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
Dietmar Peetz
since 19/08/2014
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

0.84 %

1 Year rank in sector

75/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 473.3 m

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

Top in sector

Holdings snapshot

  • International Equities
    1.23%
  • Global Fixed Interest
    -0.16%
  • Money Market
    -0.35%
  • Commodity & Energy
    -0.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.9 %0.68 %0.84 %0 %0 %
Sector0.32 %1.09 %1.18 %2.63 %7.51 %
Rank within sector30 / 14985 / 16375 / 146 / /
Quartile th1 st3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund0.89 %1 %-1.33 %0 %0 %
Sector1.98 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector102 / 16055 / 12967 / 106 / /
Quartile th3 rd2 nd3 rd th th

Price movement

52 week high990.66
52 week low954.81
Current bid price0
Current offer price0
Current mid price990.66

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 1.23% International Equities
  • -0.16% Global Fixed Interest
  • -0.35% Money Market
  • -0.6% Commodity & Energy

Individual holdings

  • 14.7% US TREASURY BILL 09/11/17
  • 14.7% US TREASURY BILL 20/07/17
  • 14.7% US TREASURY BILL 21/09/17
  • 14.7% US TREASURY BILL 22/06/17
  • 14.7% US TREASURY BILL 31/08/17
  • 7.1% US-TREASURY BILLS 07.12.2017