CSAIX vs. KMLM

In the year-to-date period, CSAIX achieves a -11.41% return, which is significantly lower than KMLM's -5.84% return.

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

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.

The current CSAIX Sharpe Ratio is -1.58, which is lower than the KMLM Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of CSAIX and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSAIX's dividend yield for the trailing twelve months is around 4.10%, more than KMLM's 0.87% yield.

The maximum CSAIX drawdown since its inception was -28.32%, roughly equal to the maximum KMLM drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for CSAIX and KMLM.

Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 3.21% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 1.99%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.