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CSAIX vs. CIK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSAIX vs. CIK - Performance Comparison

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

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

CSAIX vs. CIK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CSAIX
CSAIX Risk / Return Rank: 1717
Overall Rank
CSAIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 2020
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 1717
Martin Ratio Rank

CIK
CIK Risk / Return Rank: 11
Overall Rank
CIK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 11
Sortino Ratio Rank
CIK Omega Ratio Rank: 11
Omega Ratio Rank
CIK Calmar Ratio Rank: 11
Calmar Ratio Rank
CIK Martin Ratio Rank: 11
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.

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.


CSAIXCIKDifference
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

CSAIX vs. CIK - Sharpe Ratio Comparison

The current CSAIX Sharpe Ratio is 1.13, which is higher than the CIK Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of CSAIX and CIK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSAIXCIKDifference

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


CSAIXCIKDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.74%

-12.76%

-4.98%

Average Drawdown

Average peak-to-trough decline

-9.54%

-13.33%

+3.79%

Ulcer Index

Depth 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


CSAIXCIKDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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