Fact sheet: CS Inv2CS(L)CAllc

Fund information
Fund name
CS Investment 2 CS (Lux) CommodityAllocation B USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund managers
  • Dietmar Peetzsince 07/04/2010
  • Daniel Schmittsince 07/04/2010
Fund objective
The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets.
Benchmark
  • Bloomberg Commodity
Investment style
Active
Investment method
Mixed
Quick stats
1 Year return
9.6%
1 Year rank in sector
68/98
Sector
FO Commodity & Energy
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
2.06%
Fund size
£1,451m (£1,592m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
103
Top in this sector
Fund name1 Year
EGI Earth Gold105.2%
LLB Craton Cap Precious Metal92%
LLB Craton Capital Gbl Res88.7%
Baring Global Mining68.5%
SIA Long Term Invest Nat Res65.3%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

  • No data available.
  • Energy34.6%
    Fishery, Agriculture & Forestry32.6%
    Industrial Commodities17.3%
    Precious Metals & Stones15.4%
    Others0%
  • Commodity & Energy100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.6%4.3%-0.5%9.6%-31.9%-43.9%
Sector3.6%0.1%4.4%19.3%-9.2%-21.9%
Rank within sector53 / 9945 / 10174 / 10168 / 9883 / 9058 / 75
Quartile3rd2nd3rd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund10.7%-25.5%-17.6%-10.6%-4.9%
Sector22.6%-19.8%-9%-6.6%-3.4%
Rank within sector71 / 9962 / 9972 / 9057 / 8449 / 75
Quartile3rd3rd4th3rd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-9.43
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.75
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.02
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
13.66
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
9.28
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.93
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.6
Price movement
52 week high60.17
52 week low48.99
Current bid price-
Current offer price-
Current mid price58.56
Region
No data available.
Industry sector
1Energy34.6%
2Fishery, Agriculture & Forestry32.63%
3Industrial Commodities17.34%
4Precious Metals & Stones15.41%
5Others0.01%
Asset type
1Commodity & Energy100%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0% BDS 25/05/17 USD10018.54%
2US TREASURY BILL 02/02/1712.72%
3US TREASURY BILL 20/07/1712%
4US TREASURY BILL 02/03/1710.3%
5US TREASURY BILL 10/11/168.6%
6US TREASURY 31/03/176.87%
7US TREASURY BILL 05/01/176.53%
8US TREASURY BILL 22/06/176.18%
9US TREASURY 27/04/174.8%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets.
Benchmark
  • Bloomberg Commodity
Investment style
Active
Investment method
Mixed
Fund managers
NameSinceBiography
Dietmar Peetz07/04/2010Dr. Dietmar Peetz is a Senior Portfolio Manager with more than 14 years experience in financial markets covering commodities, fixed income, equity and derivatives. He joined Credit Suisse Asset Management from FVS AG in Germany, where he was responsible for developing and implementing risk optimized portfolios using absolute return strategies. Prior to FVS Dr. Peetz worked at Commercial Bank of Cologne in Portfolio Management, Treasury and Trading, with a focus on financial engineering and proprietary trading. Dr. Peetz graduated from the University of Applied Sciences in Cologne, Germany and from the University of Reading, UK, with a Master of Science in International Banking. He completed his PhD thesis in 2007 from the University of Kassel, Germany.
Daniel Schmitt07/04/2010Dr. Daniel Schmitt is portfolio manager and holds a masters degree in physics from the University of Massachusetts Dartmouth. He has more than two years experience in managing derivatives based portfolios with focus on commodity and volatility markets. Prior to Credit Suisse he worked on quantifying financial and physiological dynamics at Boston University in close collaboration with Harvard Medical School. Daniel received his PhD in theoretical physics from University of Ulm, Germany.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
CS Investment 2 CS (Lux) CommodityAllocation B USD
Initial charge5%
Annual charge1.92%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.06%
Total expense ratio (TER)2.19%
Bid price-
Offer price-
Mid price58.56
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeITY0
CS Investment 2 CS (Lux) CommodityAllocation BH CHF
Initial charge5%
Annual charge1.92%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.07%
Total expense ratio (TER)2.19%
Bid price-
Offer price-
Mid price53.33
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeITY2
CS Investment 2 CS (Lux) CommodityAllocation BH EUR
Initial charge5%
Annual charge1.92%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.06%
Total expense ratio (TER)2.19%
Bid price-
Offer price-
Mid price54.64
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeITY3
CS Investment 2 CS (Lux) CommodityAllocation EB USD
Initial charge3%
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)1.12%
Bid price-
Offer price-
Mid price627.73
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeITY1
CS Investment 2 CS (Lux) CommodityAllocation EBH CHF
Initial charge3%
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)1.12%
Bid price-
Offer price-
Mid price499.99
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08J4
CS Investment 2 CS (Lux) CommodityAllocation EBH EUR
Initial charge3%
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)1.12%
Bid price-
Offer price-
Mid price512.39
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08J5
CS Investment 2 CS (Lux) CommodityAllocation IB USD
Initial charge3%
Annual charge0.9%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price687.64
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFM9O
CS Investment 2 CS (Lux) CommodityAllocation UB USD
Initial charge-
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.42%
Bid price-
Offer price-
Mid price84.35
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSFY
CS Investment 2 CS (Lux) CommodityAllocation UBH CHF
Initial charge-
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.41%
Bid price-
Offer price-
Mid price81.15
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSFZ
CS Investment 2 CS (Lux) CommodityAllocation UBH EUR
Initial charge-
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price82.13
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSGA
Data provided by

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