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Straits Times Index
3,292.69
+10.64
(+0.32%)
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5,018.39
-17.30
(-0.34%)
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(-4.94%)
Credit Suisse Commodity Return Strat I (CRSOX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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22.87
-0.24
(-1.04%)
At close: 06:46PM EDT
Summary
Chart
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★
Number of years up
10
Number of years down
9
Best 1-yr total return (29 Apr 2024)
28.17%
Worst 1-yr total return (29 Apr 2024)
N/A
Risk statistics
3 years
CRSOX
Category average
5 years
CRSOX
Category average
10 years
CRSOX
Category average
Alpha
0.27
-0
0.45
0.01
0.13
0.01
BETA
0.97
0.01
0.96
0.01
0.97
0.01
Mean annual return
0.84
0
0.64
0
-0.03
-0
R-squared
99.46
0.85
99.43
0.82
99.52
0.88
Standard deviation
15.32
0.17
15.29
0.15
13.78
0.16
Sharpe ratio
0.46
0
0.36
0
-0.13
-0
Treynor ratio
6.47
0.05
4.77
0.05
-2.89
-0.04
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