0.61% | -0.47% | -4.57% |
| 2018 | 5.92% | -7.98% | -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% | 0.53% | -3.11% | 3.94% | -0.09% | -2.56% | 0.54% | -2.07% | 1.20% | -1.82% | 0.84% |
| 2015 | 8.15% | -1.39% | 3.99% | -3.91% | 0.75% | -4.37% | 2.59% | -1.77% | 2.31% | -4.02% | 2.01% | -4.17% | -0.69% |
| 2014 | -3.35% | -0.40% | -1.19% | 0.10% | 0.40% | 0.10% | 0.20% | 2.20% | 4.59% | 0.84% | 6.94% | -2.16% | 8.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CSAAX is 2, meaning it’s performing worse than 98% 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.
Dividends
Dividend History
Credit Suisse Managed Futures Strategy Fund Class A provided a 1.71% dividend yield over the last twelve months, with an annual payout of $0.15 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.15 | $0.15 | $0.03 | $0.42 | $0.83 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.49 | $0.01 |
Dividend yield | 1.71% | 1.75% | 0.27% | 4.29% | 8.69% | 0.00% | 1.50% | 0.00% | 0.00% | 0.00% | 4.59% | 0.09% |
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 | $0.00 | ||||||||||
| 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 | $0.42 | $0.42 |
| 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 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2014 | $0.01 | $0.01 |
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.
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 30.67%, occurring on Nov 29, 2024. The portfolio has not yet recovered.
The current Credit Suisse Managed Futures Strategy Fund Class A drawdown is 26.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.67% | Oct 17, 2022 | 534 | Nov 29, 2024 | — | — | — |
| -26.01% | Apr 14, 2015 | 1302 | Jun 12, 2020 | 460 | Apr 8, 2022 | 1762 |
| -10.3% | May 23, 2013 | 217 | Apr 2, 2014 | 151 | Nov 5, 2014 | 368 |
| -7.53% | Jun 16, 2022 | 38 | Aug 10, 2022 | 30 | Sep 22, 2022 | 68 |
| -6.91% | Dec 9, 2014 | 6 | Dec 16, 2014 | 19 | Jan 14, 2015 | 25 |
Volatility
Volatility Chart
The current Credit Suisse Managed Futures Strategy Fund Class A volatility is 3.05%, 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.