CSQIX vs. ^GSPC

In the year-to-date period, CSQIX achieves a 0.94% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, CSQIX has underperformed ^GSPC with an annualized return of 1.78%, while ^GSPC has yielded a comparatively higher 10.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Multialternative Strategy Fund (CSQIX) and S&P 500 (^GSPC). 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.

The current CSQIX Sharpe Ratio is 0.01, which is lower than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CSQIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CSQIX drawdown since its inception was -11.28%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSQIX and ^GSPC. For additional features, visit the drawdowns tool.