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Credit Suisse Managed Futs Strat A (CSAAX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
8.53-0.02 (-0.23%)
As of 08:05AM EST. Market open.

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return (Nov 5, 2024)21.07%
Worst 1 Yr Total Return (Nov 5, 2024)N/A

Risk Statistics

3 Years
CSAAXCategory Average
5 Years
CSAAXCategory Average
10 Years
CSAAXCategory Average
Alpha
-2.320.02
1.6-0.01
1.72-0
BETA
-0.290
-0.120
-0.130
Mean Annual Return
0.070
0.250
0.210
R-squared
20.360.1
4.370.09
3.560.04
Standard Deviation
10.310.1
9.580.1
10.020.09
Sharpe Ratio
-0.30
0.050
0.070
Treynor Ratio
12.69-0.04
-0.33-1.01
-1.5-0.27