ABYAX vs. CSAIX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class A (ABYAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX).
ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014. CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012.
Performance
ABYAX vs. CSAIX - Performance Comparison
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ABYAX vs. CSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.62% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
Returns By Period
In the year-to-date period, ABYAX achieves a 4.46% return, which is significantly higher than CSAIX's 2.62% return. Over the past 10 years, ABYAX has outperformed CSAIX with an annualized return of 2.58%, while CSAIX has yielded a comparatively lower 0.15% annualized return.
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
CSAIX
- 1D
- -0.62%
- 1M
- -3.19%
- YTD
- 2.62%
- 6M
- 6.68%
- 1Y
- -4.04%
- 3Y*
- -3.66%
- 5Y*
- 0.73%
- 10Y*
- 0.15%
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ABYAX vs. CSAIX - Expense Ratio Comparison
ABYAX has a 2.04% expense ratio, which is higher than CSAIX's 1.30% expense ratio.
Return for Risk
ABYAX vs. CSAIX — Risk / Return Rank
ABYAX
CSAIX
ABYAX vs. CSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class A (ABYAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABYAX | CSAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | -0.38 | +1.40 |
Sortino ratioReturn per unit of downside risk | 1.45 | -0.39 | +1.85 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.94 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.32 | +1.86 |
Martin ratioReturn relative to average drawdown | 3.04 | -0.45 | +3.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABYAX | CSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.38 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.07 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.01 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.23 | +0.22 |
Correlation
The correlation between ABYAX and CSAIX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ABYAX vs. CSAIX - Dividend Comparison
ABYAX's dividend yield for the trailing twelve months is around 1.22%, less than CSAIX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.91% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
Drawdowns
ABYAX vs. CSAIX - Drawdown Comparison
The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for ABYAX and CSAIX.
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Drawdown Indicators
| ABYAX | CSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -28.79% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.30% | -13.92% | +9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -28.79% | +13.56% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -28.79% | +13.56% |
Current DrawdownCurrent decline from peak | -3.92% | -20.43% | +16.51% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -9.43% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 10.41% | -7.92% |
Volatility
ABYAX vs. CSAIX - Volatility Comparison
The current volatility for Abbey Capital Futures Strategy Fund Class A (ABYAX) is 1.85%, while Credit Suisse Managed Futures Strategy Fund (CSAIX) has a volatility of 4.58%. This indicates that ABYAX experiences smaller price fluctuations and is considered to be less risky than CSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYAX | CSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 4.58% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 10.04% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.63% | 12.60% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.98% | 10.42% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.98% | 10.02% | -2.04% |