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Thursday, December 10, 2009, 12:49AM ET - U.S. Markets open in 8 hours and 41 minutes. Dow Up 0.50% Nasdaq Up 0.49%
Credit Suisse Commodity Return Strat Com (CRSOX)On Dec 9: 8.67  Down 0.14 (1.59%)  
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Risk  As of 31-Oct-09Get 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
StatisticCRSOXCategory
Alpha (against Standard Index)-0.669.84
Beta (against Standard Index)0.581.13
Mean Annual Return-5.360.30
R-squared (against Standard Index)2349.03
Standard Deviation23.4131.65
Sharpe Ratio-0.22N/A
Treynor Ratio-13.49N/A
5 Years
StatisticCRSOXCategory
Alpha (against Standard Index)N/A10.78
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A1.02
R-squared (against Standard Index)N/A43.88
Standard DeviationN/A28.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticCRSOXCategory
Alpha (against Standard Index)N/A13.33
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A1.16
R-squared (against Standard Index)N/A35.23
Standard DeviationN/A25.46
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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