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CSAIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CSAIX vs. ^GSPC

Last updated May 12, 2025

Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC).

CSAIX is managed by Credit Suisse (New York, NY). It was launched on Sep 27, 2012.

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

Correlation

The correlation between CSAIX and ^GSPC is 0.07, 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.

Performance

CSAIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC). 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

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

CSAIX vs. ^GSPC — 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
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and S&P 500 (^GSPC). 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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Drawdowns

CSAIX vs. ^GSPC - Drawdown Comparison

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Volatility

CSAIX vs. ^GSPC - Volatility Comparison

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