Fact sheet: CS Inv4CS(L)SystRtrn$

Fund information

Fund name
CS Investment 4 CS (Lux) SystematicReturn USD EB USD
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager(s)
Mehmet Gungurmez
since 10/03/2017
Hechinger Bernard
since 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

2.76 %

1 Year rank in sector

82/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 453.4 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Commodity & Energy
    1.66%
  • Foreign Exchange
    0.35%
  • International Equities
    0.18%
  • Global Fixed Interest
    0.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.3 %4.52 %2.76 %1.43 %0 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector102 / 15341 / 16982 / 15069 / 101 /
Quartile th3 rd1 st3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund1.85 %1 %-1.33 %0 %0 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector104 / 16151 / 12663 / 103 / /
Quartile th3 rd2 nd3 rd th th

Risk statistics

Alpha-1.33
Beta1.08
Sharpe-0
Volatility3.87
Tracking error3.24
Information ratio-0.41
R-Squared0.3

Price movement

52 week high1020.32
52 week low954.81
Current bid price0
Current offer price0
Current mid price1000.09

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 1.66% Commodity & Energy
  • 0.35% Foreign Exchange
  • 0.18% International Equities
  • 0.15% Global Fixed Interest

Individual holdings

  • 16.4% US TREASURY BILL 01.02.18
  • 15.1% US TREASURY BILL 09.11.17
  • 15% US TREASURY BILL 21.09.17
  • 12.9% US TREASURY BILL 04.01.18
  • 10.4% US TREASURY BILL 29.03.18
  • 9.8% US TREASURY BILL 07.12.17