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CSOIX vs. CIK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSOIX vs. CIK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Strategic Income Fund (CSOIX) and Credit Suisse Asset Management Income Fund (CIK). The values are adjusted to include any dividend payments, if applicable.

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CSOIX vs. CIK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSOIX
Credit Suisse Strategic Income Fund
-2.34%5.66%8.26%12.62%-7.23%5.47%4.77%10.17%-0.72%8.21%
CIK
Credit Suisse Asset Management Income Fund
-7.38%7.53%1.01%36.79%-19.19%17.88%7.39%26.82%-8.94%13.39%

Returns By Period

In the year-to-date period, CSOIX achieves a -2.34% return, which is significantly higher than CIK's -7.38% return. Over the past 10 years, CSOIX has underperformed CIK with an annualized return of 5.90%, while CIK has yielded a comparatively higher 8.20% annualized return.


CSOIX

1D
0.00%
1M
-1.63%
YTD
-2.34%
6M
-1.47%
1Y
2.76%
3Y*
6.71%
5Y*
3.78%
10Y*
5.90%

CIK

1D
4.49%
1M
-4.80%
YTD
-7.38%
6M
-8.38%
1Y
-3.01%
3Y*
9.60%
5Y*
3.96%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSOIX vs. CIK - Expense Ratio Comparison

CSOIX has a 0.79% expense ratio, which is lower than CIK's 1.50% expense ratio.


Return for Risk

CSOIX vs. CIK — Risk / Return Rank

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

CSOIX
CSOIX Risk / Return Rank: 6363
Overall Rank
CSOIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSOIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSOIX Omega Ratio Rank: 7474
Omega Ratio Rank
CSOIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
CSOIX Martin Ratio Rank: 4747
Martin Ratio Rank

CIK
CIK Risk / Return Rank: 33
Overall Rank
CIK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 33
Sortino Ratio Rank
CIK Omega Ratio Rank: 33
Omega Ratio Rank
CIK Calmar Ratio Rank: 44
Calmar Ratio Rank
CIK Martin Ratio Rank: 44
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.

CSOIX vs. CIK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Credit Suisse Asset Management Income Fund (CIK). 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.


CSOIXCIKDifference

Sharpe ratio

Return per unit of total volatility

1.11

-0.21

+1.31

Sortino ratio

Return per unit of downside risk

1.77

-0.20

+1.97

Omega ratio

Gain probability vs. loss probability

1.27

0.97

+0.30

Calmar ratio

Return relative to maximum drawdown

1.33

-0.19

+1.53

Martin ratio

Return relative to average drawdown

4.72

-0.60

+5.32

CSOIX vs. CIK - Sharpe Ratio Comparison

The current CSOIX Sharpe Ratio is 1.11, which is higher than the CIK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CSOIX and CIK, 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


CSOIXCIKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

-0.21

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.24

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.48

0.48

+1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.22

+1.19

Correlation

The correlation between CSOIX and CIK is 0.27, 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

CSOIX vs. CIK - Dividend Comparison

CSOIX's dividend yield for the trailing twelve months is around 6.63%, less than CIK's 10.45% yield.


TTM20252024202320222021202020192018201720162015
CSOIX
Credit Suisse Strategic Income Fund
6.63%7.12%7.05%6.72%4.39%3.92%4.95%5.35%5.45%5.18%7.19%6.86%
CIK
Credit Suisse Asset Management Income Fund
10.45%9.54%9.34%8.63%10.71%7.87%8.57%8.39%9.64%7.98%8.35%9.50%

Drawdowns

CSOIX vs. CIK - Drawdown Comparison

The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum CIK drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CSOIX and CIK.


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Drawdown Indicators


CSOIXCIKDifference

Max Drawdown

Largest peak-to-trough decline

-20.04%

-54.81%

+34.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-15.49%

+13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-10.39%

-26.22%

+15.83%

Max Drawdown (10Y)

Largest decline over 10 years

-20.04%

-39.15%

+19.11%

Current Drawdown

Current decline from peak

-2.34%

-11.70%

+9.36%

Average Drawdown

Average peak-to-trough decline

-1.49%

-13.34%

+11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

5.00%

-4.34%

Volatility

CSOIX vs. CIK - Volatility Comparison

The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.95%, while Credit Suisse Asset Management Income Fund (CIK) has a volatility of 6.45%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than CIK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSOIXCIKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

6.45%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

9.39%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

14.62%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

16.28%

-12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

17.28%

-13.27%