CSAIX: Credit Suisse Managed Futs Strat I

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CSAIX Credit Suisse Managed Futs Strat I


Profile

CSAIX - Profile

Vitals

  • YTD Return -5.5%
  • 3 Yr Annualized Return -3.8%
  • 5 Yr Annualized Return -5.0%
  • Net Assets $262 M
  • Holdings in Top 10 N/A

52 WEEK LOW AND HIGH

$9.14
$9.10
$10.82

Expenses

OPERATING RELATED FEES

  • Expense Ratio 1.32%

SALES FEES

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

BROKERAGE FEES

  • Turnover N/A

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 Managed Futures

Distributions

  • YTD Total Return -5.5%
  • 3 Yr Annualized Total Return -3.8%
  • 5 Yr Annualized Total Return -2.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.42%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    Credit Suisse Managed Futures Strategy Fund
  • Fund Family Name
    Credit Suisse (New York, NY)
  • Inception Date
    Sep 28, 2012
  • Shares Outstanding
    N/A
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Sheel Dhande

Fund Description

In seeking to achieve its investment objective, the fund generally seeks to obtain exposure to both up and down price trends in four broad asset classes - equities, fixed income, commodities and currencies. 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.


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Categories

Performance

CSAIX - Performance

Return Ranking - Trailing

Period CSAIX Return Category Return Low Category Return High Rank in Category (%)
YTD -5.5% -26.6% 10.3% 74.17%
1 Yr -10.2% -33.4% 15.4% 90.13%
3 Yr -3.8%* -22.8% 6.0% 83.31%
5 Yr -5.0%* -23.3% 19.7% 93.74%
10 Yr N/A* -14.9% 11.0% N/A

* Annualized

Return Ranking - Calendar

Period CSAIX Return Category Return Low Category Return High Rank in Category (%)
2019 -6.0% -21.7% 32.8% 98.59%
2018 -4.0% -35.5% 3.9% 17.47%
2017 -1.5% -15.9% 20.0% 94.84%
2016 1.1% -13.3% 210.7% 75.41%
2015 -4.9% -71.0% 5.0% 26.38%

Total Return Ranking - Trailing

Period CSAIX Return Category Return Low Category Return High Rank in Category (%)
YTD -5.5% -26.6% 10.3% 74.17%
1 Yr -10.2% -33.4% 15.4% 90.13%
3 Yr -3.8%* -22.8% 6.2% 90.30%
5 Yr -2.9%* -23.3% 26.6% 88.80%
10 Yr N/A* -14.9% 13.5% N/A

* Annualized

Total Return Ranking - Calendar

Period CSAIX Return Category Return Low Category Return High Rank in Category (%)
2019 -6.0% -21.7% 32.8% 98.59%
2018 -4.0% -35.5% 3.9% 22.59%
2017 -1.5% -15.9% 21.6% 96.84%
2016 3.8% -13.3% 233.7% 57.92%
2015 3.3% -71.0% 6.6% 2.17%

NAV & Total Return History


Holdings

CSAIX - Holdings

Concentration Analysis

CSAIX Category Low Category High CSAIX % Rank
Net Assets 262 M 963 K 13 B 50.21%
Number of Holdings 24 4 3984 91.90%
Net Assets in Top 10 438 M -1.28 B 61.2 B 18.13%
Weighting of Top 10 N/A 5.6% 288.6% 11.05%

Top 10 Holdings

  1. 10 Year Treasury Note Future June 20 41.49%
  2. Future on Euro Bund Future Dec 19 38.79%
  3. Long Gilt Future June 20 33.35%
  4. JPN 10Y BOND(OSE) MAR20 XOSE 20200313 29.84%
  5. United States Treasury Bills 0% 28.92%
  6. United States Treasury Bills 0% 13.64%
  7. E-mini S&P 500 Futures Mar20 12.28%
  8. United States Treasury Bills 0% 11.92%
  9. Hang Seng Index Future Mar 20 9.89%
  10. Euro Stoxx 50 Future Mar 20 9.30%

Asset Allocation

Weighting Return Low Return High CSAIX % Rank
Bonds
138.26% 72.37% 7856.50% 9.19%
Stocks
15.47% -99.58% 110.51% 16.74%
Preferred Stocks
0.00% 0.00% 5.22% 74.73%
Convertible Bonds
0.00% 0.00% 17.63% 89.42%
Other
-0.01% -11.63% 87.97% 91.21%
Cash
-53.73% -7776.08% 27.29% 84.89%

Stock Sector Breakdown

Weighting Return Low Return High CSAIX % Rank
Technology
16.93% -0.38% 100.00% 30.95%
Financial Services
16.00% -0.26% 100.00% 34.78%
Healthcare
12.49% -0.22% 100.00% 31.46%
Industrials
10.92% -0.16% 90.55% 18.16%
Consumer Cyclical
10.81% -0.20% 100.00% 19.95%
Consumer Defense
8.56% -0.12% 38.22% 25.83%
Communication Services
8.23% -0.05% 100.00% 28.39%
Basic Materials
5.30% -0.04% 100.00% 35.29%
Utilities
4.63% -0.05% 78.49% 8.44%
Energy
4.39% -0.08% 100.00% 47.06%
Real Estate
1.75% -0.04% 24.42% 40.15%

Stock Geographic Breakdown

Weighting Return Low Return High CSAIX % Rank
US
16.70% -99.46% 102.31% 8.10%
Non US
-1.23% -5.45% 100.37% 97.12%

Bond Sector Breakdown

Weighting Return Low Return High CSAIX % Rank
Government
72.76% -0.16% 263.38% 17.31%
Cash & Equivalents
23.01% -221.24% 46.44% 17.58%
Derivative
4.23% -0.31% 70.24% 39.15%
Securitized
0.00% 0.00% 90.58% 81.32%
Corporate
0.00% 0.00% 93.11% 98.08%
Municipal
0.00% 0.00% 38.08% 75.27%

Bond Geographic Breakdown

Weighting Return Low Return High CSAIX % Rank
Non US
95.77% -12.44% 329.40% 22.94%
US
42.49% -34.87% 7821.06% 39.56%

Expenses

CSAIX - Expenses

Operational Fees

CSAIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.32% 0.01% 38.91% 47.78%
Management Fee 1.04% 0.00% 1.77% 90.93%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.09% 0.01% 0.50% 49.62%

Sales Fees

CSAIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.25% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

CSAIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% 67.37%

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.

CSAIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 475.00% N/A

Distributions

CSAIX - Distributions

Dividend Yield Analysis

CSAIX Category Low Category High CSAIX % Rank
Dividend Yield 0.00% 0.00% 2.73% 72.43%

Dividend Distribution Analysis

CSAIX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

CSAIX Category Low Category High CSAIX % Rank
Net Income Ratio 0.42% -1.05% 11.37% 95.57%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

Fund Manager Analysis

CSAIX - Fund Manager Analysis

Managers

Sheel Dhande


Start Date

Tenure

Tenure Rank

Sep 28, 2012

7.76

7.8%

Mr. Dhande is a Portfolio Manager for QIS. He joined Credit Suisse in 2008. Prior to joining Credit Suisse, Mr. Dhande worked in the Quantitative Portfolio Strategies group in the Fixed Income division at Lehman Brothers where he worked on creating liquid investment strategies that replicate Fixed Income indices and as a trader on the Fixed Income Index swaps desk. Mr. Dhande earned his bachelor's degree in Computer Engineering from the University of Pune and a master's from the MIT Media Lab where his area of research was artificial intelligence.

Yung-Shin Kung


Start Date

Tenure

Tenure Rank

Nov 18, 2015

4.62

4.6%

Yung-Shin Kung, Director, is a member of the Alternative Funds Solutions (AFS) group within Credit Suisse Asset Management and a voting member of the AFS Investment Committee. He serves as Head of Portfolio Management - Americas and Global Head of Relative Value research for AFS. In addition, he is Head and CIO of Credit Suisse's Quantitative Investment Strategies group (QIS), an industry pioneer in the development and management of liquid alternative investment portfolios. Mr. Kung rejoined Credit Suisse in 2009 after spending three years at Merrill Lynch as a Director in the Financial Products Group, where he developed and marketed customized structured products and provided advice and guidance to hedge fund investors. Prior to his time at Merrill Lynch, Mr. Kung spent eight years at Credit Suisse First Boston working in several departments including structured debt capital markets, technology investment banking and alternative investments. Mr. Kung began his career at Credit Suisse First Boston in 1997. Mr. Kung holds a B.A. in Economics from the University of Chicago, where he was elected Phi Beta Kappa, and fulfilled the college's requirements for a B.A. in Statistics.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 28.28 6.09 10.84