PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSQAX vs. RCTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSQAX and RCTIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

CSQAX vs. RCTIX - 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 River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
4.32%
3.15%
CSQAX
RCTIX

Key characteristics

Sharpe Ratio

CSQAX:

0.80

RCTIX:

3.84

Sortino Ratio

CSQAX:

1.12

RCTIX:

6.00

Omega Ratio

CSQAX:

1.15

RCTIX:

1.84

Calmar Ratio

CSQAX:

1.00

RCTIX:

8.09

Martin Ratio

CSQAX:

2.03

RCTIX:

22.60

Ulcer Index

CSQAX:

2.13%

RCTIX:

0.40%

Daily Std Dev

CSQAX:

5.42%

RCTIX:

2.33%

Max Drawdown

CSQAX:

-11.65%

RCTIX:

-10.89%

Current Drawdown

CSQAX:

0.00%

RCTIX:

-0.10%

Returns By Period

In the year-to-date period, CSQAX achieves a 2.83% return, which is significantly higher than RCTIX's 1.34% return. Over the past 10 years, CSQAX has underperformed RCTIX with an annualized return of 1.90%, while RCTIX has yielded a comparatively higher 4.94% annualized return.


CSQAX

YTD

2.83%

1M

2.59%

6M

4.32%

1Y

3.97%

5Y*

5.02%

10Y*

1.90%

RCTIX

YTD

1.34%

1M

1.34%

6M

3.15%

1Y

8.76%

5Y*

4.41%

10Y*

4.94%

*Annualized

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. RCTIX - Expense Ratio Comparison

CSQAX has a 1.74% expense ratio, which is higher than RCTIX's 0.89% expense ratio.


CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
Expense ratio chart for CSQAX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

CSQAX vs. RCTIX — Risk-Adjusted Performance Rank

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

CSQAX
The Risk-Adjusted Performance Rank of CSQAX is 4040
Overall Rank
The Sharpe Ratio Rank of CSQAX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CSQAX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of CSQAX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CSQAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of CSQAX is 2727
Martin Ratio Rank

RCTIX
The Risk-Adjusted Performance Rank of RCTIX is 9696
Overall Rank
The Sharpe Ratio Rank of RCTIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RCTIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of RCTIX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RCTIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RCTIX is 9595
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.

CSQAX vs. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and River Canyon Total Return Bond Fund (RCTIX). 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.


Sharpe ratio
The chart of Sharpe ratio for CSQAX, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.000.803.84
The chart of Sortino ratio for CSQAX, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.0012.001.126.00
The chart of Omega ratio for CSQAX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.84
The chart of Calmar ratio for CSQAX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.008.09
The chart of Martin ratio for CSQAX, currently valued at 2.03, compared to the broader market0.0020.0040.0060.0080.002.0322.60
CSQAX
RCTIX

The current CSQAX Sharpe Ratio is 0.80, which is lower than the RCTIX Sharpe Ratio of 3.84. The chart below compares the historical Sharpe Ratios of CSQAX and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
0.80
3.84
CSQAX
RCTIX

Dividends

CSQAX vs. RCTIX - Dividend Comparison

CSQAX's dividend yield for the trailing twelve months is around 6.35%, less than RCTIX's 7.91% yield.


TTM20242023202220212020201920182017201620152014
CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
6.35%6.53%1.34%1.37%9.06%13.23%4.76%0.00%0.48%0.11%0.00%1.51%
RCTIX
River Canyon Total Return Bond Fund
7.91%7.90%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%

Drawdowns

CSQAX vs. RCTIX - Drawdown Comparison

The maximum CSQAX drawdown since its inception was -11.65%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for CSQAX and RCTIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.10%
CSQAX
RCTIX

Volatility

CSQAX vs. RCTIX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a higher volatility of 1.70% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.68%. This indicates that CSQAX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.70%
0.68%
CSQAX
RCTIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab