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CSAIX vs. QMHNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSAIX vs. QMHNX - Performance Comparison

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

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CSAIX vs. QMHNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.62%-5.84%-5.57%-6.15%21.24%7.46%1.86%-4.39%-4.01%-1.47%
QMHNX
AQR Managed Futures Strategy HV Fund Class N
14.53%19.65%10.48%-0.40%49.64%-2.30%-0.85%1.55%-14.59%-2.06%

Returns By Period

In the year-to-date period, CSAIX achieves a 2.62% return, which is significantly lower than QMHNX's 14.53% return. Over the past 10 years, CSAIX has underperformed QMHNX with an annualized return of 0.15%, while QMHNX has yielded a comparatively higher 4.76% annualized return.


CSAIX

1D
-0.62%
1M
-3.19%
YTD
2.62%
6M
6.68%
1Y
-4.04%
3Y*
-3.66%
5Y*
0.73%
10Y*
0.15%

QMHNX

1D
-0.61%
1M
2.90%
YTD
14.53%
6M
18.99%
1Y
27.38%
3Y*
17.74%
5Y*
16.11%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSAIX vs. QMHNX - Expense Ratio Comparison

CSAIX has a 1.30% expense ratio, which is lower than QMHNX's 4.12% expense ratio.


Return for Risk

CSAIX vs. QMHNX — Risk / Return Rank

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

CSAIX
CSAIX Risk / Return Rank: 33
Overall Rank
CSAIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 22
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 44
Martin Ratio Rank

QMHNX
QMHNX Risk / Return Rank: 8989
Overall Rank
QMHNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QMHNX Sortino Ratio Rank: 8888
Sortino Ratio Rank
QMHNX Omega Ratio Rank: 8585
Omega Ratio Rank
QMHNX Calmar Ratio Rank: 9595
Calmar Ratio Rank
QMHNX Martin Ratio Rank: 8484
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. QMHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and AQR Managed Futures Strategy HV Fund Class N (QMHNX). 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.


CSAIXQMHNXDifference

Sharpe ratio

Return per unit of total volatility

-0.38

1.98

-2.36

Sortino ratio

Return per unit of downside risk

-0.39

2.42

-2.81

Omega ratio

Gain probability vs. loss probability

0.94

1.36

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.32

3.23

-3.55

Martin ratio

Return relative to average drawdown

-0.45

8.58

-9.03

CSAIX vs. QMHNX - Sharpe Ratio Comparison

The current CSAIX Sharpe Ratio is -0.38, which is lower than the QMHNX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CSAIX and QMHNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSAIXQMHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

1.98

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.94

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.31

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.36

-0.13

Correlation

The correlation between CSAIX and QMHNX is 0.68, 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.


Dividends

CSAIX vs. QMHNX - Dividend Comparison

CSAIX's dividend yield for the trailing twelve months is around 2.91%, more than QMHNX's 1.65% yield.


TTM20252024202320222021202020192018201720162015
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.91%2.27%2.95%0.52%18.80%8.84%0.00%1.74%0.00%0.00%2.64%8.69%
QMHNX
AQR Managed Futures Strategy HV Fund Class N
1.65%1.89%2.09%7.36%8.75%10.64%7.79%3.80%0.00%0.00%0.01%7.47%

Drawdowns

CSAIX vs. QMHNX - Drawdown Comparison

The maximum CSAIX drawdown since its inception was -28.79%, smaller than the maximum QMHNX drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for CSAIX and QMHNX.


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Drawdown Indicators


CSAIXQMHNXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-40.29%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-8.40%

-5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-19.23%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

-35.34%

+6.55%

Current Drawdown

Current decline from peak

-20.43%

-0.61%

-19.82%

Average Drawdown

Average peak-to-trough decline

-9.43%

-18.52%

+9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

3.16%

+7.25%

Volatility

CSAIX vs. QMHNX - Volatility Comparison

Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 4.58% compared to AQR Managed Futures Strategy HV Fund Class N (QMHNX) at 3.99%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than QMHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSAIXQMHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

3.99%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

9.96%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

14.18%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.42%

17.21%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

15.46%

-5.44%