Find A Portfolio/Ticker
Comparison Box
CSMA: Credit Suisse Merger Arbitrage ETN (ETF)
Basic Info
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 10/05/2010 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.55% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 06/10/2016)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/05/2010 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 6.7 | 3.9 | -0.4 | -0.4 | 0.4 | 6.0 | -0.7 | -7.7 | 7.4 | -6.4 | 4.6 | 0.2 |
| Sharpe Ratio | NA | 0.23 | -0.01 | -0.02 | 0.02 | 0.61 | -0.01 | -0.58 | 1.15 | -1.2 | 0.96 | 0.14 |
| Draw Down(%) | NA | 7.6 | 27.1 | 27.1 | 27.1 | 7.6 | 19.6 | 13.7 | 3.3 | 8.3 | 4.9 | 2.6 |
| Standard Deviation(%) | NA | 16.0 | 32.0 | 25.0 | 23.5 | 22.8 | 51.4 | 13.3 | 6.4 | 5.5 | 4.8 | 6.9 |
| Treynor Ratio | NA | -0.21 | 0.18 | 0.29 | -0.22 | -0.82 | 0.03 | -0.15 | 0.2 | 1.01 | -0.78 | -0.03 |
| Alpha | NA | 0.02 | 0.02 | 0.01 | 0.01 | 0.06 | 0.06 | -0.04 | 0.02 | -0.03 | 0.02 | 0.0 |
| Beta | NA | -0.17 | -0.02 | -0.01 | -0.02 | -0.17 | -0.29 | 0.5 | 0.36 | -0.06 | -0.06 | -0.3 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.04 | 0.0 | 0.0 | 0.02 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/05/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS A) (100%)
- ARBFX (THE ARBITRAGE FUND CLASS R) (96%)
- MERFX (THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES) (92%)
- GABCX (THE GABELLI ABC FUND CLASS AAA) (84%)
- VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) (80%)
- VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) (76%)
- CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) (72%)
- ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) (68%)
- JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) (60%)
- GADVX (THE GABELLI ABC FUND ADVISOR SHARES) (44%)
Best ETFs
* Day change on 06/10/2016.Latest Articles Related to CSMA
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
