Nasdaq - Delayed Quote USD

Credit Suisse Managed Futs Strat A (CSAAX)

8.55 -0.01 (-0.12%)
At close: 8:00 PM EST

Fund Summary

The fund seeks diverse exposure to significant price trends, both up and down, across asset classes, geographies and time horizons. It is actively managed by Credit Suisse based on Credit Suisse's view of the prevailing trends in the market. The fund is non-diversified.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 21.07%
Worst 1Y Total Return --
Number of Years Up 7
Number of Years Down 4

Performance & Risk

YTD Return -5.91%
5y Average Return 2.87%
Rank in Category (ytd) 90
% Rank in Category (ytd) --
Beta (5Y Monthly) -0.29
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
CSAAXCategory AverageCSAAXCategory AverageCSAAXCategory Average
Alpha -2.32 0.02 1.6 -0.01 1.72 -0
BETA -0.29 0 -0.12 0 -0.13 0
Mean Annual Return 0.07 0 0.25 0 0.21 0
R-squared 20.36 0.1 4.37 0.09 3.56 0.04
Standard Deviation 10.31 0.1 9.58 0.1 10.02 0.09
Sharpe Ratio -0.3 0 0.05 0 0.07 0
Treynor Ratio 12.69 -0.04 -0.33 -1.01 -1.5 -0.27

Related Tickers