CSAIX vs. RWSIX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. RWSIX is managed by Redwood. It was launched on Nov 1, 2017.
Performance
CSAIX vs. RWSIX - Performance Comparison
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CSAIX vs. RWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 2.78% |
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | -1.83% | -2.43% | -0.64% | 8.92% | -6.10% | 18.37% | 22.40% | 11.18% | -3.55% | -6.27% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.62% return, which is significantly higher than RWSIX's -1.83% 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%
RWSIX
- 1D
- 0.00%
- 1M
- -8.37%
- YTD
- -1.83%
- 6M
- -1.31%
- 1Y
- -1.07%
- 3Y*
- -0.39%
- 5Y*
- 1.20%
- 10Y*
- —
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CSAIX vs. RWSIX - Expense Ratio Comparison
Both CSAIX and RWSIX have an expense ratio of 1.30%.
Return for Risk
CSAIX vs. RWSIX — Risk / Return Rank
CSAIX
RWSIX
CSAIX vs. RWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX). 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 | RWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | -0.08 | -0.29 |
Sortino ratioReturn per unit of downside risk | -0.39 | -0.03 | -0.36 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.00 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.22 | -0.10 |
Martin ratioReturn relative to average drawdown | -0.45 | -0.48 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSAIX | RWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | -0.08 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.10 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.35 | -0.12 |
Correlation
The correlation between CSAIX and RWSIX is 0.09, 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. RWSIX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.91%, less than RWSIX's 4.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | 4.59% | 4.51% | 0.00% | 10.35% | 3.41% | 7.81% | 7.78% | 3.05% | 2.51% | 0.63% | 0.00% | 0.00% |
Drawdowns
CSAIX vs. RWSIX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than RWSIX's maximum drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for CSAIX and RWSIX.
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Drawdown Indicators
| CSAIX | RWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -24.90% | -3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -9.68% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -24.90% | -3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | — | — |
Current DrawdownCurrent decline from peak | -20.43% | -18.29% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -6.72% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 4.44% | +5.97% |
Volatility
CSAIX vs. RWSIX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) and Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) have volatilities of 4.58% and 4.46%, 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.
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Volatility by Period
| CSAIX | RWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.46% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.43% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 11.44% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 12.09% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 12.26% | -2.24% |