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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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.81%
2.86%
CSQAX
RCTIX

Key characteristics

Sharpe Ratio

CSQAX:

-0.75

RCTIX:

2.89

Sortino Ratio

CSQAX:

-0.79

RCTIX:

4.21

Omega Ratio

CSQAX:

0.82

RCTIX:

1.62

Calmar Ratio

CSQAX:

-0.77

RCTIX:

6.12

Martin Ratio

CSQAX:

-2.96

RCTIX:

16.47

Ulcer Index

CSQAX:

2.20%

RCTIX:

0.45%

Daily Std Dev

CSQAX:

8.69%

RCTIX:

2.56%

Max Drawdown

CSQAX:

-11.65%

RCTIX:

-10.89%

Current Drawdown

CSQAX:

-8.42%

RCTIX:

-1.01%

Returns By Period

In the year-to-date period, CSQAX achieves a -5.46% return, which is significantly lower than RCTIX's 6.68% return.


CSQAX

YTD

-5.46%

1M

-5.67%

6M

-6.61%

1Y

-6.50%

5Y*

2.85%

10Y*

1.07%

RCTIX

YTD

6.68%

1M

-0.20%

6M

2.86%

1Y

7.29%

5Y*

4.18%

10Y*

N/A

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 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 -0.75, compared to the broader market-1.000.001.002.003.004.00-0.752.89
The chart of Sortino ratio for CSQAX, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.794.21
The chart of Omega ratio for CSQAX, currently valued at 0.82, compared to the broader market0.501.001.502.002.503.003.500.821.62
The chart of Calmar ratio for CSQAX, currently valued at -0.77, compared to the broader market0.005.0010.0015.00-0.776.12
The chart of Martin ratio for CSQAX, currently valued at -2.96, compared to the broader market0.0020.0040.0060.00-2.9616.47
CSQAX
RCTIX

The current CSQAX Sharpe Ratio is -0.75, which is lower than the RCTIX Sharpe Ratio of 2.89. 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
2.89
CSQAX
RCTIX

Dividends

CSQAX vs. RCTIX - Dividend Comparison

CSQAX's dividend yield for the trailing twelve months is around 1.42%, less than RCTIX's 7.03% yield.


TTM2023202220212020201920182017201620152014
CSQAX
Credit Suisse Multialternative Strategy Fund Class A Shares
0.00%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
7.03%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-1.01%
CSQAX
RCTIX

Volatility

CSQAX vs. RCTIX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a higher volatility of 7.28% compared to River Canyon Total Return Bond Fund (RCTIX) at 1.05%. 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
1.05%
CSQAX
RCTIX
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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.

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