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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% |
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Performance Analytics (As of 06/10/2016)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 6.7 | 3.9 | -0.4 | -0.4 | 0.4 | 6.0 | -0.7 | -7.7 | 7.4 | -6.4 | 4.6 | 0.2 |
| SR | NA | 0.23 | -0.01 | -0.01 | 0.02 | 0.61 | -0.01 | -0.58 | 1.15 | -1.2 | 0.96 | 0.14 |
| DD(%) | NA | 7.6 | 27.1 | 27.1 | 27.1 | 7.6 | 19.6 | 13.7 | 3.3 | 8.3 | 4.9 | 2.6 |
| SD(%) | NA | 16.0 | 34.2 | 28.9 | 24.0 | 22.8 | 51.4 | 13.3 | 6.4 | 5.5 | 4.8 | 6.9 |
| TR | NA | -0.22 | 0.1 | 0.11 | -0.17 | -0.82 | 0.03 | -0.15 | 0.2 | 1.01 | -0.78 | -0.03 |
| Alpha(%) | NA | 0.01 | -0.02 | -0.03 | 0.0 | 0.06 | 0.06 | -0.04 | 0.02 | -0.03 | 0.02 | 0.0 |
| Beta(%) | NA | -0.17 | -0.04 | -0.04 | -0.02 | -0.17 | -0.29 | 0.5 | 0.36 | -0.06 | -0.06 | -0.3 |
| RS | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.04 | 0.0 | 0.0 | 0.02 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/05/2010
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