Credit Suisse Commodity Return Strategy Fund

Scorecard
2 / 5 Stars
Lipper
2 2 1 4 4
Zacks Investment Research
3 (Hold)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.41
Mean -0.42
Sharpe Ratio -0.36
Bear Market Decile Rank 39

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 92.25 99.48
Beta 0.93 0.98
Alpha -6.0 -0.99