CSQAX vs. SHRIX
Compare and contrast key facts about Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX).
CSQAX is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse Liquid Alternative Beta Index. It was launched on Mar 30, 2012. SHRIX is an actively managed fund by Stone Ridge. It was launched on Feb 1, 2013.
Performance
CSQAX vs. SHRIX - Performance Comparison
Loading graphics...
CSQAX vs. SHRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 3.08% |
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 0.00% | 10.70% | 16.73% | 21.07% | -3.37% | 1.88% | 6.86% | 4.58% | 2.81% | -7.49% |
Returns By Period
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%
SHRIX
- 1D
- 0.00%
- 1M
- -1.44%
- YTD
- 0.00%
- 6M
- 3.15%
- 1Y
- 12.45%
- 3Y*
- 14.16%
- 5Y*
- 8.98%
- 10Y*
- —
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. SHRIX - Expense Ratio Comparison
CSQAX has a 1.74% expense ratio, which is lower than SHRIX's 1.76% expense ratio.
Return for Risk
CSQAX vs. SHRIX — Risk / Return Rank
CSQAX
SHRIX
CSQAX vs. SHRIX - 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 Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX). 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.
| CSQAX | SHRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 5.22 | -5.36 |
Sortino ratioReturn per unit of downside risk | -0.15 | 6.05 | -6.20 |
Omega ratioGain probability vs. loss probability | 0.98 | 4.39 | -3.41 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 6.72 | -6.96 |
Martin ratioReturn relative to average drawdown | -0.39 | 70.15 | -70.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CSQAX | SHRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 5.22 | -5.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.44 | -0.98 |
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 | 0.91 | -0.42 |
Correlation
The correlation between CSQAX and SHRIX is -0.00. 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.
Dividends
CSQAX vs. SHRIX - Dividend Comparison
CSQAX's dividend yield for the trailing twelve months is around 1.08%, less than SHRIX's 10.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 10.92% | 10.92% | 14.34% | 12.34% | 3.89% | 4.61% | 6.34% | 5.06% | 5.09% | 0.35% | 0.00% | 0.00% |
Drawdowns
CSQAX vs. SHRIX - Drawdown Comparison
The maximum CSQAX drawdown since its inception was -8.37%, smaller than the maximum SHRIX drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for CSQAX and SHRIX.
Loading graphics...
Drawdown Indicators
| CSQAX | SHRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.37% | -14.34% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -5.05% | -1.87% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -7.28% | -12.69% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -8.37% | — | — |
Current DrawdownCurrent decline from peak | -4.69% | -1.87% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -2.08% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 0.18% | +2.98% |
Volatility
CSQAX vs. SHRIX - Volatility Comparison
Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a higher volatility of 3.03% compared to Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX) at 1.93%. This indicates that CSQAX's price experiences larger fluctuations and is considered to be riskier than SHRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CSQAX | SHRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 1.93% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.78% | 2.13% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.60% | 2.40% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.33% | 6.26% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 6.35% | -0.37% |