Credit Suisse Risk Adjusted Performance

CRSOX Fund  USD 22.67  0.03  0.13%   
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Credit Suisse Modity has current Risk Adjusted Performance of 0.0741.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0741
ER[a] = Expected return on investing in Credit Suisse
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Credit Suisse Risk Adjusted Performance Peers Comparison

Credit Risk Adjusted Performance Relative To Other Indicators

Credit Suisse Modity is rated below average in risk adjusted performance among similar funds. It is second largest fund in maximum drawdown among similar funds reporting about  47.99  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Credit Suisse Modity is roughly  47.99 
Compare Credit Suisse to Peers

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