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SRRIX vs. CSQAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRRIX vs. CSQAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX). The values are adjusted to include any dividend payments, if applicable.

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SRRIX vs. CSQAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRRIX
Stone Ridge Reinsurance Risk Premium Interval Fund
5.11%29.63%33.14%44.73%5.10%-6.47%4.30%-4.47%-6.14%-11.35%
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%4.07%

Returns By Period

In the year-to-date period, SRRIX achieves a 5.11% return, which is significantly higher than CSQAX's 0.95% return. Over the past 10 years, SRRIX has outperformed CSQAX with an annualized return of 8.43%, while CSQAX has yielded a comparatively lower 3.09% annualized return.


SRRIX

1D
0.09%
1M
1.18%
YTD
5.11%
6M
16.38%
1Y
37.45%
3Y*
34.43%
5Y*
21.42%
10Y*
8.43%

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

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SRRIX vs. CSQAX - Expense Ratio Comparison

SRRIX has a 2.35% expense ratio, which is higher than CSQAX's 1.74% expense ratio.


Return for Risk

SRRIX vs. CSQAX — Risk / Return Rank

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

SRRIX
SRRIX Risk / Return Rank: 100100
Overall Rank
SRRIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SRRIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
SRRIX Omega Ratio Rank: 100100
Omega Ratio Rank
SRRIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
SRRIX Martin Ratio Rank: 100100
Martin Ratio Rank

CSQAX
CSQAX Risk / Return Rank: 44
Overall Rank
CSQAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CSQAX Sortino Ratio Rank: 33
Sortino Ratio Rank
CSQAX Omega Ratio Rank: 33
Omega Ratio Rank
CSQAX Calmar Ratio Rank: 44
Calmar Ratio Rank
CSQAX 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.

SRRIX vs. CSQAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX). 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.


SRRIXCSQAXDifference

Sharpe ratio

Return per unit of total volatility

14.17

-0.15

+14.32

Sortino ratio

Return per unit of downside risk

44.31

-0.15

+44.46

Omega ratio

Gain probability vs. loss probability

21.63

0.98

+20.65

Calmar ratio

Return relative to maximum drawdown

68.68

-0.24

+68.92

Martin ratio

Return relative to average drawdown

615.32

-0.39

+615.70

SRRIX vs. CSQAX - Sharpe Ratio Comparison

The current SRRIX Sharpe Ratio is 14.17, which is higher than the CSQAX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SRRIX and CSQAX, 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


SRRIXCSQAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.17

-0.15

+14.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.54

0.46

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.52

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.49

+0.37

Correlation

The correlation between SRRIX and CSQAX 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

SRRIX vs. CSQAX - Dividend Comparison

SRRIX's dividend yield for the trailing twelve months is around 19.16%, more than CSQAX's 1.08% yield.


TTM20252024202320222021202020192018201720162015
SRRIX
Stone Ridge Reinsurance Risk Premium Interval Fund
19.16%20.14%21.58%20.02%0.00%0.00%0.38%1.06%2.32%0.10%6.16%8.41%
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%

Drawdowns

SRRIX vs. CSQAX - Drawdown Comparison

The maximum SRRIX drawdown since its inception was -27.22%, which is greater than CSQAX's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for SRRIX and CSQAX.


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Drawdown Indicators


SRRIXCSQAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-8.37%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.55%

-5.05%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-7.28%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-27.22%

-8.37%

-18.85%

Current Drawdown

Current decline from peak

0.00%

-4.69%

+4.69%

Average Drawdown

Average peak-to-trough decline

-10.04%

-2.07%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

3.16%

-3.10%

Volatility

SRRIX vs. CSQAX - Volatility Comparison

The current volatility for Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) is 0.15%, while Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a volatility of 3.03%. This indicates that SRRIX experiences smaller price fluctuations and is considered to be less risky than CSQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRRIXCSQAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

3.03%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

5.78%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

7.60%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

6.33%

+7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

5.98%

+5.03%