Credit Suisse Correlations

CSHIX Fund

USD 6.00 0.01 0.17%

The current 90-days correlation between Credit Suisse Floating and Credit Suisse Strategic is 0.05 (i.e., Significant 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

Good diversification

The correlation between Credit Suisse Floating and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Credit Suisse Floating 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 Floating. 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 gross domestic product.

Moving together with Credit Mutual Fund

0.94	CHICX	Credit Suisse Floating	Pair Corr
0.92	CHIAX	Credit Suisse Floating	Pair Corr
0.82	CSOIX	Credit Suisse Strategic	Pair Corr
0.86	CSOAX	Credit Suisse Strategic	Pair Corr
0.91	OOSYX	Oppenheimer Senior	Pair Corr
0.91	OOSIX	Oppenheimer Senior	Pair Corr
0.78	LFRIX	Floating Rate	Pair Corr
0.83	LARCX	Floating Rate	Pair Corr
0.83	LFRRX	Lord Abbett Inv	Pair Corr
0.79	LFRFX	Floating Rate	Pair Corr
0.84	LRRRX	Floating Rate	Pair Corr
0.78	LRRTX	Floating Rate	Pair Corr
0.78	LRRVX	Floating Rate	Pair Corr
0.68	LRRKX	Floating Rate	Pair Corr

Moving against Credit Mutual Fund

0.67	SRTMX	Series M Series	Pair Corr
0.66	CRSOX	Credit Suisse Modity Steady Growth	Pair Corr
0.66	CRSCX	Credit Suisse Modity Steady Growth	Pair Corr
0.63	CRSAX	Credit Suisse Modity Steady Growth	Pair Corr
0.72	VBTLX	Vanguard Total Bond	Pair Corr
0.64	FESAX	First Eagle Small	Pair Corr
0.63	BCPRX	Brandes E Plus	Pair Corr
0.62	VVIAX	Vanguard Value Index	Pair Corr
0.61	PREMX	T Rowe Price	Pair Corr
0.6	AGGNX	Global Gold Fund	Pair Corr
0.56	VTIAX	Vanguard Total Inter	Pair Corr
0.45	PJRCX	Prudential Qma Inter	Pair Corr
0.38	MXGNX	Great West Lifetime	Pair Corr
0.36	GILCX	Guggenheim Large Cap	Pair Corr

Related Correlations Analysis

	SRTMX	CRSOX	CRSCX	CRSAX	CSOIX	CSOAX
SRTMX		0.87	0.86	0.86	-0.3	-0.4	SRTMX
CRSOX	0.87		1.0	0.92	-0.29	-0.38	CRSOX
CRSCX	0.86	1.0		0.92	-0.28	-0.37	CRSCX
CRSAX	0.86	0.92	0.92		-0.27	-0.36	CRSAX
CSOIX	-0.3	-0.29	-0.28	-0.27		0.99	CSOIX
CSOAX	-0.4	-0.38	-0.37	-0.36	0.99		CSOAX
	SRTMX	CRSOX	CRSCX	CRSAX	CSOIX	CSOAX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CRSCX	+ 1.0	CRSOX
CSOAX	+ 0.99	CSOIX
CRSAX	+ 0.92	CRSOX
CRSAX	+ 0.92	CRSCX
CRSOX	+ 0.87	SRTMX
CRSCX	+ 0.86	SRTMX

High negative correlations

CSOAX	- 0.4	SRTMX
CSOAX	- 0.38	CRSOX
CSOAX	- 0.37	CRSCX
CSOAX	- 0.36	CRSAX
CSOIX	- 0.3	SRTMX
CSOIX	- 0.29	CRSOX

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
SRTMX	0.07	0.01	0.04	0.30	0.00	(0.11)	0.09	(0.09)	0.55
CRSOX	0.92	0.21	0.13	4.14	1.28	(0.99)	2.02	(1.88)	6.98
CRSCX	0.92	0.20	0.13	3.72	1.29	(0.99)	1.98	(1.90)	6.98
CRSAX	0.92	0.23	0.15	(2.12)	1.36	(0.96)	1.99	(1.89)	6.94
CSOIX	0.10	(0.01)	0.00	0.95	0.00	0.00	0.33	(0.22)	0.86
CSOAX	0.10	(0.01)	0.00	0.81	0.00	0.00	0.32	(0.22)	0.76

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