Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSMN (Credit Suisse Market Neutral ETN) | NA | -7.45% | -2.16% | NA | NA | NA | NA | … | … |
Data as of 01/28/2015, Common starting date is 09/22/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSMN (Credit Suisse Market Neutral ETN) | 09/22/2011 | 01/28/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | -7.45 | -2.16 | NA | NA | NA | NA | … | … | -1.43 | -6.48 | 3.06 | -2.14 | 1.78 |
| Sharpe Ratio | NA | -0.43 | -0.17 | NA | NA | NA | NA | … | … | -0.36 | -0.59 | 0.25 | -0.06 | 0.65 |
| Standard Deviation(%) | NA | 17.17 | 13.22 | NA | NA | NA | NA | … | … | 50.45 | 10.93 | 12.07 | 37.03 | 10.17 |
| Draw Down(%) | NA | 12.66 | 12.91 | NA | NA | NA | NA | … | … | 9.26 | 12.52 | 7.60 | 26.17 | 4.10 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/28/2015, Common starting date is 09/22/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSMN (Credit Suisse Market Neutral ETN) |
-1.93%
Dec 2011 – Dec 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSMN (Credit Suisse Market Neutral ETN) |
-0.61%
Nov 2011 – Nov 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart