CSCB Index Performance history
Share Buttons
Performance from January 2002 to July 2017
Charts showing the performance of the CSCB refer to simulated performance up to June 2009 and actual performance thereafter. Past performance should not be taken as an indication or guarantee of future performance, and no representation or warranty, express or implied, is made regarding future performance.
Performance from January 2002 to July 2017
Source: Credit Suisse
Analysis (Jan-02 to Jul-17)
| CSCB ER Index | S&P GSCI ER Index | BCOM ER Index | |
| Returns p.a. | 3.14% | -2.50% | -0.43% |
| Volatility | 19.77% | 23.61% | 16.95% |
| Sharpe Ratio | 0.16 | -0.11 | -0.03 |
| Max Drawdown | -72.24% | -83.12% | -69.37% |
| Best Month | 17.41% | 19.65% | 12.99% |
| Worst Month | -25.01% | -28.25% | -21.34% |
January 2002 to July 2017 / USD ER Indices / Source: Bloomberg, Credit Suisse