Credit Suisse Managed Futures Strategy Fund (CSAIX)

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Credit Suisse Managed Futures Strategy Fund (CSAIX) is up 4.6% since the beginning of the year. CSAIX is currently trading at $8 per share. Investors who bought $1,000 worth of CSAIX shares 5 years ago would now be looking at an investment worth $1,050.

Credit Suisse Managed Futures Strategy Fund (CSAIX) has returned 4.55% so far this year and 13.68% over the past 12 months. Over the last ten years, CSAIX has returned 0.46% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 12, 2011, CSAIX's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2015 with a return of +8.1%, while the worst month was Apr 2025 at -11.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CSAIX closed higher 48% of trading days. The best single day was Mar 9, 2020 with a return of +5.1%, while the worst single day was Jan 30, 2026 at -5.1%.

Credit Suisse Managed Futures Strategy Fund has an annualized alpha of 2.57%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 12, 2011.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.30%) than losses (6.18%) - typical of diversified or defensive assets.
• Beta of 0.03 may look defensive, but with R2 of 0.00 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 0.00 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.

CSAIX has a high expense ratio of 1.30%, indicating above-average management fees.

CSAIX ranks 20 for risk / return — in the bottom 20% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Credit Suisse Managed Futures Strategy Fund provided a 2.86% dividend yield over the last twelve months, with an annual payout of $0.23 per share.

The table displays the monthly dividend distributions for Credit Suisse Managed Futures 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 Managed Futures 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 Managed Futures Strategy Fund was 28.79%, occurring on May 12, 2025. The portfolio has not yet recovered.

The current Credit Suisse Managed Futures Strategy Fund drawdown is 18.94%.

The chart below shows the rolling one-month volatility.