Fact sheet: CS Inv4CS(L)SystRtrn$

Fund information
Fund name
CS Investment 4 CS (Lux) SystematicReturn USD EB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund managers
  • Mehmet Gungurmezsince 10/03/2017
  • Hechinger Bernardsince 10/03/2017
Fund objective
The Subfund’s investment strategy consists of a discretionary combination of systematic strategies which aim to benefit from structural return sources (i.e., Risk Premia) and market movements. More specifically, the Subfund’s investment strategy focuses on systematically monetizing return sources like trend following strategies across various asset classes.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
2.3%
1 Year rank in sector
68/148
Sector
FO Hedge/Stru Prod - Mixed
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.
0.6%
Fund size
£504m (£87m 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.
91
Top in this sector
Fund name1 Year
H2O MultiStrategies36.4%
Castellain Value26.2%
Garraway Fn Trds22.5%
GLG Mkt Neutral20.6%
Pimco GIS Stk Pl19.1%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%-1.1%-0.1%2.3%--
Sector0.4%-0.1%1.8%1.9%3.1%7.1%
Rank within sector59 / 161126 / 170123 / 16068 / 148--
Quartile2nd3rd4th2nd
Calendar performance
 YTD - 20172016201520142013
Fund-1%1%-1.3%--
Sector1%-0.5%-0.6%5.1%1.4%
Rank within sector133 / 16551 / 13572 / 112--
Quartile4th2nd3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high989.89
52 week low949.85
Current bid price-
Current offer price-
Current mid price972.41
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities0.17%
2Foreign Exchange0.03%
3Commodity & Energy0.01%
4Others-0.12%
Individual holdings
1US TREASURY BILL 09/11/1714.87%
2US TREASURY BILL 22/06/1714.82%
3US TREASURY BILL 20/07/1714.81%
4US TREASURY BILL 31/08/1714.79%
5US TREASURY BILL 21/09/1714.78%
6US TREASURY BILL 25/05/179.89%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The Subfund’s investment strategy consists of a discretionary combination of systematic strategies which aim to benefit from structural return sources (i.e., Risk Premia) and market movements. More specifically, the Subfund’s investment strategy focuses on systematically monetizing return sources like trend following strategies across various asset classes.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
Mehmet Gungurmez10/03/2017
Hechinger Bernard10/03/2017Bernard Hechinger, CFA, Managing Director, is Head of Portfolio Management for Switzerland and of Tactical Trading Strategies Research for the Alternative Funds Solutions group. Mr. Hechinger holds a B.A. from the University of Pennsylvania and a B.Sc. from the University of Pennsylvania’s Wharton School. He is a CFA charter holder.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Norway, Offshore
CS Investment 4 CS (Lux) SystematicReturn USD B USD
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.24%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price95.45
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMRB
CS Investment 4 CS (Lux) SystematicReturn USD BH CHF
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.26%
Total expense ratio (TER)2.49%
Bid price-
Offer price-
Mid price91.44
CurrencyCHF
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMRD
CS Investment 4 CS (Lux) SystematicReturn USD EB USD
Initial charge3%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.6%
Total expense ratio (TER)1.76%
Bid price-
Offer price-
Mid price972.41
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMRC
CS Investment 4 CS (Lux) SystematicReturn USD EBH CHF
Initial charge3%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.6%
Total expense ratio (TER)1.74%
Bid price-
Offer price-
Mid price943.2
CurrencyCHF
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFPIR
CS Investment 4 CS (Lux) SystematicReturn USD EBH EUR
Initial charge3%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.6%
Total expense ratio (TER)1.73%
Bid price-
Offer price-
Mid price952.85
CurrencyEUR
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFOFZ
CS Investment 4 CS (Lux) SystematicReturn USD UB USD
Initial charge5%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.09%
Total expense ratio (TER)2.24%
Bid price-
Offer price-
Mid price97.13
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSHE
CS Investment 4 CS (Lux) SystematicReturn USD UBH CHF
Initial charge5%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.08%
Total expense ratio (TER)2.27%
Bid price-
Offer price-
Mid price93.08
CurrencyCHF
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSHF
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.