CSQAX vs. SYMIX

Last updated Aug 4, 2026

CSQAX (Credit Suisse Multialternative Strategy Fund Class A Shares) and SYMIX (AlphaCentric Symmetry Strategy Fund Class I) are both Multistrategy funds. Over the past 5 years, CSQAX returned 2.72%/yr vs 7.65%/yr for SYMIX. Their 0.35 correlation means their historical movements had little consistent relationship. CSQAX charges 1.74%/yr vs 1.69%/yr for SYMIX.

Performance

CSQAX vs. SYMIX - 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 AlphaCentric Symmetry Strategy Fund Class I (SYMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSQAX achieves a 3.33% return, which is significantly lower than SYMIX's 11.29% return.

CSQAX

• 1D: 0.23%
• 1M: 1.28%
• 6M: 2.72%
• YTD: 3.33%
• 1Y: 5.33%
• 3Y*: 3.06%
• 5Y*: 2.72%
• 10Y*: 3.15%
• ALL TIME*: 2.84%

SYMIX

• 1D: 0.20%
• 1M: 4.70%
• 6M: 6.81%
• YTD: 11.29%
• 1Y: 24.53%
• 3Y*: 9.49%
• 5Y*: 7.65%
• 10Y*: —
• ALL TIME*: 7.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares	$0.00	$0.00	$0.00
SYMIX AlphaCentric Symmetry Strategy Fund Class I	$0.00	$0.00	$0.00

CSQAX vs. SYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares	3.33%	0.73%	0.66%	1.72%	5.52%	9.98%	6.10%	-2.07%
SYMIX AlphaCentric Symmetry Strategy Fund Class I	11.29%	12.36%	7.61%	0.93%	6.09%	14.07%	-2.60%	0.06%

Correlation

The correlation between CSQAX and SYMIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.62
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.40
Correlation (All Time) Calculated using the full available price history since Aug 19, 2019	0.35

Over the past year, CSQAX and SYMIX have become more correlated (0.62) than their long-term average of 0.35, meaning their price movements have been converging.

Return for Risk

CSQAX vs. SYMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSQAX

CSQAX Risk / Return Rank: 16
CSQAX Sharpe Ratio Rank: 15
CSQAX Sortino Ratio Rank: 14
CSQAX Omega Ratio Rank: 14
CSQAX Calmar Ratio Rank: 19
CSQAX Martin Ratio Rank: 17

SYMIX

SYMIX Risk / Return Rank: 84
SYMIX Sharpe Ratio Rank: 85
SYMIX Sortino Ratio Rank: 79
SYMIX Omega Ratio Rank: 79
SYMIX Calmar Ratio Rank: 92
SYMIX Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSQAX vs. SYMIX - 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 AlphaCentric Symmetry Strategy Fund Class I (SYMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CSQAX	SYMIX	Difference
Sharpe ratio: Return per unit of total volatility	0.64	2.10	-1.46
Sortino ratio: Return per unit of downside risk	0.92	2.81	-1.90
Omega ratio: Gain probability vs. loss probability	1.11	1.37	-0.26
Calmar ratio: Return relative to maximum drawdown	1.01	3.71	-2.70
Martin ratio: Return relative to average drawdown	2.48	10.88	-8.40

CSQAX vs. SYMIX - Sharpe Ratio Comparison

The current CSQAX Sharpe Ratio is 0.64, which is lower than the SYMIX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CSQAX and SYMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CSQAX vs. SYMIX - Drawdown Comparison

The maximum CSQAX drawdown since its inception was -8.37%, smaller than the maximum SYMIX drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for CSQAX and SYMIX.

Drawdown Indicators

	CSQAX	SYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-8.37%	-17.44%	+9.07%
Max Drawdown (1Y) Largest decline over 1 year	-4.92%	-6.50%	+1.58%
Max Drawdown (3Y) Largest decline over 3 years	-5.27%	-12.03%	+6.76%
Max Drawdown (5Y) Largest decline over 5 years	-7.28%	-12.20%	+4.92%
Max Drawdown (10Y) Largest decline over 10 years	-8.37%	—	—
Current Drawdown Current decline from peak	-2.44%	-1.03%	-1.41%
Average Drawdown Average peak-to-trough decline	-2.08%	-4.16%	+2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	2.21%	-0.21%

Volatility

CSQAX vs. SYMIX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX) have volatilities of 2.22% and 2.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSQAX	SYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	2.13%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	6.18%	9.09%	-2.91%
Volatility (1Y) Calculated over the trailing 1-year period	7.74%	11.53%	-3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.48%	10.80%	-4.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.13%	10.99%	-4.86%

CSQAX vs. SYMIX - Expense Ratio Comparison

CSQAX has a 1.74% expense ratio, which is higher than SYMIX's 1.69% expense ratio.

Dividends

CSQAX vs. SYMIX - Dividend Comparison

CSQAX's dividend yield for the trailing twelve months is around 1.30%, while SYMIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares	1.30%	1.09%	6.54%	2.73%	2.59%	9.06%	13.23%	4.77%	1.84%	5.27%	1.87%	0.24%
SYMIX AlphaCentric Symmetry Strategy Fund Class I	0.00%	0.00%	0.00%	2.06%	9.82%	0.25%	1.71%	2.42%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CSQAX and SYMIX in my portfolio?

CSQAX and SYMIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSQAX or SYMIX?

CSQAX has higher volatility (2.22%) compared to SYMIX (2.13%). In terms of maximum drawdown, CSQAX dropped -8.37% vs SYMIX's -17.44%.

Which has better risk-adjusted returns?

SYMIX currently has the higher Sharpe Ratio (2.10 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.