CS Commodity Custom 66 Index (Hypothetical Simulation) CS Commodity Custom 66 Index Actual Data
Annualized Return (p.a)
Max Drawdown
Time To Recovery
Volatility (p.a)

Monthly Returns show all

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
1998 0.0% -3.4% -0.2% -0.4% -4.0% -1.2% -4.7% -6.0% 6.1% -1.2% -4.1% -3.5% -20.8%
1999 -1.0% -3.5% 7.8% 3.8% -4.5% 5.8% 1.5% 5.4% 4.5% -1.3% 1.5% 3.4% 25.2%
2000 5.1% 1.9% 2.9% -1.1% 5.9% 1.1% -3.5% 9.1% 1.3% -2.7% 4.2% -1.8% 24.1%
2001 1.2% 0.1% -3.4% 3.0% -1.8% -2.7% 0.7% 0.3% -5.0% -4.3% 1.8% -1.9% -11.6%
2002 0.3% 2.7% 9.3% 0.1% -0.3% 2.2% -0.7% 5.1% 1.8% 0.4% 0.7% 4.1% 28.6%
2003 7.1% 3.0% -5.3% 1.5% 4.9% -1.8% 0.8% 3.8% 0.7% 5.5% 0.2% 6.8% 30.0%
2004 3.1% 6.9% 4.2% -0.9% 2.9% -2.6% 2.3% 0.3% 6.2% 2.3% 1.2% -2.7% 25.2%
2005 1.7% 8.0% 5.3% -3.8% 0.0% 3.3% 4.4% 7.0% 4.8% -2.3% 1.2% 5.6% 40.4%
2006 5.3% -4.9% 2.6% 8.2% 0.8% -0.5% 3.7% -2.6% -5.1% 5.6% 6.5% -3.1% 16.5%
2007 0.4% 3.9% 1.1% 1.8% 0.5% -0.2% 2.7% -2.8% 8.1% 3.6% -1.6% 5.6% 25.1%
2008 5.1% 12.5% -5.5% 3.7% 3.6% 9.9% -11.5% -7.0% -11.5% -20.0% -6.4% -2.8% -30.0%
2009 -4.6% -3.7% 4.6% 1.7% 12.0% -1.7% 3.6% -0.2% 1.6% 3.6% 4.5% 1.8% 24.5%
2010 -6.9% 3.9% -0.7% 2.9% -6.6% -0.4% 6.0% -1.5% 6.7% 5.1% -0.2% 10.7% 18.9%
2011 1.8% 2.5% 2.0% 3.8% -4.4% -4.7% 3.1% 1.3% -14.6% 6.4% -1.9% -3.2% -9.3%
2012 2.9% 2.7% -3.9% -0.8% -8.1% 4.1% 5.5% 2.0% 1.7% -3.6% 0.7% -2.1% 0.2%
2013 2.4% -4.0% 0.7% -2.4% -2.0% -5.1% 1.7% 3.5% -1.9% -0.8% -0.7% 1.0% -7.8%
2014 -1.2% 6.6% 0.7% 2.5% -2.5% 0.9% -4.2% -0.7% -6.4% -0.2% -4.3% -6.0% -14.5%
2015 -3.1% 2.6% -4.9% 4.8% -2.9% 1.7% -10.3% -1.2% -3.3% 0.5% -6.0% -2.6% -22.9%
2016 -1.5% -1.1% 3.7% 8.2% -0.3% 4.2% -4.3% -1.7% 3.1% 0.3% 1.6% 1.4% 13.8%
2017 1.1% 0.6% -2.5% -1.1% -1.4% 0.0% 2.7% 0.5% -0.2% 2.5% 0.0% 2.9% 4.9%
2018 2.2% -1.2% -0.5% 2.3% 1.9% -3.7% -1.6% -1.5% 1.7% -2.0% -4.3% -2.5% -9.1%
2019 5.5% 1.4% -0.6% -0.6% -3.3% 2.7% -0.7% -2.4% 1.0% 2.0% -1.8% 5.4% 8.4%
2020 -6.6% -4.8% -8.8% -0.1% 3.6% 3.1% 5.8% 6.0% -2.3% 0.6% 4.9% 5.5% 5.3%
2021 2.6% 6.2% -1.4% 8.2% 3.5% 2.6% 2.1% 0.1% 4.2% 3.6% -4.3% 4.8% 36.6%
2022 7.5% 6.2% 9.1% 4.1% 1.7% -10.6% 4.2% 0.5% -8.1% 2.4% 4.4% -0.6% 20.5%
2023 0.4% -4.3% -0.1% -0.8% -5.3% 2.9% 6.0% -0.5% -1.8% 0.9% -0.8% -2.1% -5.9%
2024 0.1% -1.4% 3.7% 3.2% 1.4% -0.5% 6.6%


Source: Credit Suisse. Data collected from January 30, 1998 to June 13, 2024. The Credit Suisse Custom 66 Index went live on February 1, 2011. Any data shown prior to the live date is simulated. Past performance is no indication or guarantee of future performance. Performance figures for all strategy components refer to simulated performance until live date and real performance thereafter. The return results provided herein are illustrative only and were derived by means of a retroactive application of a back-casted model designed with the benefit of hindsight. These back-casted, hypothetical, historical annualized Index returns have inherent limitations. No representation is made that in the future the Index will have the returns shown. Alternative modeling techniques or assumptions might produce significantly different results and may prove to be more appropriate. Actual annualized returns may vary materially from this analysis. The Index returns are gross of index calculation fees and transaction / hedging costs. The Index could underperform relative to other indices, including equity indices. If the currency in which the past performance is shown differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations, the performance shown may increase or decrease if converted into your local currency.


Please refer to the Risk Factors for additional information on the Index.