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Credit Suisse Multialternative Strategy Fund Class...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US22540S7945

CUSIP

22540S794

Issuer

Credit Suisse Group AG

Inception Date

Mar 30, 2012

Min. Investment

$2,500

Index Tracked

Credit Suisse Liquid Alternative Beta Index

Asset Class

Alternatives

Expense Ratio

CSQAX has a high expense ratio of 1.74%, indicating higher-than-average management fees.


Expense ratio chart for CSQAX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CSQAX vs. RCTIX CSQAX vs. QUAL CSQAX vs. PFFA
Popular comparisons:
CSQAX vs. RCTIX CSQAX vs. QUAL CSQAX vs. PFFA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Credit Suisse Multialternative Strategy Fund Class A Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
15.45%
316.92%
CSQAX (Credit Suisse Multialternative Strategy Fund Class A Shares)
Benchmark (^GSPC)

Returns By Period

Credit Suisse Multialternative Strategy Fund Class A Shares had a return of -5.46% year-to-date (YTD) and -6.50% in the last 12 months. Over the past 10 years, Credit Suisse Multialternative Strategy Fund Class A Shares had an annualized return of 1.07%, while the S&P 500 had an annualized return of 11.01%, indicating that Credit Suisse Multialternative Strategy Fund Class A Shares did not perform as well as the benchmark.


CSQAX

YTD

-5.46%

1M

-5.67%

6M

-6.61%

1Y

-6.50%

5Y*

2.85%

10Y*

1.07%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of CSQAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.89%0.90%2.23%-1.31%0.88%0.33%1.09%-2.59%-0.55%-0.67%1.57%-5.46%
2023-0.44%1.00%-3.84%-0.68%-1.72%1.29%1.39%0.68%0.79%1.46%1.99%-1.42%0.32%
2022-3.29%-0.12%0.47%1.64%0.80%1.14%-1.81%2.87%1.23%1.21%0.66%-0.50%4.24%
20211.94%1.57%1.10%0.87%0.65%1.40%0.32%1.59%-1.35%-0.21%2.75%-1.01%9.98%
2020-1.18%-1.85%6.20%2.50%-0.81%-0.51%1.34%-0.91%-2.15%-1.57%2.88%2.36%6.09%
20192.21%1.34%0.91%0.81%-2.20%2.25%-0.30%-0.50%-1.81%-0.10%-0.31%0.65%2.88%
20182.28%-2.71%-0.60%0.00%0.00%0.20%0.40%-0.70%0.70%-0.89%-2.41%-2.37%-6.04%
2017-0.10%1.17%-0.02%-0.00%-0.29%-0.19%1.37%-0.19%0.58%0.58%0.67%-4.17%-0.71%
2016-0.89%0.20%0.60%0.00%0.20%0.99%0.98%0.10%0.29%-0.19%0.48%-1.24%1.50%
2015-0.20%2.45%0.29%-0.38%0.86%-2.09%1.36%-2.40%-1.37%2.29%-0.29%-1.66%-1.27%
2014-0.88%1.18%0.19%0.00%0.68%0.48%-1.44%1.66%-0.96%0.48%1.25%-1.30%1.31%
20131.00%-0.30%1.09%1.08%-0.20%-1.07%1.58%-1.07%1.37%1.36%0.57%-2.85%2.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSQAX 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.


The Risk-Adjusted Performance Rank of CSQAX is 00
Overall Rank
The Sharpe Ratio Rank of CSQAX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CSQAX is 11
Sortino Ratio Rank
The Omega Ratio Rank of CSQAX is 00
Omega Ratio Rank
The Calmar Ratio Rank of CSQAX is 00
Calmar Ratio Rank
The Martin Ratio Rank of CSQAX is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CSQAX, currently valued at -0.75, compared to the broader market-1.000.001.002.003.004.00-0.751.90
The chart of Sortino ratio for CSQAX, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.792.54
The chart of Omega ratio for CSQAX, currently valued at 0.82, compared to the broader market0.501.001.502.002.503.003.500.821.35
The chart of Calmar ratio for CSQAX, currently valued at -0.77, compared to the broader market0.005.0010.0015.00-0.772.81
The chart of Martin ratio for CSQAX, currently valued at -2.96, compared to the broader market0.0020.0040.0060.00-2.9612.39
CSQAX
^GSPC

The current Credit Suisse Multialternative Strategy Fund Class A Shares Sharpe ratio is -0.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Credit Suisse Multialternative Strategy Fund Class A Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
1.90
CSQAX (Credit Suisse Multialternative Strategy Fund Class A Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Credit Suisse Multialternative Strategy Fund Class A Shares provided a 1.42% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.12$0.12$0.12$0.80$1.16$0.44$0.00$0.05$0.01$0.00$0.15

Dividend yield

1.42%1.34%1.37%9.06%13.23%4.76%0.00%0.48%0.11%0.00%1.51%

Monthly Dividends

The table displays the monthly dividend distributions for Credit Suisse Multialternative Strategy Fund Class A Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$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$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
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$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2015$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
2014$0.15$0.15

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-3.58%
CSQAX (Credit Suisse Multialternative Strategy Fund Class A Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Credit Suisse Multialternative Strategy Fund Class A Shares. 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 Multialternative Strategy Fund Class A Shares was 11.65%, occurring on Dec 27, 2018. Recovery took 514 trading sessions.

The current Credit Suisse Multialternative Strategy Fund Class A Shares drawdown is 8.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.65%Dec 13, 2017261Dec 27, 2018514Jan 12, 2021775
-8.42%Jul 11, 2024113Dec 18, 2024
-7.28%Mar 7, 202354May 22, 2023127Nov 21, 2023181
-6.63%Apr 27, 2015200Feb 9, 2016451Nov 21, 2017651
-5.98%Sep 17, 2021114Mar 1, 2022127Aug 31, 2022241

Volatility

Volatility Chart

The current Credit Suisse Multialternative Strategy Fund Class A Shares volatility is 7.28%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
3.64%
CSQAX (Credit Suisse Multialternative Strategy Fund Class A Shares)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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