CSAIX vs. ^GSPC
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC).
CSAIX is managed by Credit Suisse (New York, NY). It was launched on Sep 27, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSAIX or ^GSPC.
Correlation
The correlation between CSAIX and ^GSPC is 0.02, 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.
Performance
CSAIX vs. ^GSPC - Performance Comparison
Key characteristics
CSAIX:
-0.22
^GSPC:
1.62
CSAIX:
-0.23
^GSPC:
2.20
CSAIX:
0.97
^GSPC:
1.30
CSAIX:
-0.07
^GSPC:
2.46
CSAIX:
-0.31
^GSPC:
10.01
CSAIX:
7.00%
^GSPC:
2.08%
CSAIX:
9.80%
^GSPC:
12.88%
CSAIX:
-30.21%
^GSPC:
-56.78%
CSAIX:
-25.67%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, CSAIX achieves a 3.17% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, CSAIX has underperformed ^GSPC with an annualized return of -0.94%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
CSAIX
3.17%
1.50%
-0.31%
-2.68%
1.40%
-0.94%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
CSAIX vs. ^GSPC — Risk-Adjusted Performance Rank
CSAIX
^GSPC
CSAIX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC). 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.
Drawdowns
CSAIX vs. ^GSPC - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -30.21%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSAIX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CSAIX vs. ^GSPC - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC) have volatilities of 3.52% and 3.43%, 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.