Performance
Trailing returns
| 1 day | +0.10% |
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| 1 week | +0.68% |
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| 4 week | +2.06% |
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| 3 month | +2.98% |
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| YTD | +3.90% |
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| 1 year | +7.70% |
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| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualised | |||||
| Best 3-month return | +2.36% | |
| Worst 3-month return | -1.20% |
Morningstar statistics
Morningstar category: Multialternative
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 7.35M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.81% | |
| Management fee | - | |
| Fund family | Credit Suisse (New York, NY) |
Asset allocation
| Cash | 51.70% | |
| Stocks | 10.12% | |
| Bonds | 26.95% | |
| Preferred | 0.01% | |
| Other | 11.23% |
Purchase information
| Initial | $250,000 | |
| Additional | $100,000 |
10.33-0.05(-0.48%)
May 23, 4:00pm GMT-4
Description
The investment seeks to achieve investment results that correspond generally to the performance of the Credit Suisse Liquid Alternative Beta Index. The fund employs a "passive" or indexing investment approach designed to track generally the performance of the Credit Suisse Liquid Alternative Beta Index (the "index"). The index seeks to approximate the aggregate returns of the universe of hedge funds, as represented by the Dow Jones Credit Suisse Hedge Fund Index (the "DJCS Hedge Fund Index"), using liquid investments. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Jordan Drachman (Started: Mar 30, 2012)
Sheel Dhande (Started: Jul 31, 2012)
Jordan Drachman (Started: Mar 30, 2012)
Sheel Dhande (Started: Jul 31, 2012)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -1.58 | - | - | - | |
| Beta* | 0.31 | - | - | - | |
| Mean annual return | 0.30 | - | - | - | |
| R-squared* | 77.20 | - | - | - | |
| Standard deviation | 3.66 | - | - | - | |
| Sharpe ratio | 0.95 | - | - | - | |
| * Against standard index | |||||