Credit Suisse Correlations

CSQAX Fund

USD 8.83 0.03 0.34%

The current 90-days correlation between Credit Suisse Multia and Credit Suisse Multialternative is 0.03 (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

Very weak diversification

The correlation between Credit Suisse Multialternative and DJI is 0.54 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Credit Suisse Multialternative 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 Multialternative. 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 nation.

Moving together with Credit Mutual Fund

0.89	CSQIX	Credit Suisse Multia	Pair Corr
0.75	BIMBX	Blackrock Alternative	Pair Corr
0.75	BAMBX	Blackrock Alternative	Pair Corr
0.76	BMBCX	Blackrock Alternative	Pair Corr
0.75	BKMBX	Blackrock Systematic	Pair Corr
0.62	KF	Korea Closed	Pair Corr
0.63	FARFX	Fidelity Income Repl	Pair Corr
0.84	GLFOX	Lazard Global Listed Steady Growth	Pair Corr
0.77	ITBFX	Hartford Total	Pair Corr
0.73	LAUYX	Lord Abbett Income	Pair Corr
0.68	LGOCX	Legg Mason Bw	Pair Corr
0.69	UNPIX	Ultrainternational	Pair Corr
0.7	EMOCX	Eaton Vance Municipal	Pair Corr

Related Correlations Analysis

	CSAIX	CSACX	CSOCX	CSQIX	CSQCX
CSAIX		1.0	0.61	0.38	0.85	CSAIX
CSACX	1.0		0.61	0.37	0.85	CSACX
CSOCX	0.61	0.61		-0.03	0.61	CSOCX
CSQIX	0.38	0.37	-0.03		0.44	CSQIX
CSQCX	0.85	0.85	0.61	0.44		CSQCX
	CSAIX	CSACX	CSOCX	CSQIX	CSQCX

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

CSACX	+ 1.0	CSAIX
CSQCX	+ 0.85	CSAIX
CSQCX	+ 0.85	CSACX
CSOCX	+ 0.61	CSAIX
CSOCX	+ 0.61	CSACX
CSQCX	+ 0.61	CSOCX

High negative correlations

CSQIX

- 0.03

CSOCX

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
CSAIX	0.66	0.08	0.03	(0.50)	1.14	(0.69)	1.56	(1.34)	6.97
CSACX	0.66	0.08	0.03	(0.49)	1.17	(0.67)	1.56	(1.37)	7.01
CSOCX	0.08	(0.01)	(0.31)	(0.56)	0.09	(0.17)	0.11	(0.21)	0.76
CSQIX	0.38	0.05	0.04	0.18	0.41	(0.42)	0.86	(0.62)	2.33
CSQCX	1.07	0.41	0.61	0.51	0.00	(1.59)	1.41	(0.99)	27.13

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC