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CSQAX vs. GAAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQAX vs. GAAVX - 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 GMO Alternative Allocation Fund (GAAVX). The values are adjusted to include any dividend payments, if applicable.

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CSQAX vs. GAAVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
0.95%0.73%0.66%1.72%5.52%9.98%6.10%-0.78%
GAAVX
GMO Alternative Allocation Fund
3.33%15.19%-5.70%6.07%3.63%-5.12%-0.28%3.49%

Returns By Period

In the year-to-date period, CSQAX achieves a 0.95% return, which is significantly lower than GAAVX's 3.33% 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%

GAAVX

1D
0.53%
1M
-0.68%
YTD
3.33%
6M
10.93%
1Y
13.22%
3Y*
5.94%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSQAX vs. GAAVX - Expense Ratio Comparison

CSQAX has a 1.74% expense ratio, which is higher than GAAVX's 0.61% expense ratio.


Return for Risk

CSQAX vs. GAAVX — 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

GAAVX
GAAVX Risk / Return Rank: 9292
Overall Rank
GAAVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GAAVX Sortino Ratio Rank: 9595
Sortino Ratio Rank
GAAVX Omega Ratio Rank: 9090
Omega Ratio Rank
GAAVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GAAVX Martin Ratio Rank: 8585
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. GAAVX - 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 GMO Alternative Allocation Fund (GAAVX). 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.


CSQAXGAAVXDifference

Sharpe ratio

Return per unit of total volatility

-0.15

2.05

-2.20

Sortino ratio

Return per unit of downside risk

-0.15

3.22

-3.37

Omega ratio

Gain probability vs. loss probability

0.98

1.39

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.24

3.65

-3.90

Martin ratio

Return relative to average drawdown

-0.39

8.73

-9.12

CSQAX vs. GAAVX - Sharpe Ratio Comparison

The current CSQAX Sharpe Ratio is -0.15, which is lower than the GAAVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CSQAX and GAAVX, 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


CSQAXGAAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

2.05

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.63

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Correlation

The correlation between CSQAX and GAAVX is 0.16, 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. GAAVX - Dividend Comparison

CSQAX's dividend yield for the trailing twelve months is around 1.08%, less than GAAVX's 8.49% 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%
GAAVX
GMO Alternative Allocation Fund
8.49%8.78%0.00%5.18%0.91%4.10%2.41%2.61%0.00%0.00%0.00%0.00%

Drawdowns

CSQAX vs. GAAVX - Drawdown Comparison

The maximum CSQAX drawdown since its inception was -8.37%, smaller than the maximum GAAVX drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for CSQAX and GAAVX.


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Drawdown Indicators


CSQAXGAAVXDifference

Max Drawdown

Largest peak-to-trough decline

-8.37%

-9.59%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-3.19%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-7.28%

-9.59%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-8.37%

Current Drawdown

Current decline from peak

-4.69%

-1.20%

-3.49%

Average Drawdown

Average peak-to-trough decline

-2.07%

-3.11%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.54%

+1.62%

Volatility

CSQAX vs. GAAVX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a higher volatility of 3.03% compared to GMO Alternative Allocation Fund (GAAVX) at 1.87%. This indicates that CSQAX's price experiences larger fluctuations and is considered to be riskier than GAAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQAXGAAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

1.87%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

4.83%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

6.83%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

5.82%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

5.87%

+0.11%