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ISIN
US30254T4866
CUSIP
22540S778
Inception Date
Mar 29, 2012
Min. Investment
$100,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

CSQIX Performance Chart

Manteio Multialternative Strategy Fund I (CSQIX) is up 2.4% since the beginning of the year. CSQIX is currently trading at $8 per share. Investors who bought $1,000 worth of CSQIX shares 5 years ago would now be looking at an investment worth $1,154.


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S&P 500 Index

Returns By Period

Manteio Multialternative Strategy Fund I (CSQIX) has returned 2.35% so far this year and 2.02% over the past 12 months. Over the last ten years, CSQIX has returned 3.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Manteio Multialternative Strategy Fund I

1D
0.00%
1M
-1.78%
YTD
2.35%
6M
1.35%
1Y
2.02%
3Y*
3.74%
5Y*
2.91%
10Y*
3.35%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSQIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 30, 2012, CSQIX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2020 with a return of +6.2%, while the worst month was Mar 2026 at -4.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CSQIX closed higher 45% of trading days. The best single day was Dec 18, 2024 with a return of +12.8%, while the worst single day was Dec 19, 2024 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.25%5.80%-4.55%3.79%-0.94%-1.66%2.35%
20252.34%0.36%0.48%-1.43%-0.24%-0.00%-2.19%0.99%-0.12%-0.37%1.61%-0.46%0.90%
2024-0.88%0.89%2.31%-1.29%0.87%0.43%1.18%-2.65%-0.54%-0.66%1.65%-0.34%0.87%
2023-0.43%0.98%-3.78%-0.67%-1.70%1.27%1.48%0.78%0.67%1.55%1.96%-0.01%1.95%
2022-3.36%-0.00%0.46%1.61%0.91%1.24%-1.89%2.83%1.32%1.19%0.75%0.75%5.82%
20211.92%1.66%1.09%0.86%0.64%1.49%0.31%1.67%-1.44%-0.10%2.71%-0.95%10.23%

Benchmark Metrics

Manteio Multialternative Strategy Fund I has an annualized alpha of 1.63%, beta of 0.12, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since March 30, 2012.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (14.18%) than losses (11.44%) - typical of diversified or defensive assets.
  • Beta of 0.12 may look defensive, but with R2 of 0.08 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 0.08 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.

Alpha
1.63%
Beta
0.12
0.08
Upside Capture
14.18%
Downside Capture
11.44%

Expense Ratio

CSQIX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CSQIX ranks 5 for risk / return — in the bottom 5% 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.


CSQIX Risk / Return Rank: 55
Overall Rank
CSQIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CSQIX Sortino Ratio Rank: 44
Sortino Ratio Rank
CSQIX Omega Ratio Rank: 44
Omega Ratio Rank
CSQIX Calmar Ratio Rank: 66
Calmar Ratio Rank
CSQIX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Manteio Multialternative Strategy Fund I (CSQIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSQIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.48

2.78

-2.31

Martin ratioReturn relative to average drawdown

1.16

12.44

-11.28

Dividends

Dividend History

Manteio Multialternative Strategy Fund I provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.10 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$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.10$0.10$1.09$0.27$0.26$0.82$1.18$0.47$0.17$0.48$0.22$0.02

Dividend yield

1.25%1.28%13.42%2.95%2.80%9.19%13.34%4.97%1.84%4.76%2.11%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for Manteio Multialternative Strategy Fund I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.08$0.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Manteio Multialternative Strategy Fund I. 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 Manteio Multialternative Strategy Fund I was 13.33%, occurring on Dec 20, 2024. The portfolio has not yet recovered.

The current Manteio Multialternative Strategy Fund I drawdown is 9.26%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 correction2024
-13.33%Dec 2024
1d
1y 6moDec 2024 - now
Rate-hike selloffLate 2018
-8.02%Dec 2018
11mo 2d1y 3mo
2y 2moJan 2018 - Apr 2020
2023 pullback2023
-7.27%May 2023
2mo 13d6mo 6d
8mo 19dMar 2023 - Nov 2023
2016 pullback2016
-6.28%Feb 2016
9mo 18d1y 5d
1y 9moApr 2015 - Feb 2017
Bear market2022
-5.85%Mar 2022
5mo 15d5mo 26d
11mo 11dSep 2021 - Aug 2022

Drawdown Indicators


CSQIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.33%

-56.78%

+43.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-9.10%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.33%

-18.90%

+5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.33%

-25.43%

+12.10%

Max Drawdown (10Y)

Largest decline over 10 years

-13.33%

-33.92%

+20.59%

Current Drawdown

Current decline from peak

-9.26%

-1.80%

-7.46%

Average Drawdown

Average peak-to-trough decline

-2.80%

-10.71%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.03%

+0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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