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Thursday, December 10, 2009, 12:49AM ET - U.S. Markets open in 8 hours and 41 minutes. Dow  0.50% Nasdaq  0.49%

Credit Suisse Commodity Return Strat Com (CRSOX)

On Dec 9: 8.67   0.14 (1.59%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2005): 20.31% Worst 1 Yr Total Return (2008): -35.47% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CRSOX Category Alpha (against Standard Index) -0.66 9.84 Beta (against Standard Index) 0.58 1.13 Mean Annual Return -5.36 0.30 R-squared (against Standard Index) 23 49.03 Standard Deviation 23.41 31.65 Sharpe Ratio -0.22 N/A Treynor Ratio -13.49 N/A 5 Years Statistic CRSOX Category Alpha (against Standard Index) N/A 10.78 Beta (against Standard Index) N/A 1.16 Mean Annual Return N/A 1.02 R-squared (against Standard Index) N/A 43.88 Standard Deviation N/A 28.35 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic CRSOX Category Alpha (against Standard Index) N/A 13.33 Beta (against Standard Index) N/A 0.90 Mean Annual Return N/A 1.16 R-squared (against Standard Index) N/A 35.23 Standard Deviation N/A 25.46 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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