CSAIX vs. CSQAX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. CSQAX is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse Liquid Alternative Beta Index. It was launched on Mar 30, 2012.
Performance
CSAIX vs. CSQAX - Performance Comparison
Loading graphics...
CSAIX vs. CSQAX - 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% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.07% | 0.73% | 0.66% | 1.72% | 5.52% | 9.98% | 6.10% | 2.88% | -4.31% | 4.07% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.50% return, which is significantly higher than CSQAX's 1.07% return. Over the past 10 years, CSAIX has underperformed CSQAX with an annualized return of 0.13%, while CSQAX has yielded a comparatively higher 3.10% 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%
CSQAX
- 1D
- 0.12%
- 1M
- -4.37%
- YTD
- 1.07%
- 6M
- 1.86%
- 1Y
- -1.79%
- 3Y*
- 2.54%
- 5Y*
- 2.78%
- 10Y*
- 3.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CSAIX vs. CSQAX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than CSQAX's 1.74% expense ratio.
Return for Risk
CSAIX vs. CSQAX — Risk / Return Rank
CSAIX
CSQAX
CSAIX vs. CSQAX - 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 Multialternative Strategy Fund Class A Shares (CSQAX). 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 | CSQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | -0.18 | -0.16 |
Sortino ratioReturn per unit of downside risk | -0.34 | -0.19 | -0.15 |
Omega ratioGain probability vs. loss probability | 0.95 | 0.98 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.20 | -0.14 |
Martin ratioReturn relative to average drawdown | -0.49 | -0.31 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CSAIX | CSQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | -0.18 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.44 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.52 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.49 | -0.26 |
Correlation
The correlation between CSAIX and CSQAX is 0.24, 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.
Dividends
CSAIX vs. CSQAX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.92%, more than CSQAX's 1.07% 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% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.07% | 1.09% | 6.54% | 2.73% | 2.59% | 9.06% | 13.23% | 4.77% | 1.84% | 5.27% | 1.87% | 0.24% |
Drawdowns
CSAIX vs. CSQAX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than CSQAX's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for CSAIX and CSQAX.
Loading graphics...
Drawdown Indicators
| CSAIX | CSQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -8.37% | -20.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -5.05% | -8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -7.28% | -21.51% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -8.37% | -20.42% |
Current DrawdownCurrent decline from peak | -20.53% | -4.58% | -15.95% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -2.07% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 3.17% | +6.72% |
Volatility
CSAIX vs. CSQAX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 4.45% compared to Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) at 3.05%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than CSQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CSAIX | CSQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.05% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 5.76% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 7.59% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.41% | 6.33% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 5.98% | +4.04% |