Credit Suisse 130/30 Large-Cap Index ETF Returns
Index Description
The methodology of the Credit Suisse 130/30 Index has two main components: the calculation of expected alpha scores for each large-cap stock in the universe and portfolio optimization. The expected alpha scores quantify the performance prospects for each stock; portfolio optimization attempts to ensure that the long/short portfolio maintains risk characteristics similar to the long-only large-cap universe.
ETFs Tracking The Credit Suisse 130/30 Large-Cap Index
The following table presents historical return data for ETFs tracking the Credit Suisse 130/30 Large-Cap Index.
As Of 05/25/2012
| Symbol | Name | 1 Week | 4 Week | YTD | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|
| CSM | Credit Suisse 130/30 | 1.97% | -5.68% | 5.28% | -1.79% | n/a | n/a |
Other Long-Short ETFs
Historical return data for other ETFs in the Long-Short ETFdb Category is presented in the following table.
As Of 05/25/2012| Symbol | Name | 1 Week | 4 Week | YTD | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|
| PBP | S&P 500 BuyWrite Portfolio | 1.80% | -4.49% | 1.39% | 2.36% | 33.83% | n/a |
| CSM | Credit Suisse 130/30 | 1.97% | -5.68% | 5.28% | -1.79% | n/a | n/a |
| DEFL | DB US Deflation ETN | -0.32% | 1.71% | -5.70% | n/a | n/a | n/a |
| INFL | DB US Inflation ETN | 1.02% | -1.93% | 1.67% | n/a | n/a | n/a |
| CSMN | Market Neutral Equity ETN | 0.47% | 0.10% | -3.04% | n/a | n/a | n/a |
| RALS | RAFI Long/Short | 0.22% | -1.51% | -6.03% | -11.88% | n/a | n/a |
| AGLS | Accuvest Global Long Short ETF | -3.27% | -5.08% | 0.58% | -5.82% | n/a | n/a |
| BWV | CBOE S&P 500 BuyWrite Index ETN | 0.38% | -3.30% | 0.50% | 2.97% | 35.57% | 1.63% |
| BTAH | U.S. Market Neutral Beta Fund | 0.71% | -8.86% | -3.66% | n/a | n/a | n/a |
| CHEP | U.S. Market Neutral Value Fund | -1.34% | -2.68% | -6.90% | n/a | n/a | n/a |
| SIZ | U.S. Market Neutral Size Fund | -0.56% | -1.11% | -0.52% | n/a | n/a | n/a |
| BTAL | U.S. Market Neutral Anti-Beta Fund | -1.14% | 7.80% | -0.89% | n/a | n/a | n/a |
| LSC | S&P CTI ETN | -0.59% | 0.00% | -7.34% | -27.68% | -30.17% | n/a |
| MOM | U.S. Market Neutral Momentum Fund | 1.10% | 4.64% | 13.86% | n/a | n/a | n/a |
| QLT | U.S. Market Neutral Quality Fund | -0.13% | -0.34% | -1.90% | n/a | n/a | n/a |
| NOMO | U.S. Market Neutral Anti-Momentum Fund | -3.06% | -4.86% | -3.78% | n/a | n/a | n/a |
| FINF | Short 30 Year TIPS/TSY Spread | 1.47% | 2.68% | n/a | n/a | n/a | n/a |
| SINF | UltraPro Short 10 Year TIPS/TSY Spread | 1.82% | 3.00% | n/a | n/a | n/a | n/a |
| UINF | UltraPro 10 Year TIPS/TSY Spread | 0.36% | -1.09% | n/a | n/a | n/a | n/a |
| RINF | 30 Year TIPS/TSY Spread | 1.39% | -3.38% | n/a | n/a | n/a | n/a |
| JFT | KEYnotes First Trust Enh 130/30 LgCp ETN | -13.05% | -12.31% | -2.02% | -15.65% | 38.97% | n/a |
| SSAM | Rockledge SectorSAM ETF | -0.39% | -0.04% | n/a | n/a | n/a | n/a |
Other Long-Short Indexes
Other indexes tracked by ETFs in the Long-Short ETFdb Category include:
- CBOE S&P 500 BuyWrite Index
- Credit Suisse 130/30 Large-Cap Index
- First Trust Enhanced 130/30 Large Cap Index
- S&P Commodity Trends Indicator - Total Return
- RAFI US Equity Long/Short Index
- Dow Jones U.S. Thematic Market Neutral Momentum Total Return Index
- Dow Jones U.S. Thematic Market Neutral Total Return Size Index
- Dow Jones U.S. Thematic Market Neutral Quality Total Return Index
- Dow Jones U.S. Thematic Market Neutral Anti-Momentum Total Return Index
- Dow Jones U.S. Thematic Market Neutral Value Total Return Index
- Dow Jones U.S. Thematic Market Neutral Beta Total Return Index
- Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index
- HS Market Neutral Index Powered by HOLT Index
- DBIQ Duration-Adjusted Inflation Index
- DBIQ Duration-Adjusted Deflation Index
- Dow Jones Credit Suisse 30-Year Inflation Breakeven Index
- Dow Jones Credit Suisse 30-Year Inflation Breakeven Index (-100%)
- Dow Jones Credit Suisse 10-Year Inflation Breakeven Index (300%)
- Dow Jones Credit Suisse 10-Year Inflation Breakeven Index (-300%)
Mutual Funds Tracking Credit Suisse 130/30 Large-Cap Index
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against Credit Suisse 130/30 Large-Cap Index.
