C000120618 Performance — Credit Suisse Managed Futures Strategy Fund, Class I
Data updated: 2025-01-14
C000120618 returned −8.88% over one year to Oct 2024. Annualised returns are +0.53% over 3 years and +2.82% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $102, against $114 for the category, and to $91 over one year, against $115. Volatility over the past three years was 10.37% a year. In the 12 months to Oct 2024 the fund lost a net $33.2M, and assets reached $201.63M.
C000120618 Growth of $100
What $100 invested in Credit Suisse Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000120618 | Category average |
|---|---|---|
| 1 year (Nov 2023 – Oct 2024) | $91 | $115 |
| 3 years (Nov 2021 – Oct 2024) | $102 | $114 |
| 5 years (Nov 2019 – Oct 2024) | $115 | $144 |
| Since data start (Aug 2019 – Oct 2024) | $111 | $145 |
C000120618 Trailing Returns
Total returns to Oct 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −8.88% |
| 3 years (annualised) | +0.53% |
| 5 years (annualised) | +2.82% |
C000120618 Annual Returns
Calendar-year total returns of Credit Suisse Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Oct) | −6.90% |
| 2023 | −6.16% |
| 2022 | +21.38% |
| 2021 | +7.48% |
| 2020 | +1.86% |
| 2019 (Aug–Dec) | −4.76% |
C000120618 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.5% | +1.9% | +0.6% | +1.3% | +0.2% | −1.5% | −1.1% | −3.7% | +1.9% | −5.1% | — | — |
| 2023 | 0.0% | −1.1% | −3.1% | +0.8% | +1.5% | −0.5% | −2.4% | −1.5% | +1.4% | +0.9% | −3.8% | +1.7% |
| 2022 | +2.5% | +2.9% | +7.6% | +6.5% | −1.0% | +0.1% | −3.3% | +4.4% | +6.5% | −1.9% | −3.2% | −0.8% |
| 2021 | −0.3% | +6.8% | +1.1% | +3.6% | +1.9% | −2.5% | −0.6% | −0.9% | +1.6% | +1.3% | −3.9% | −0.3% |
| 2020 | −2.6% | −1.9% | +3.4% | −1.1% | −0.7% | −2.5% | +1.9% | +2.0% | −2.7% | +0.2% | +2.2% | +4.1% |
| 2019 | — | — | — | — | — | — | — | +3.7% | −4.4% | −2.9% | −0.5% | −0.5% |
C000120618 Risk
Risk measures from monthly returns over Nov 2021 – Oct 2024.
- 3-year volatility (annualised): 10.37%
- 3-year Sharpe ratio: -0.38 (vs 4.5% risk-free rate)
- Best month: +7.59% (Mar 2022)
- Worst month: −5.05% (Oct 2024)
C000120618 Fund Flows
Monthly money in and out of Credit Suisse Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$33.2M
- 12-month gross sales (incl. reinvestments): $80.6M
- Sales ÷ redemptions: 0.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2024 | $4.2M | $4.8M | −$672K |
| Sep 2024 | $7.2M | $5.6M | $1.7M |
| Aug 2024 | $17.8M | $5.5M | $12.3M |
| Jul 2024 | $3.3M | $3.3M | $9K |
| Jun 2024 | $2.5M | $3.2M | −$636K |
| May 2024 | $2.9M | $2.7M | $163K |
| Apr 2024 | $2.8M | $3.7M | −$905K |
| Mar 2024 | $2.4M | $7.1M | −$4.6M |
| Feb 2024 | $3.7M | $5.9M | −$2.2M |
| Jan 2024 | $7.3M | $8.4M | −$1.1M |
| Dec 2023 | $21.8M | $13.5M | $8.3M |
| Nov 2023 | $4.7M | $50.2M | −$45.6M |
C000120618 Assets Under Management
Net assets of Credit Suisse Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-10-31 | $201.63M |
| 2024-07-31 | $202.62M |
| 2024-04-30 | $207.79M |
| 2024-01-31 | $207.78M |
| 2023-10-31 | $256.38M |
| 2023-07-31 | $263.11M |
| 2023-04-30 | $278.57M |
| 2023-01-31 | $404.35M |
| 2022-10-31 | $465.20M |
| 2022-07-31 | $437.19M |
| 2022-04-30 | $464.62M |
| 2022-01-31 | $395.50M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.