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RSIIX vs. CIK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSIIX vs. CIK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Strategic Income Fund (RSIIX) and Credit Suisse Asset Management Income Fund (CIK). The values are adjusted to include any dividend payments, if applicable.

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RSIIX vs. CIK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSIIX
RiverPark Strategic Income Fund
0.36%6.04%8.44%9.59%-3.31%11.60%3.42%3.50%1.36%4.84%
CIK
Credit Suisse Asset Management Income Fund
-7.38%7.53%1.01%36.79%-19.19%17.88%7.39%26.82%-8.94%13.39%

Returns By Period

In the year-to-date period, RSIIX achieves a 0.36% return, which is significantly higher than CIK's -7.38% return. Over the past 10 years, RSIIX has underperformed CIK with an annualized return of 5.50%, while CIK has yielded a comparatively higher 8.20% annualized return.


RSIIX

1D
0.00%
1M
-0.59%
YTD
0.36%
6M
0.82%
1Y
5.26%
3Y*
7.43%
5Y*
5.19%
10Y*
5.50%

CIK

1D
4.49%
1M
-4.80%
YTD
-7.38%
6M
-8.38%
1Y
-3.01%
3Y*
9.60%
5Y*
3.96%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSIIX vs. CIK - Expense Ratio Comparison

RSIIX has a 1.18% expense ratio, which is lower than CIK's 1.50% expense ratio.


Return for Risk

RSIIX vs. CIK — Risk / Return Rank

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

RSIIX
RSIIX Risk / Return Rank: 9595
Overall Rank
RSIIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RSIIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSIIX Omega Ratio Rank: 9797
Omega Ratio Rank
RSIIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RSIIX Martin Ratio Rank: 9696
Martin Ratio Rank

CIK
CIK Risk / Return Rank: 33
Overall Rank
CIK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 33
Sortino Ratio Rank
CIK Omega Ratio Rank: 33
Omega Ratio Rank
CIK Calmar Ratio Rank: 44
Calmar Ratio Rank
CIK Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSIIX vs. CIK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Strategic Income Fund (RSIIX) and Credit Suisse Asset Management Income Fund (CIK). 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.


RSIIXCIKDifference

Sharpe ratio

Return per unit of total volatility

2.29

-0.21

+2.50

Sortino ratio

Return per unit of downside risk

2.92

-0.20

+3.12

Omega ratio

Gain probability vs. loss probability

1.62

0.97

+0.64

Calmar ratio

Return relative to maximum drawdown

3.50

-0.19

+3.70

Martin ratio

Return relative to average drawdown

14.75

-0.60

+15.35

RSIIX vs. CIK - Sharpe Ratio Comparison

The current RSIIX Sharpe Ratio is 2.29, which is higher than the CIK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RSIIX and CIK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSIIXCIKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-0.21

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.27

0.24

+2.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.98

0.48

+1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.22

+1.48

Correlation

The correlation between RSIIX and CIK is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RSIIX vs. CIK - Dividend Comparison

RSIIX's dividend yield for the trailing twelve months is around 7.62%, less than CIK's 10.45% yield.


TTM20252024202320222021202020192018201720162015
RSIIX
RiverPark Strategic Income Fund
7.62%7.75%7.67%7.61%6.58%5.12%5.77%4.84%4.59%4.98%5.10%6.57%
CIK
Credit Suisse Asset Management Income Fund
10.45%9.54%9.34%8.63%10.71%7.87%8.57%8.39%9.64%7.98%8.35%9.50%

Drawdowns

RSIIX vs. CIK - Drawdown Comparison

The maximum RSIIX drawdown since its inception was -15.55%, smaller than the maximum CIK drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for RSIIX and CIK.


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Drawdown Indicators


RSIIXCIKDifference

Max Drawdown

Largest peak-to-trough decline

-15.55%

-54.81%

+39.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-15.49%

+13.99%

Max Drawdown (5Y)

Largest decline over 5 years

-5.61%

-26.22%

+20.61%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

-39.15%

+23.60%

Current Drawdown

Current decline from peak

-0.87%

-11.70%

+10.83%

Average Drawdown

Average peak-to-trough decline

-1.18%

-13.34%

+12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

5.00%

-4.64%

Volatility

RSIIX vs. CIK - Volatility Comparison

The current volatility for RiverPark Strategic Income Fund (RSIIX) is 1.14%, while Credit Suisse Asset Management Income Fund (CIK) has a volatility of 6.45%. This indicates that RSIIX experiences smaller price fluctuations and is considered to be less risky than CIK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSIIXCIKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

6.45%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

9.39%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

14.62%

-12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

16.28%

-13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.78%

17.28%

-14.50%