CIK vs. CCRSX
CIK (Credit Suisse Asset Management Income Fund) and CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) are both mutual funds - CIK is a High Yield Bonds fund tracking the BofA Merrill Lynch US High Yield Master II Constrained Index, while CCRSX is a Commodities fund managed by Credit Suisse. Over the past 10 years, CIK returned 7.03%/yr vs 26.97%/yr for CCRSX. Their 0.15 correlation means their historical movements had little consistent relationship. CIK charges 1.50%/yr vs 1.05%/yr for CCRSX.
Performance
CIK vs. CCRSX - Performance Comparison
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Returns By Period
In the year-to-date period, CIK achieves a -8.86% return, which is significantly lower than CCRSX's 23.26% return. Over the past 10 years, CIK has underperformed CCRSX with an annualized return of 7.03%, while CCRSX has yielded a comparatively higher 26.97% annualized return.
CIK
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- -9.26%
- YTD
- -8.86%
- 1Y
- -9.72%
- 3Y*
- 2.33%
- 5Y*
- 2.18%
- 10Y*
- 7.03%
- ALL TIME*
- 4.55%
CCRSX
- 1D
- -0.09%
- 1M
- 7.59%
- 6M
- 17.53%
- YTD
- 23.26%
- 1Y
- 35.97%
- 3Y*
- 12.13%
- 5Y*
- 57.73%
- 10Y*
- 26.97%
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $807.09K | $1.09M | $1.61M |
CIK vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | -8.86% | 7.53% | 1.01% | 36.79% | -19.19% | 17.88% | 7.39% | 26.82% | -8.94% | 13.39% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 23.26% | 15.37% | 4.86% | -8.88% | 15.71% | 667.99% | -1.49% | 6.69% | -11.63% | -7.99% |
Correlation
The correlation between CIK and CCRSX is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006 | 0.15 |
The correlation between CIK and CCRSX shifts across timeframes, from -0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CIK vs. CCRSX — Risk / Return Rank
CIK
CCRSX
CIK vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Asset Management Income Fund (CIK) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.
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.
| CIK | CCRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.37 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.49 | -3.12 |
| Martin ratioReturn relative to average drawdown | -1.16 | 8.14 | -9.30 |
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Drawdowns
CIK vs. CCRSX - Drawdown Comparison
The maximum CIK drawdown since its inception was -54.81%, smaller than the maximum CCRSX drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for CIK and CCRSX.
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Drawdown Indicators
| CIK | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -78.02% | +23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.49% | -14.30% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.49% | -14.30% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.22% | -25.53% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -36.73% | -2.42% |
Current DrawdownCurrent decline from peak | -13.11% | -7.11% | -6.00% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -41.07% | +27.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.41% | 4.36% | +4.05% |
Volatility
CIK vs. CCRSX - Volatility Comparison
The current volatility for Credit Suisse Asset Management Income Fund (CIK) is 3.09%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 4.65%. This indicates that CIK experiences smaller price fluctuations and is considered to be less risky than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIK | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 4.65% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 14.25% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 16.90% | -5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 222.72% | -206.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 157.66% | -140.38% |
CIK vs. CCRSX - Expense Ratio Comparison
CIK has a 1.50% expense ratio, which is higher than CCRSX's 1.05% expense ratio.
Dividends
CIK vs. CCRSX - Dividend Comparison
CIK's dividend yield for the trailing twelve months is around 10.55%, less than CCRSX's 11.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.25% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% | 0.00% |
CIK Credit Suisse Asset Management Income Fund | 10.55% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
Frequently Asked Questions
CIK and CCRSX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCRSX has higher volatility (4.65%) compared to CIK (3.09%). In terms of maximum drawdown, CIK dropped -54.81% vs CCRSX's -78.02%.
CCRSX currently has the higher Sharpe Ratio (2.11 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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