Credit Suisse Trust Commodity Return Strategy Portfolio

Class Other (CCRSX)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.42
Mean -0.43
Sharpe Ratio -0.36
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 92.37 99.56
Beta 0.94 0.98
Alpha -6.11 -1.09