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
| ISIN | US22540S7374 |
|---|---|
| CUSIP | 22540S737 |
| Issuer | Blackrock |
| Inception Date | Sep 28, 2012 |
| Category | Systematic Trend |
| Min. Investment | $2,500 |
| Index Tracked | Credit Suisse Managed Futures Liquid Index |
| Asset Class | Alternatives |
Expense Ratio
The Credit Suisse Managed Futures Strategy Fund Class A 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 1.86% year-to-date (YTD) and -1.00% in the last 12 months. Over the past 10 years, Credit Suisse Managed Futures Strategy Fund Class A had an annualized return of 3.82%, while the S&P 500 had an annualized return of 10.42%, indicating that Credit Suisse Managed Futures Strategy Fund Class A did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.86% | 5.05% |
| 1 month | 1.42% | -4.27% |
| 6 months | 1.03% | 18.82% |
| 1 year | -1.00% | 21.22% |
| 5 years (annualized) | 4.14% | 11.38% |
| 10 years (annualized) | 3.82% | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.64% | 1.89% | 0.66% | |||||||||
| 2023 | 1.31% | 0.86% | -3.74% | 1.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Credit Suisse Managed Futures Strategy Fund Class A(CSAAX)
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 granted a 0.27% dividend yield in the last twelve months. The annual payout for that period amounted to $0.02 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.02 | $0.02 | $1.84 | $0.83 | $0.00 | $0.14 | $0.00 | $0.00 | $0.29 | $0.91 | $0.64 | $0.29 |
Dividend yield | 0.27% | 0.27% | 18.83% | 8.69% | 0.00% | 1.51% | 0.00% | 0.00% | 2.66% | 8.46% | 5.71% | 2.79% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 |
| 2013 | $0.29 |
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 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 21.24%, occurring on Jul 1, 2020. Recovery took 422 trading sessions.
The current Credit Suisse Managed Futures Strategy Fund Class A drawdown is 11.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.24% | Apr 14, 2015 | 1315 | Jul 1, 2020 | 422 | Mar 4, 2022 | 1737 |
| -15.49% | Oct 17, 2022 | 277 | Nov 21, 2023 | — | — | — |
| -9.03% | 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 |
| -4.82% | Sep 28, 2022 | 5 | Oct 4, 2022 | 6 | Oct 12, 2022 | 11 |
Volatility
Volatility Chart
The current Credit Suisse Managed Futures Strategy Fund Class A volatility is 1.67%, 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.