Credit Suisse Commodity Return
Historical Performance
Objective And Strategy
ObjectiveTotal return.
StrategyThe Portfolio is designed to achieve positive total return relative to the performance of the Dow Jones-UBS Commodity Index Total Return ("DJ-UBS Index"). The Portfolio intends to invest its assets in a combination of commodity-linked derivative instruments and fixed income securities. Gains exposure to commodities markets by investing in structured notes whose principal and/or coupon payments are linked to the DJ-UBS Index and swap agreements on the DJ-UBS Index. May invest up to 25% of its total assets in the Subsidiary, a wholly owned subsidiary of the Portfolio formed in the Cayman Islands, which has the same investment objective as the Portfolio and has a strategy of investing in commodity-linked swap agreements and other commodity-linked derivative instruments, futures contracts on individual commodities or a subset of commodities and options on them. Invests in a Portfolio of fixed income securities normally having an average duration of one year or less, and emphasizes investment-grade fixed income securities. May invest without limit in U.S. dollar-denominated foreign securities and may invest up to 30% of its assets in non-U.S. dollar-denominated securities.
Principle Risks
N/A
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Commodities05/2006