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

8.85 %

1 Year rank in sector

48/157

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 490.6 m

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

Top in sector

Holdings snapshot

  • International Equities
    73.2%
  • Foreign Exchange
    43.8%
  • Global Fixed Interest
    36%
  • Commodity & Energy
    21.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.94 %8.43 %8.85 %8.12 %0 %
Sector1.77 %4.15 %5.96 %4.33 %10.98 %
Rank within sector20 / 15632 / 17048 / 15737 / 97 /
Quartile th1 st1 st2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund4.28 %4.41 %1 %-1.33 %0 %
Sector1.78 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector27 / 14074 / 15553 / 12258 / 96 /
Quartile th1 st2 nd2 nd3 rd th

Risk statistics

Alpha0.14
Beta1.31
Sharpe-0
Volatility4.25
Tracking error3.5
Information ratio0.11
R-Squared0.34

Price movement

52 week high1069.05
52 week low956.81
Current bid price0
Current offer price0
Current mid price1069.05

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 73.2% International Equities
  • 43.8% Foreign Exchange
  • 36% Global Fixed Interest
  • 21.4% Commodity & Energy

Individual holdings

  • 17.6% UNITED STATES OF AMER TREAS BILLS 0% TB 01/03/18 USD100
  • 17.3% US TREASURY BILL 01.02.18
  • 15.3% US TREASURY BILL 29.03.18
  • 14.2% US TREASURY BILL 26.04.18
  • 13.6% US TREASURY BILL 04.01.18
  • 8.7% UNITED STATES OF AMER TREAS BILLS 0% TB 24/05/18 USD100