Fact sheet: CS L Cmd Idx+ $

Fund information
Fund name
CS (Lux) Commodity Index Plus USD B USD
Fund manager company
Credit Suisse Fund Management
Fund type
No data available.
Fund managers
  • Christopher Burtonsince 07/11/2005
  • Nelson Louiesince 18/08/2010
Fund objective
The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices.
Benchmark
  • Bloomberg Commodity
Investment style
Passive/Tracking
Investment method
Derivatives, Synthetic
Quick stats
1 Year return
7.9%
1 Year rank in sector
64/98
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.
1.56%
Fund size
£580m (£457m 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.
105
Top in this sector
Fund name1 Year
EGI Earth Gold104.9%
LLB Craton Cap Precious Metal83.4%
LLB Craton Capital Gbl Res75.5%
Baring Global Mining60.1%
Franklin Gold&Prec Met55.3%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

  • No data available.
  • Energy35%
    Fishery, Agriculture & Forestry32.7%
    Industrial Commodities16.9%
    Precious Metals & Stones15.5%
  • Commodity & Energy100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.4%4.6%0.6%7.9%-31.2%-43.6%
Sector1.5%1.2%6.8%16.1%-10.6%-22.9%
Rank within sector54 / 9945 / 10174 / 10164 / 9879 / 9055 / 75
Quartile3rd2nd3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund10.4%-25.5%-17.5%-10.7%-3.1%
Sector21.2%-19.8%-9%-6.6%-3.4%
Rank within sector66 / 9963 / 9971 / 9058 / 8442 / 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.
-9.06
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%.
13.96
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.
9.68
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.
-0.86
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.
0.58
Price movement
52 week high56.39
52 week low45.91
Current bid price-
Current offer price-
Current mid price54.54
Region
No data available.
Industry sector
1Energy34.99%
2Fishery, Agriculture & Forestry32.66%
3Industrial Commodities16.89%
4Precious Metals & Stones15.45%
Asset type
1Commodity & Energy100%
Individual holdings
1US TREASURY 0.418 31/10/178.65%
2US TREASURY 0.522 31/01/187%
3US TREASURY 0.440 30/04/186.29%
4US TREASURY 0.327 31/07/176.11%
5US TREASURY 0.875% 28/02/175.18%
6US TREASURY 0.494% 31/07/184.54%
7US TREASURY 0.750% 15/03/174.34%
8US TREASURY 0.324 30/04/174.01%
9US TREASURY 0.394% 30/04/174.01%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
No data available.
Fund objective
The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices.
Benchmark
  • Bloomberg Commodity
Investment style
Passive/Tracking
Investment method
Derivatives, Synthetic
Fund managers
NameSinceBiography
Christopher Burton07/11/2005Christopher Burton, Vice President, is Portfolio Manager and Trader on the Derivatives Team, where he is responsible for overseeing portfolio management for commodities products, as well as for analyzing and implementing the team's hedging, indexing and excess return strategies. Prior to joining Credit Suisse in 2005, he served as an analyst and derivatives strategist with Putnam Investments, where he developed the team's analytical tools and managed their options-based yield enhancement strategies as well as exposure management strategies. Mr. Burton earned a BS in economics with concentrations in finance and accounting from the University of Pennsylvania's Wharton School of Business
Nelson Louie18/08/2010Nelson Louie, Managing Director, is Global Head of the Commodities Group. Mr. Louie re-joined Credit Suisse Asset Management, LLC in August 2010. From May 2009 to August 2010 he was an Executive Director in the Commodity Index Products area at UBS Securities, LLC. From June 2007 to May 2009 he was a Managing Director at AIG Financial Products responsible for North American Marketing of commodities-based solutions. From April 1993 to June 2007 he held various positions within Credit Suisse Asset Management, LLC. He was a senior portfolio manager overseeing a team that was responsible for enhanced commodity and equity index strategies, option based hedging solutions and option arbitrage products. He was a team member of the commodity funds from their inception through May 2007. Mr. Louie holds a Bachelor of Arts degree in Economics from Union College.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Chile, Czech Republic, Germany, Spain, France, United Kingdom, Gibraltar, Hungary, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Peru, Singapore
CS (Lux) Commodity Index Plus USD B USD
Initial charge5%
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.56%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price54.54
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEW33
CS (Lux) Commodity Index Plus USD BH CHF
Initial charge-
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.59%
Bid price-
Offer price-
Mid price44.26
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE12M
CS (Lux) Commodity Index Plus USD BH EUR
Initial charge5%
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.58%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price45.36
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEW36
CS (Lux) Commodity Index Plus USD DB USD
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price621.41
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAJT2
CS (Lux) Commodity Index Plus USD DBH CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price464.42
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1AT
CS (Lux) Commodity Index Plus USD IB USD
Initial charge3%
Annual charge0.4%
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price554.94
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeL778
CS (Lux) Commodity Index Plus USD IBH CHF
Initial charge-
Annual charge0.4%
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price479.9
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE12N
CS (Lux) Commodity Index Plus USD IBH EUR
Initial charge3%
Annual charge0.4%
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price480.11
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeL779
CS (Lux) Commodity Index Plus USD UB USD
Initial charge5%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.24%
Bid price-
Offer price-
Mid price83.56
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSDY
CS (Lux) Commodity Index Plus USD UBH CHF
Initial charge5%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.23%
Bid price-
Offer price-
Mid price81.07
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSDZ
CS (Lux) Commodity Index Plus USD UBH EUR
Initial charge5%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.24%
Bid price-
Offer price-
Mid price81.85
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSEA
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