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CSAAX vs. CSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSAAX vs. CSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manteio Managed Futures Fund A (CSAAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). The values are adjusted to include any dividend payments, if applicable.

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CSAAX vs. CSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSAAX
Manteio Managed Futures Fund A
2.61%-6.15%-5.81%-6.29%20.93%7.18%1.57%-4.58%-4.32%-1.57%
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

The year-to-date returns for both investments are quite close, with CSAAX having a 2.61% return and CSAIX slightly higher at 2.62%. Over the past 10 years, CSAAX has underperformed CSAIX with an annualized return of -0.09%, while CSAIX has yielded a comparatively higher 0.15% annualized return.


CSAAX

1D
-0.63%
1M
-3.25%
YTD
2.61%
6M
6.53%
1Y
-4.27%
3Y*
-3.91%
5Y*
0.49%
10Y*
-0.09%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSAAX vs. CSAIX - Expense Ratio Comparison

CSAAX has a 1.58% expense ratio, which is higher than CSAIX's 1.30% expense ratio.


Return for Risk

CSAAX vs. CSAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSAAX
CSAAX Risk / Return Rank: 33
Overall Rank
CSAAX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAAX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAAX Omega Ratio Rank: 22
Omega Ratio Rank
CSAAX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSAAX Martin Ratio Rank: 44
Martin Ratio Rank

CSAIX
CSAIX Risk / Return Rank: 33
Overall Rank
CSAIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 22
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 44
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.

CSAAX vs. CSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manteio Managed Futures Fund A (CSAAX) 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.


CSAAXCSAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.38

-0.03

Sortino ratio

Return per unit of downside risk

-0.43

-0.39

-0.04

Omega ratio

Gain probability vs. loss probability

0.93

0.94

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.34

-0.32

-0.02

Martin ratio

Return relative to average drawdown

-0.48

-0.45

-0.03

CSAAX vs. CSAIX - Sharpe Ratio Comparison

The current CSAAX Sharpe Ratio is -0.40, which is comparable to the CSAIX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of CSAAX and CSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSAAXCSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.38

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.07

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.01

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.23

-0.02

Correlation

The correlation between CSAAX and CSAIX is 0.99, 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

CSAAX vs. CSAIX - Dividend Comparison

CSAAX's dividend yield for the trailing twelve months is around 2.74%, less than CSAIX's 2.91% yield.


TTM20252024202320222021202020192018201720162015
CSAAX
Manteio Managed Futures Fund A
2.74%2.13%1.76%0.27%18.83%8.69%0.00%1.51%0.00%0.00%2.66%8.46%
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

CSAAX vs. CSAIX - Drawdown Comparison

The maximum CSAAX drawdown since its inception was -29.18%, roughly equal to the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for CSAAX and CSAIX.


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Drawdown Indicators


CSAAXCSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.18%

-28.79%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-13.92%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.18%

-28.79%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-28.79%

-0.39%

Current Drawdown

Current decline from peak

-21.06%

-20.43%

-0.63%

Average Drawdown

Average peak-to-trough decline

-10.55%

-9.43%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

10.41%

+0.14%

Volatility

CSAAX vs. CSAIX - Volatility Comparison

Manteio Managed Futures Fund A (CSAAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX) have volatilities of 4.60% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSAAXCSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.58%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

10.04%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

12.60%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.39%

10.42%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

10.02%

0.00%