CRSOX: Credit Suisse Commodity Return Strat I

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CRSOX Credit Suisse Commodity Return Strat I


Profile

CRSOX - Profile

Vitals

  • YTD Return -9.7%
  • 3 Yr Annualized Return -5.5%
  • 5 Yr Annualized Return -3.6%
  • Net Assets $1.57 B
  • Holdings in Top 10 60.5%

52 WEEK LOW AND HIGH

$4.19
$3.49
$4.69

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.78%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 130.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $250,000
  • IRA N/A

Fund Classification

  • Primary Caregory
  • Fund Type Open End Mutual Fund
  • Investment Style Commodities Broad Basket

Distributions

  • YTD Total Return -9.7%
  • 3 Yr Annualized Total Return -4.3%
  • 5 Yr Annualized Total Return -2.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.62%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    Credit Suisse Commodity Return Strategy Fund
  • Fund Family Name
    Credit Suisse (New York, NY)
  • Inception Date
    Dec 30, 2004
  • Shares Outstanding
    N/A
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Christopher Burton

Fund Description

The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total Return. The advisor intends to invest its assets in a combination of commodity linked-derivative instruments and fixed income securities. It invests in a portfolio of fixed income securities normally having an average duration of one year or less, and emphasizes investment-grade fixed income securities. The fund may invest up to 25% of its total assets in the Credit Suisse Cayman Commodity Fund I, Ltd., a wholly-owned subsidiary of it organized under the laws of the Cayman Islands. It is non-diversified.


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Categories

Performance

CRSOX - Performance

Return Ranking - Trailing

Period CRSOX Return Category Return Low Category Return High Rank in Category (%)
YTD -9.7% -33.9% 262.5% 31.48%
1 Yr -8.1% -36.6% 267.4% 32.41%
3 Yr -5.5%* -22.7% 43.2% 33.68%
5 Yr -3.6%* -16.8% 23.9% 36.78%
10 Yr -7.0%* -16.8% -5.3% 18.42%

* Annualized

Return Ranking - Calendar

Period CRSOX Return Category Return Low Category Return High Rank in Category (%)
2019 5.7% -8.3% 16.6% 57.01%
2018 -12.5% -42.9% -0.2% 18.95%
2017 -1.0% -13.1% 10.5% 72.53%
2016 12.4% 3.1% 22.1% 28.89%
2015 -25.0% -64.9% -7.2% 56.25%

Total Return Ranking - Trailing

Period CRSOX Return Category Return Low Category Return High Rank in Category (%)
YTD -9.7% -33.9% 262.5% 31.48%
1 Yr -8.1% -36.6% 267.4% 32.41%
3 Yr -4.3%* -22.7% 50.7% 28.42%
5 Yr -2.9%* -16.8% 27.5% 42.53%
10 Yr -6.0%* -14.9% -3.9% 36.84%

* Annualized

Total Return Ranking - Calendar

Period CRSOX Return Category Return Low Category Return High Rank in Category (%)
2019 5.7% -8.3% 16.6% 57.01%
2018 -11.7% -42.9% -0.2% 14.74%
2017 1.8% -8.3% 10.9% 61.54%
2016 12.4% 3.1% 23.2% 37.78%
2015 -25.0% -62.9% -7.2% 56.25%

NAV & Total Return History


Holdings

CRSOX - Holdings

Concentration Analysis

CRSOX Category Low Category High CRSOX % Rank
Net Assets 1.57 B 1.19 M 6.15 B 21.10%
Number of Holdings 34 4 695 66.97%
Net Assets in Top 10 944 M 523 K 5.61 B 9.17%
Weighting of Top 10 60.46% 11.5% 95.5% 41.18%

Top 10 Holdings

  1. CREDIT SUISSE CAYMAN COMMODITY 20.47%
  2. Federal Farm Credit Banks 0.45% 6.34%
  3. Federal National Mortgage Association 0.42% 6.26%
  4. United States Treasury Notes 0.16% 5.89%
  5. United States Treasury Notes 0.21% 5.58%
  6. Federal Farm Credit Banks 0.95% 5.05%
  7. Federal Farm Credit Banks 2.05% 2.92%
  8. Federal Home Loan Banks 0.22% 2.69%
  9. Federal Home Loan Mortgage Corporation 0.2% 2.66%
  10. Federal Home Loan Mortgage Corporation 0.45% 2.61%

Asset Allocation

Weighting Return Low Return High CRSOX % Rank
Bonds
76.97% 0.00% 89.50% 13.76%
Other
20.47% 0.00% 108.57% 55.96%
Cash
2.57% -52.27% 92.75% 82.57%
Stocks
0.00% 0.00% 46.55% 70.64%
Preferred Stocks
0.00% 0.00% 0.00% 60.55%
Convertible Bonds
0.00% 0.00% 4.02% 72.48%

Bond Sector Breakdown

Weighting Return Low Return High CRSOX % Rank
Government
96.77% 0.00% 99.02% 5.50%
Cash & Equivalents
3.23% 0.98% 100.00% 97.25%
Derivative
0.00% 0.00% 10.47% 66.97%
Securitized
0.00% 0.00% 32.71% 72.48%
Corporate
0.00% 0.00% 67.90% 73.39%
Municipal
0.00% 0.00% 1.29% 66.06%

Bond Geographic Breakdown

Weighting Return Low Return High CRSOX % Rank
US
76.97% 0.00% 93.70% 13.76%
Non US
0.00% -4.20% 16.34% 66.06%

Expenses

CRSOX - Expenses

Operational Fees

CRSOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.78% 0.01% 19.14% 89.81%
Management Fee 0.59% 0.00% 1.75% 19.27%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.09% 0.04% 0.45% 33.33%

Sales Fees

CRSOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

CRSOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% 73.68%

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

CRSOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 130.00% 0.00% 262.00% 91.09%

Distributions

CRSOX - Distributions

Dividend Yield Analysis

CRSOX Category Low Category High CRSOX % Rank
Dividend Yield 0.00% 0.00% 2.07% 61.47%

Dividend Distribution Analysis

CRSOX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Quarterly Quarterly

Net Income Ratio Analysis

CRSOX Category Low Category High CRSOX % Rank
Net Income Ratio 1.62% -2.28% 3.57% 23.15%

Capital Gain Distribution Analysis

CRSOX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

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Fund Manager Analysis

CRSOX - Fund Manager Analysis

Managers

Christopher Burton


Start Date

Tenure

Tenure Rank

Oct 27, 2005

14.85

14.9%

Christopher Burton, CFA, FRM, is a Managing Director within Credit Suisse Asset Management, based in New York. Mr. Burton is a portfolio manager and trader specializing in derivatives. He has been a member of the Commodities Team since 2005. Prior to joining Credit Suisse in 2005, Mr. Burton served as an Analyst and Derivatives Strategist with Putnam Investments, where he developed the team's analytical tools and managed their options-based yield enhancement strategies, as well as exposure management strategies. Mr. Burton earned a B.S. in Economics with concentrations in Finance and Accounting from the University of Pennsylvania's Wharton School of Business. Additionally, Mr. Burton is a CFA Charterholder and has achieved Financial Risk Manager® Certification through the Global Association of Risk Professionals (GARP).

Bryant Lie


Start Date

Tenure

Tenure Rank

Jul 31, 2020

0.08

0.1%

Bryant Lie, Portfolio Manager and Vice President of Credit Suisse Asset Management, is a Portfolio Manager specializing in derivatives. He has been a member of the Commodities Team since 2012. Mr. Lie earned a B.S. in Applied Math, Economics, and Mathematics, and a M.S.E in Applied Math from Johns Hopkins University. Mr. Lie is a CFA charter holder.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.08 15.28 6.0 9.76