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Credit Suisse Commodity Return Strat I (CRSOX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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23.06
+0.12
(+0.52%)
As of 08:06AM EDT. Market open.
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 (2 May 2024)
28.17%
Worst 1-yr total return (2 May 2024)
N/A
Risk statistics
3 years
CRSOX
Category average
5 years
CRSOX
Category average
10 years
CRSOX
Category average
Alpha
0.28
-0
0.5
0.01
0.11
0.01
BETA
0.98
0.01
0.96
0.01
0.97
0.01
Mean annual return
0.69
0
0.7
0
-0.03
-0
R-squared
99.41
0.85
99.44
0.82
99.52
0.88
Standard deviation
14.76
0.17
15.3
0.15
13.79
0.16
Sharpe ratio
0.34
0
0.4
0
-0.14
-0
Treynor ratio
4.4
0.05
5.43
0.05
-2.92
-0.04
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