CRSOX vs. CSQAX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. CSQAX is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse Liquid Alternative Beta Index. It was launched on Mar 30, 2012.
Performance
CRSOX vs. CSQAX - Performance Comparison
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CRSOX vs. CSQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 22.21% | 15.66% | 5.21% | -8.88% | 16.40% | 28.99% | -1.12% | 6.99% | -11.65% | 1.75% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 0.95% | 0.73% | 0.66% | 1.72% | 5.52% | 9.98% | 6.10% | 2.88% | -4.31% | 4.07% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.21% return, which is significantly higher than CSQAX's 0.95% return. Over the past 10 years, CRSOX has outperformed CSQAX with an annualized return of 8.13%, while CSQAX has yielded a comparatively lower 3.09% annualized return.
CRSOX
- 1D
- 0.65%
- 1M
- 9.72%
- YTD
- 22.21%
- 6M
- 29.28%
- 1Y
- 29.41%
- 3Y*
- 12.77%
- 5Y*
- 13.76%
- 10Y*
- 8.13%
CSQAX
- 1D
- -0.35%
- 1M
- -4.69%
- YTD
- 0.95%
- 6M
- 1.62%
- 1Y
- -1.45%
- 3Y*
- 2.50%
- 5Y*
- 2.91%
- 10Y*
- 3.09%
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CRSOX vs. CSQAX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than CSQAX's 1.74% expense ratio.
Return for Risk
CRSOX vs. CSQAX — Risk / Return Rank
CRSOX
CSQAX
CRSOX vs. CSQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX). 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.
| CRSOX | CSQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | -0.15 | +1.98 |
Sortino ratioReturn per unit of downside risk | 2.36 | -0.15 | +2.51 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.98 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | -0.24 | +3.58 |
Martin ratioReturn relative to average drawdown | 9.14 | -0.39 | +9.53 |
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
| CRSOX | CSQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.15 | +1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.46 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.49 | -0.42 |
Correlation
The correlation between CRSOX and CSQAX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CRSOX vs. CSQAX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.55%, more than CSQAX's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 6.55% | 4.78% | 3.39% | 3.38% | 16.50% | 39.76% | 0.14% | 1.20% | 1.12% | 2.75% | 0.00% | 0.00% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.08% | 1.09% | 6.54% | 2.73% | 2.59% | 9.06% | 13.23% | 4.77% | 1.84% | 5.27% | 1.87% | 0.24% |
Drawdowns
CRSOX vs. CSQAX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than CSQAX's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for CRSOX and CSQAX.
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Drawdown Indicators
| CRSOX | CSQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -8.37% | -65.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -5.05% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -7.28% | -18.22% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -8.37% | -23.52% |
Current DrawdownCurrent decline from peak | -31.15% | -4.69% | -26.46% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -2.07% | -43.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.16% | +0.17% |
Volatility
CRSOX vs. CSQAX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.97% compared to Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) at 3.03%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than CSQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | CSQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 3.03% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 5.78% | +7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 7.60% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 6.33% | +9.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 5.98% | +8.31% |