Credit Suisse Correlations

CRSCX Fund

USD 20.05 0.13 0.65%

The current 90-days correlation between Credit Suisse Modity and Pimco Energy Tactical is 0.11 (i.e., Average diversification). The correlation of Credit Suisse is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Credit Suisse Correlation With Market

Very good diversification

The correlation between Credit Suisse Modity and DJI is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Credit Suisse Modity and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Credit Suisse Modity. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with Credit Mutual Fund

1.0	CRSOX	Credit Suisse Modity	Pair Corr
0.98	CRSAX	Credit Suisse Modity	Pair Corr
1.0	CCRSX	Commodity Return Strategy	Pair Corr
1.0	CCRRX	Credit Suisse Trust	Pair Corr
0.84	PCRIX	Commodityrealreturn	Pair Corr
0.84	PCRRX	Commodityrealreturn	Pair Corr
0.84	PCRPX	Pimco Modityrealreturn	Pair Corr
0.85	PCSRX	Commodityrealreturn	Pair Corr
0.84	PCRAX	Commodityrealreturn	Pair Corr
0.86	PCRCX	Commodityrealreturn	Pair Corr
0.84	PCRNX	Pimco Commodityrealret	Pair Corr
0.67	PCLAX	Pimco Moditiesplus	Pair Corr
0.68	PCPCX	Pimco Moditiesplus	Pair Corr
0.67	PCLNX	Pimco Commoditiesplus	Pair Corr

Moving against Credit Mutual Fund

0.44	GAAKX	Gmo Alternative Allo	Pair Corr
0.44	GAAGX	Gmo Alternative Allo	Pair Corr
0.42	WARCX	Wells Fargo Advantage	Pair Corr

Related Correlations Analysis

	PDX	VENAX	SEPIX	PEO	IGNAX	PSPFX	GMOWX	XGNTX
PDX		0.83	0.78	0.87	0.78	0.69	0.68	0.48	PDX
VENAX	0.83		0.93	0.97	0.79	0.6	0.77	0.42	VENAX
SEPIX	0.78	0.93		0.94	0.88	0.74	0.88	0.55	SEPIX
PEO	0.87	0.97	0.94		0.82	0.66	0.8	0.4	PEO
IGNAX	0.78	0.79	0.88	0.82		0.94	0.95	0.75	IGNAX
PSPFX	0.69	0.6	0.74	0.66	0.94		0.9	0.77	PSPFX
GMOWX	0.68	0.77	0.88	0.8	0.95	0.9		0.67	GMOWX
XGNTX	0.48	0.42	0.55	0.4	0.75	0.77	0.67		XGNTX
	PDX	VENAX	SEPIX	PEO	IGNAX	PSPFX	GMOWX	XGNTX

Risk-Adjusted Indicators

There is a big difference between Credit Mutual Fund performing well and Credit Suisse Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Credit Suisse's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PDX	0.67	0.12	0.07	0.47	0.55	(0.81)	1.52	(1.18)	5.83
VENAX	0.93	0.06	0.00	0.25	0.98	(1.03)	1.79	(1.83)	4.55
SEPIX	0.73	0.04	0.00	0.17	0.74	(0.79)	1.41	(1.35)	4.00
PEO	0.73	0.08	0.01	0.33	0.78	(0.80)	1.61	(1.45)	4.09
IGNAX	0.73	0.12	0.11	0.32	0.47	(0.86)	1.87	(1.09)	3.34
PSPFX	0.70	0.23	0.20	1.17	0.35	(0.94)	1.96	(0.94)	4.08
GMOWX	1.08	0.15	0.10	0.29	1.04	(1.23)	2.50	(2.06)	5.43
XGNTX	0.53	0.09	0.02	0.59	0.51	(0.63)	1.24	(1.12)	3.43

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