Fact sheet: CS Inv4CS(Lux)PrimaMStg

Fund information
Fund name
CS Investment 4 CS (Lux) Prima Multi Strategy B EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund managers
  • Credit Suisse Asset Managementsince 01/12/2011
  • Stéphane Julensince 20/07/2010
  • Wiedemeijer Oliversince 20/07/2010
Fund objective
Credit Suisse (Lux) Prima Multi-Strategy fund (CS Prima Multi-Strategy) is a UCITS IV compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in Luxembourg and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-7.8%
1 Year rank in sector
104/123
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.
3.55%
Fund size
£548m (£792m 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.
24
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.8%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT11.8%
GLG Mkt Neutral9.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2%-2.6%-4%-7.8%-6.3%0.5%
Sector-0.5%-1.3%-0.3%-2.2%2.9%6.7%
Rank within sector101 / 117100 / 140118 / 137104 / 12373 / 8253 / 68
Quartile4th3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-7.5%-1%1.8%5.6%2.3%
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector109 / 12464 / 10854 / 8932 / 8142 / 72
Quartile4th3rd3rd2nd3rd
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.
-3.15
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.
1.01
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
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%.
3.46
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.
2.76
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.
-1.15
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.
0.37
Price movement
52 week high107.82
52 week low99.62
Current bid price-
Current offer price-
Current mid price99.62
Region
1International100%
Industry sector
1Hedge100%
Asset type
1International Equities100%
Individual holdings
1LEGG MASON WESTERN ASSET MACRO7.17%
2MARSHALL WACE MW TOPS UCITS A EUR6.95%
3GAM STAR EUROPEAN ALPHA6.6%
4PICTET SICAV6.57%
5DNB TMT ABSOLUTE RETURN FUND6.15%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
Credit Suisse (Lux) Prima Multi-Strategy fund (CS Prima Multi-Strategy) is a UCITS IV compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in Luxembourg and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
Credit Suisse Asset Management01/12/2011
Stéphane Julen20/07/2010Stéphane Julen joined Clariden Leu in March 2010 as Head Hedge Funds. Previously, he worked for nine years at Falcon Private Bank (formerly AIG Private Bank) in various positions related to hedge fund investments. This included risk management, hedge fund research and portfolio management. His last role at Falcon Private Bank was Head Alternative Investments. From 1997 to 2001, he was Associate Director in Equity Research at UBS Asset Management/Brinson Partners in Basel and Chicago. Stéphane Julen holds a Master of Science in Business management with concentration in Finance from the University of Lausanne. He is a CFA charterholder, a Certified European Financial Analyst (CEFA) and a member of the Swiss CFA Society.
Wiedemeijer Oliver20/07/2010
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, Hungary, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Slovenia, Sweden
CS Investment 4 CS (Lux) Prima Multi Strategy B EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3.55%
Total expense ratio (TER)3.18%
Bid price-
Offer price-
Mid price99.62
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKHS6
CS Investment 4 CS (Lux) Prima Multi Strategy BH CHF
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3.4%
Total expense ratio (TER)3.18%
Bid price-
Offer price-
Mid price95.31
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKHS9
CS Investment 4 CS (Lux) Prima Multi Strategy BH GBP
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3.54%
Total expense ratio (TER)3.19%
Bid price-
Offer price-
Mid price97.91
CurrencyGBP
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05DL
CS Investment 4 CS (Lux) Prima Multi Strategy BH USD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3.54%
Total expense ratio (TER)3.19%
Bid price-
Offer price-
Mid price100.18
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKHT0
CS Investment 4 CS (Lux) Prima Multi Strategy EB EUR
Initial charge3%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price896.07
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVIC
CS Investment 4 CS (Lux) Prima Multi Strategy EBH CHF
Initial charge3%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price885.08
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFURQ
CS Investment 4 CS (Lux) Prima Multi Strategy EBH USD
Initial charge3%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price902.96
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV1Q
CS Investment 4 CS (Lux) Prima Multi Strategy FB EUR
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.85%
Total expense ratio (TER)2.53%
Bid price-
Offer price-
Mid price1045.65
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMFH4
CS Investment 4 CS (Lux) Prima Multi Strategy FBH CHF
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.54%
Bid price-
Offer price-
Mid price999.2
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMFH5
CS Investment 4 CS (Lux) Prima Multi Strategy FBH GBP
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.83%
Total expense ratio (TER)2.71%
Bid price-
Offer price-
Mid price1015.35
CurrencyGBP
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNIB0
CS Investment 4 CS (Lux) Prima Multi Strategy FBH USD
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.83%
Total expense ratio (TER)2.46%
Bid price-
Offer price-
Mid price1036.64
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMFH6
CS Investment 4 CS (Lux) Prima Multi Strategy IB EUR
Initial charge3%
Annual charge1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3%
Total expense ratio (TER)2.68%
Bid price-
Offer price-
Mid price1033.14
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKHS7
CS Investment 4 CS (Lux) Prima Multi Strategy IBH CHF
Initial charge3%
Annual charge1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.82%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price985.96
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKHS8
CS Investment 4 CS (Lux) Prima Multi Strategy IBH GBP
Initial charge3%
Annual charge1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3.06%
Total expense ratio (TER)3.09%
Bid price-
Offer price-
Mid price1044.41
CurrencyGBP
Price updated02/08/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG0SH
CS Investment 4 CS (Lux) Prima Multi Strategy IBH USD
Initial charge3%
Annual charge1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)3%
Total expense ratio (TER)2.71%
Bid price-
Offer price-
Mid price1023.74
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM9W8
CS Investment 4 CS (Lux) Prima Multi Strategy UB EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.97%
Bid price-
Offer price-
Mid price91.33
CurrencyEUR
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRQH
CS Investment 4 CS (Lux) Prima Multi Strategy UBH CHF
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.98%
Bid price-
Offer price-
Mid price89.75
CurrencyCHF
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRQJ
CS Investment 4 CS (Lux) Prima Multi Strategy UBH GBP
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.94%
Bid price-
Offer price-
Mid price91.77
CurrencyGBP
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRQI
CS Investment 4 CS (Lux) Prima Multi Strategy UBH USD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.94%
Bid price-
Offer price-
Mid price92.33
CurrencyUSD
Price updated23/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRQK
Data provided by

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