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CSAIX vs. KMLM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CSAIX vs. KMLM

Last updated May 12, 2025

Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and KFA Mount Lucas Index Strategy ETF (KMLM).

CSAIX is managed by Credit Suisse (New York, NY). It was launched on Sep 27, 2012. KMLM is an actively managed fund by CICC. It was launched on Dec 2, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSAIX or KMLM.

Correlation

The correlation between CSAIX and KMLM is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

CSAIX vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Managed Futures Strategy Fund (CSAIX) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

CSAIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

KMLM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CSAIX vs. KMLM - Expense Ratio Comparison

CSAIX has a 1.30% expense ratio, which is higher than KMLM's 0.90% expense ratio.

CSAIX
Credit Suisse Managed Futures Strategy Fund
KMLM
KFA Mount Lucas Index Strategy ETF

Risk-Adjusted Performance

CSAIX vs. KMLM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSAIX
The Risk-Adjusted Performance Rank of CSAIX is 00
Overall Rank
The Sharpe Ratio Rank of CSAIX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of CSAIX is 00
Sortino Ratio Rank
The Omega Ratio Rank of CSAIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of CSAIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of CSAIX is 00
Martin Ratio Rank
KMLM
The Risk-Adjusted Performance Rank of KMLM is 22
Overall Rank
The Sharpe Ratio Rank of KMLM is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of KMLM is 11
Sortino Ratio Rank
The Omega Ratio Rank of KMLM is 11
Omega Ratio Rank
The Calmar Ratio Rank of KMLM is 55
Calmar Ratio Rank
The Martin Ratio Rank of KMLM is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSAIX vs. KMLM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.

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Dividends

CSAIX vs. KMLM - Dividend Comparison

CSAIX has not paid dividends to shareholders, while KMLM's dividend yield for the trailing twelve months is around 0.87%.

TTM20242023202220212020201920182017201620152014
CSAIX
Credit Suisse Managed Futures Strategy Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF		0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSAIX vs. KMLM - Drawdown Comparison

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Volatility

CSAIX vs. KMLM - Volatility Comparison

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