Credit Suisse Managed Futures Strategy Fund (CSAIX)
The fund seeks diverse exposure to significant price trends, both up and down, across asset classes, geographies and time horizons. It is actively managed by Credit Suisse based on Credit Suisse's view of the prevailing trends in the market.
Fund Info
| ISIN | US22540S7119 |
|---|---|
| CUSIP | 22540S711 |
| Issuer | Credit Suisse (New York, NY) |
| Inception Date | Sep 27, 2012 |
| Category | Systematic Trend |
| Min. Investment | $250,000 |
| Asset Class | Alternatives |
Expense Ratio
CSAIX has a high expense ratio of 1.30%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: CSAIX vs. QQQ, CSAIX vs. KMLM
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Credit Suisse Managed Futures 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.
Returns By Period
Credit Suisse Managed Futures Strategy Fund had a return of -6.14% year-to-date (YTD) and -4.10% in the last 12 months. Over the past 10 years, Credit Suisse Managed Futures Strategy Fund had an annualized return of -0.50%, while the S&P 500 had an annualized return of 11.39%, indicating that Credit Suisse Managed Futures Strategy Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -6.14% | 25.48% |
| 1 month | -0.23% | 2.14% |
| 6 months | -8.80% | 12.76% |
| 1 year | -4.10% | 33.14% |
| 5 years (annualized) | 0.57% | 13.96% |
| 10 years (annualized) | -0.50% | 11.39% |
Monthly Returns
The table below presents the monthly returns of CSAIX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.51% | 1.86% | 0.64% | 1.28% | 0.21% | -1.47% | -1.07% | -3.67% | 1.90% | -5.05% | -6.14% | ||
| 2023 | 0.00% | -1.11% | -3.15% | 0.84% | 1.46% | -0.51% | -2.37% | -1.48% | 1.40% | 0.85% | -3.78% | 1.73% | -6.15% |
| 2022 | 2.46% | 2.91% | 7.60% | 6.52% | -1.02% | 0.09% | -3.26% | 4.43% | 6.54% | -1.91% | -3.17% | -13.32% | 6.08% |
| 2021 | -0.30% | 6.82% | 1.05% | 3.58% | 1.91% | -2.50% | -0.64% | -0.92% | 1.58% | 1.28% | -3.89% | -0.33% | 7.46% |
| 2020 | -2.59% | -1.91% | 3.35% | -1.15% | -0.74% | -2.46% | 1.86% | 2.04% | -2.74% | 0.22% | 2.16% | 4.12% | 1.86% |
| 2019 | -4.28% | -1.22% | 2.57% | 0.40% | 0.70% | 0.89% | 1.47% | 3.68% | -4.39% | -2.93% | -0.50% | -0.51% | -4.38% |
| 2018 | 6.06% | -8.00% | -2.49% | -3.14% | -1.01% | 1.33% | -0.71% | 1.42% | -0.50% | -1.41% | -1.02% | 6.19% | -4.01% |
| 2017 | -2.94% | 0.76% | -1.88% | -1.25% | 0.10% | -1.74% | 2.56% | 2.40% | -2.72% | 1.25% | 0.86% | 1.32% | -1.47% |
| 2016 | 3.07% | 2.89% | -1.40% | 0.62% | -3.18% | 4.01% | -0.00% | -2.54% | 0.45% | -1.97% | 1.19% | -1.72% | 1.12% |
| 2015 | 8.13% | -1.39% | 4.14% | -3.98% | 0.83% | -4.44% | 2.67% | -1.76% | 2.30% | -3.92% | 1.99% | -4.07% | -0.35% |
| 2014 | -3.34% | -0.30% | -1.19% | 0.10% | 0.50% | 0.00% | 0.30% | 2.19% | 4.67% | 0.74% | 7.01% | -2.08% | 8.48% |
| 2013 | 2.42% | 0.10% | 1.77% | 1.94% | -0.57% | 1.34% | -1.23% | -0.57% | -0.10% | -0.48% | 2.90% | -1.78% | 5.76% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CSAIX is 1, indicating that it is in the bottom 1% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) 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 provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.05 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.05 | $0.05 | $0.45 | $0.86 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.52 | $0.04 |
Dividend yield | 0.55% | 0.52% | 4.51% | 8.84% | 0.00% | 1.75% | 0.00% | 0.00% | 0.00% | 4.83% | 0.34% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $0.05 | $0.05 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.86 |
| 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 | $0.17 | $0.17 |
| 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 | $0.52 | $0.52 |
| 2014 | $0.04 | $0.04 |
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. 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 28.97%, occurring on Oct 31, 2024. The portfolio has not yet recovered.
The current Credit Suisse Managed Futures Strategy Fund drawdown is 28.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.97% | Oct 17, 2022 | 514 | Oct 31, 2024 | — | — | — |
| -24.98% | Apr 14, 2015 | 1315 | Jul 1, 2020 | 423 | Mar 7, 2022 | 1738 |
| -9.94% | May 23, 2013 | 217 | Apr 2, 2014 | 150 | Nov 4, 2014 | 367 |
| -7.5% | Jun 16, 2022 | 38 | Aug 10, 2022 | 30 | Sep 22, 2022 | 68 |
| -6.88% | Dec 9, 2014 | 6 | Dec 16, 2014 | 19 | Jan 14, 2015 | 25 |
Volatility
Volatility Chart
The current Credit Suisse Managed Futures Strategy Fund volatility is 2.50%, 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.