CSAIX vs. CIK
CSAIX (Credit Suisse Managed Futures Strategy Fund) and CIK (Credit Suisse Asset Management Income Fund) are both mutual funds - CSAIX is a Systematic Trend fund managed by Credit Suisse, while CIK is a High Yield Bonds fund tracking the BofA Merrill Lynch US High Yield Master II Constrained Index. Over the past 10 years, CSAIX returned 0.60%/yr vs 7.52%/yr for CIK. At a correlation of -0.01, they often move in opposite directions. CSAIX charges 1.30%/yr vs 1.50%/yr for CIK.
Performance
CSAIX vs. CIK - Performance Comparison
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Returns By Period
In the year-to-date period, CSAIX achieves a 6.10% return, which is significantly higher than CIK's -8.49% return. Over the past 10 years, CSAIX has underperformed CIK with an annualized return of 0.60%, while CIK has yielded a comparatively higher 7.52% annualized return.
CSAIX
- 1D
- -0.12%
- 1M
- 0.36%
- YTD
- 6.10%
- 6M
- 8.73%
- 1Y
- 13.36%
- 3Y*
- -3.32%
- 5Y*
- 0.36%
- 10Y*
- 0.60%
CIK
- 1D
- -1.58%
- 1M
- -2.72%
- YTD
- -8.49%
- 6M
- -7.42%
- 1Y
- -4.73%
- 3Y*
- 5.63%
- 5Y*
- 2.13%
- 10Y*
- 7.52%
CSAIX vs. CIK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 6.10% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
CIK Credit Suisse Asset Management Income Fund | -8.49% | 7.53% | 1.01% | 36.79% | -19.19% | 17.88% | 7.39% | 26.82% | -8.94% | 13.39% |
Correlation
The correlation between CSAIX and CIK is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2011 | -0.01 |
The correlation between CSAIX and CIK shifts across timeframes, from -0.07 (5 years) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSAIX vs. CIK — Risk / Return Rank
CSAIX
CIK
CSAIX vs. CIK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Asset Management Income Fund (CIK). 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 | CIK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.93 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | -0.31 | +1.98 |
| Martin ratioReturn relative to average drawdown | 4.66 | -0.71 | +5.38 |
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 | CIK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | -0.42 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.13 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.44 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.22 | +0.03 |
Drawdowns
CSAIX vs. CIK - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, smaller than the maximum CIK drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CSAIX and CIK.
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Drawdown Indicators
| CSAIX | CIK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -54.81% | +26.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -15.49% | +7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.50% | -15.66% | -6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -26.22% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -39.15% | +10.36% |
Current DrawdownCurrent decline from peak | -17.74% | -12.76% | -4.98% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -13.33% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 6.63% | -3.85% |
Volatility
CSAIX vs. CIK - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Asset Management Income Fund (CIK) have volatilities of 3.50% and 3.38%, 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
| CSAIX | CIK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.38% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 8.83% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 11.26% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.47% | 16.02% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.08% | 17.29% | -7.21% |
CSAIX vs. CIK - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than CIK's 1.50% expense ratio.
Dividends
CSAIX vs. CIK - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.82%, less than CIK's 10.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | 10.54% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.82% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
Frequently Asked Questions
CSAIX and CIK have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSAIX has higher volatility (3.50%) compared to CIK (3.38%). In terms of maximum drawdown, CSAIX dropped -28.79% vs CIK's -54.81%.
CSAIX currently has the higher Sharpe Ratio (1.13 vs -0.42), 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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