Credit Suisse Trust Commodity Return Strategy Portfolio

Class Other (CCRSX)
Scorecard
2 / 5 Stars
Lipper
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Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.88
Mean -0.63
Sharpe Ratio -0.51
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
DJ UBS Commodity TR USD
R-Squared 92.75 99.6
Beta 0.93 0.98
Alpha -5.82 -1.2