About the Credit Suisse Managed Futures Strategy Fund
The Credit Suisse Managed Futures Strategy Fund is an alternative mutual fund that seeks to provide access to new sources of return while delivering important diversification benefits that may help to improve portfolio performance. In seeking to achieve its investment objective, the fund implements a diversified trend following strategy across asset classes and time horizons, cost efficient implementation and competitive pricing. The fund has been a top quartile fund since its inception in September 2012 and is steered by an experienced portfolio management team.
Morningstar Highlights Credit Suisse’s Managed Futures Strategy Fund
August 8, 2016 – Morningstar – Using Momentum as a Powerful Diversifier
Morningstar, the investment research provider, recently featured a video interview with its Manager Research Analyst Jason Kephart on the Credit Suisse Managed Futures Strategy Fund. Kephart noted that this fund is “one to keep an eye on,” highlighting its flexible alternative investment strategy and low correlation to equities and bonds over time. Kephart also pointed out that the fund can be a powerful product for long-term investors looking for more diversification.
How to Diversify with Trend Following – October 2016
With the Fed poised to raise rates and equities trading close to historical valuation peaks, the prospect of lower returns and higher correlations between asset classes has left many investors seeking sources of return which are not correlated to traditional stock and bond performance.
Trend following is one strategy that has the potential to profit from rising rates without depending upon positive equity market performance, however, allocating to the space does present some unique challenges. In a new whitepaper, CSAM seeks to address key implementation questions regarding allocating to trend following, including why now might be an appropriate time to invest and how to fund and size an allocation.
Managed Futures: Portfolio Diversification for Challenging Markets
The components of even seemingly diversified portfolios can become increasingly correlated during periods of elevated market stress. Managed Futures is a unique investment strategy that can provide access to new sources of return while delivering important diversification benefits that may help improve portfolio performance over time.
CSAM is pleased to present a new paper that addresses some key questions about investing in managed futures.
The Credit Suisse Managed Futures Liquid Index finished up 3.56% in 2015. The managed futures strategy benefited from consistent currency and commodity trends as the US dollar exhibited strength versus several G10 currencies and global oil supply swelled, leading to sell-offs. Equities markets also experienced notable volatility, particularly in the latter part of the year. During periods of equity decline in 2015, the managed futures strategy demonstrated its diversification potential.
Yung-Shin Kung, Managing Director, is Head and CIO of Credit Suisse’s Quantitative Investment Strategies group (QIS), an industry pioneer in the development and management of liquid alternative investment strategies. Since 2009, he has held various leadership positions in Credit Suisse’s Asset Management area including Head of Portfolio Management – Americas and Global Head of Hedge Fund Research within the Alternative Funds Solutions group. Mr. Kung was a Director at Merrill Lynch in the Financial Products Group from 2006-2009, where he developed and marketed customized structured products and provided advice and guidance to hedge fund investors. Prior to his time at Merrill Lynch, Mr. Kung spent eight years at Credit Suisse First Boston in several departments including structured debt capital markets, technology investment banking and alternative investments. Mr. Kung began his career at Credit Suisse First Boston in 1997. He holds a B.A. in Economics from the University of Chicago, where he was elected Phi Beta Kappa, and fulfilled the college's requirements for a B.A. in Statistics.
Mr. Dhande is a member of Credit Suisse’s Quantitative Investment Strategies group (QIS). He joined Credit Suisse in 2008. Prior to joining Credit Suisse, Mr. Dhande worked in the Quantitative Portfolio Strategies group in the Fixed Income division at Lehman Brothers where he worked on creating liquid investment strategies that replicate Fixed Income indices and as a trader on the Fixed Income Index swaps desk. Mr. Dhande earned his bachelor’s degree in Computer Engineering from the University of Pune and a master’s from the MIT Media Lab where his area of research was artificial intelligence.
Please contact a Credit Suisse representative for more information.
The fund’s investment objectives, risks, charges and expenses (which should be considered carefully before investing), and more complete information about the fund, are provided in the Prospectus, which should be read carefully before investing. You may obtain copies by calling 800-577-2321. For up-to-date performance, please visit our website at www.credit-suisse.com/us/funds. CREDIT SUISSE SECURITIES (USA), LLC DISTRIBUTOR