CSAIX vs. KMLM
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 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CSAIX vs. KMLM - Performance Comparison
Key characteristics
CSAIX:
-0.36
KMLM:
-0.75
CSAIX:
-0.42
KMLM:
-0.95
CSAIX:
0.95
KMLM:
0.89
CSAIX:
-0.11
KMLM:
-0.29
CSAIX:
-0.50
KMLM:
-1.02
CSAIX:
6.96%
KMLM:
7.69%
CSAIX:
9.56%
KMLM:
10.60%
CSAIX:
-30.21%
KMLM:
-27.03%
CSAIX:
-26.18%
KMLM:
-27.03%
Returns By Period
In the year-to-date period, CSAIX achieves a 2.47% return, which is significantly higher than KMLM's -4.56% return.
CSAIX
2.47%
0.58%
0.11%
-3.34%
1.45%
-0.85%
KMLM
-4.56%
-3.32%
-7.93%
-8.49%
N/A
N/A
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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.
Risk-Adjusted Performance
CSAIX vs. KMLM — Risk-Adjusted Performance Rank
CSAIX
KMLM
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.
Dividends
CSAIX vs. KMLM - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.88%, more than KMLM's 0.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.88% | 2.95% | 0.52% | 4.51% | 8.84% | 0.00% | 1.75% | 0.00% | 0.00% | 0.00% | 4.83% | 0.34% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.86% | 0.82% | 0.00% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSAIX vs. KMLM - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -30.21%, which is greater than KMLM's maximum drawdown of -27.03%. Use the drawdown chart below to compare losses from any high point for CSAIX and KMLM. For additional features, visit the drawdowns tool.
Volatility
CSAIX vs. KMLM - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) and KFA Mount Lucas Index Strategy ETF (KMLM) have volatilities of 3.14% and 3.20%, 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.