PortfoliosLab logoPortfoliosLab logo
CSQAX vs. CHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQAX vs. CHIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and Credit Suisse Floating Rate High Income Fund (CHIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CSQAX vs. CHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
0.95%0.73%0.66%1.72%5.52%9.98%6.10%2.88%-4.31%4.07%
CHIAX
Credit Suisse Floating Rate High Income Fund
-0.99%4.25%6.85%11.03%-3.14%5.03%2.32%6.67%-0.22%4.33%

Returns By Period

In the year-to-date period, CSQAX achieves a 0.95% return, which is significantly higher than CHIAX's -0.99% return. Over the past 10 years, CSQAX has underperformed CHIAX with an annualized return of 3.09%, while CHIAX has yielded a comparatively higher 4.36% annualized return.


CSQAX

1D
-0.35%
1M
-4.69%
YTD
0.95%
6M
1.62%
1Y
-1.45%
3Y*
2.50%
5Y*
2.91%
10Y*
3.09%

CHIAX

1D
0.00%
1M
-0.00%
YTD
-0.99%
6M
-0.37%
1Y
2.95%
3Y*
5.87%
5Y*
4.06%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSQAX vs. CHIAX - Expense Ratio Comparison

CSQAX has a 1.74% expense ratio, which is higher than CHIAX's 0.95% expense ratio.


Return for Risk

CSQAX vs. CHIAX — Risk / Return Rank

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

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

CHIAX
CHIAX Risk / Return Rank: 7676
Overall Rank
CHIAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CHIAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
CHIAX Omega Ratio Rank: 8888
Omega Ratio Rank
CHIAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CHIAX Martin Ratio Rank: 5858
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.

CSQAX vs. CHIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and Credit Suisse Floating Rate High Income Fund (CHIAX). 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.


CSQAXCHIAXDifference

Sharpe ratio

Return per unit of total volatility

-0.15

1.30

-1.45

Sortino ratio

Return per unit of downside risk

-0.15

2.27

-2.42

Omega ratio

Gain probability vs. loss probability

0.98

1.38

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.24

1.78

-2.03

Martin ratio

Return relative to average drawdown

-0.39

5.58

-5.96

CSQAX vs. CHIAX - Sharpe Ratio Comparison

The current CSQAX Sharpe Ratio is -0.15, which is lower than the CHIAX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of CSQAX and CHIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CSQAXCHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.30

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.51

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.23

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.17

-0.68

Correlation

The correlation between CSQAX and CHIAX is 0.11, 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

CSQAX vs. CHIAX - Dividend Comparison

CSQAX's dividend yield for the trailing twelve months is around 1.08%, less than CHIAX's 6.65% yield.


TTM20252024202320222021202020192018201720162015
CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
1.08%1.09%6.54%2.73%2.59%9.06%13.23%4.77%1.84%5.27%1.87%0.24%
CHIAX
Credit Suisse Floating Rate High Income Fund
6.65%7.44%7.25%7.19%3.90%3.38%4.19%4.94%4.38%3.79%4.47%4.26%

Drawdowns

CSQAX vs. CHIAX - Drawdown Comparison

The maximum CSQAX drawdown since its inception was -8.37%, smaller than the maximum CHIAX drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for CSQAX and CHIAX.


Loading graphics...

Drawdown Indicators


CSQAXCHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.37%

-37.29%

+28.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-1.92%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-7.28%

-5.99%

-1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-8.37%

-19.94%

+11.57%

Current Drawdown

Current decline from peak

-4.69%

-1.15%

-3.54%

Average Drawdown

Average peak-to-trough decline

-2.07%

-2.04%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

0.61%

+2.55%

Volatility

CSQAX vs. CHIAX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a higher volatility of 3.03% compared to Credit Suisse Floating Rate High Income Fund (CHIAX) at 0.76%. This indicates that CSQAX's price experiences larger fluctuations and is considered to be riskier than CHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CSQAXCHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

0.76%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

1.74%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

2.77%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

2.71%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

3.57%

+2.41%