CSAIX vs. ABYAX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
CSAIX vs. ABYAX - Performance Comparison
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CSAIX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.50% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
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% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.50% return, which is significantly lower than ABYAX's 4.46% return. Over the past 10 years, CSAIX has underperformed ABYAX with an annualized return of 0.13%, while ABYAX has yielded a comparatively higher 2.58% annualized return.
CSAIX
- 1D
- -0.13%
- 1M
- -2.13%
- YTD
- 2.50%
- 6M
- 6.27%
- 1Y
- -3.94%
- 3Y*
- -3.70%
- 5Y*
- 0.78%
- 10Y*
- 0.13%
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%
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CSAIX vs. ABYAX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
CSAIX vs. ABYAX — Risk / Return Rank
CSAIX
ABYAX
CSAIX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| CSAIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 1.02 | -1.36 |
Sortino ratioReturn per unit of downside risk | -0.34 | 1.45 | -1.79 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.19 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.54 | -1.88 |
Martin ratioReturn relative to average drawdown | -0.49 | 3.04 | -3.53 |
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
| CSAIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 1.02 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.44 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.32 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.45 | -0.22 |
Correlation
The correlation between CSAIX and ABYAX 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
CSAIX vs. ABYAX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.92%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.92% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
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% |
Drawdowns
CSAIX vs. ABYAX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for CSAIX and ABYAX.
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Drawdown Indicators
| CSAIX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -17.96% | -10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -4.30% | -9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -15.23% | -13.56% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -15.23% | -13.56% |
Current DrawdownCurrent decline from peak | -20.53% | -3.92% | -16.61% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -7.30% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 2.49% | +7.40% |
Volatility
CSAIX vs. ABYAX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 4.45% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.85%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSAIX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 1.85% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 6.40% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 7.63% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.41% | 7.98% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 7.98% | +2.04% |