Performance
Trailing returns
| 1 day |
| -0.30% | |||
| 1 week |
| -2.09% | |||
| 4 week |
| -0.61% | |||
| 3 month |
| -6.56% | |||
| YTD |
| -6.56% | |||
| 1 year |
| -3.53% | |||
| 3 years* | +0.33% |
| |||
| 5 years* |
| -9.14% | |||
| *annualized | |||||
| Best 3 month return | +23.22% | |
| Worst 3 month return | -35.04% |
Morningstar statistics
Morningstar category: Commodities Broad Basket
| Return | Risk | Rating | |
| 3 years | Average | Below Average |
 
|
| 5 years | Average | Low |
|
| 10 years | - | - | - |
| Overall | Average | Low |
|
Key statistics
| Total assets | 86.13M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.34% | |
| Management fee | - | |
| Fund family | Credit Suisse (New York, NY) |
Asset allocation
| Cash | 43.83% | |
| Stocks | 0.00% | |
| Bonds | 37.05% | |
| Other | 19.12% |
Purchase information
| Initial | US$0 | |
| Additional | US$0 |
6.58+0.03(0.46%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return. The fund is designed to achieve positive total return relative to the performance of the Dow Jones-UBS Commodity Index Total Return ("DJ-UBS Index"). It intends to invest its assets in a combination of commodity-linked derivative instruments and fixed income securities. It gains exposure to commodities markets by investing through the Subsidiary and in structured notes linked to the DJ-UBS Index, other commodity indices, or the value of a particular commodity or commodity futures contract or subset of commodities or commodity futures contracts. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Christopher Burton (Started: Feb 28, 2006)
Nelson Louie (Started: Aug 17, 2010)
Christopher Burton (Started: Feb 28, 2006)
Nelson Louie (Started: Aug 17, 2010)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -4.14 | -5.89 | -4.63 | - | |
| Beta* | 0.82 | 0.94 | 0.93 | - | |
| Mean annual return | -0.46 | 0.07 | -0.51 | - | |
| R-squared* | 90.44 | 95.20 | 96.68 | - | |
| Standard deviation | 14.32 | 17.15 | 20.64 | - | |
| Sharpe ratio | -0.39 | 0.04 | -0.31 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Credit Suisse Trust Cayman Com | 19.12% | |
| FFCB FRN | 2.90% | |
| FFCB FRN | 2.68% | |
| FFCB FRN | 2.33% | |
| FHLBA FRN | 2.32% | |
| FFCB FRN | 2.32% | |
| FFCB FRN | 2.32% | |
| FFCB FRN | 1.98% | |
| US Treasury Note 2.625% | 1.79% | |
| FHLMC 1% | 1.76% |