Credit Suisse Premium _CH_ Bond _Sfr_ Class A

Document Sample
Credit Suisse Premium _CH_ Bond _Sfr_ Class A Powered By Docstoc
					                                                                                                                                                                                        June 30, 2011

Credit Suisse Premium (CH) Bond (Sfr)
Class A

Investment policy                                                     Net performance in CHF (rebased to 100) and yearly performance 1)
The fund aims to achieve appropriate return in                         115                                                                                                                                   15%
CHF whilst taking into account the security of
capital.                                                               110                                                                                                                                   10%
The Fund will predominantly invest its assets in                                                                                                       6.6
investment grade fixed income securities that                          105
                                                                                                                            3.2     3.2
                                                                                                                                                                      2.3    2.5
earn low coupon interest.                                                                                                                                                                        0.9
The average rating of the fund's investments is                        100                  -0.1                  -0.2
medium to high quality.                                                                                  -1.8

Short-term price fluctuations cannot be ruled out.                      95                                                                                                                                    -5%
                                                                                        2006               2007               2008                2009                  2010                2011
The Fund may hold fixed income securities                                               CS Premium (CH) Bond (Sfr)                Yearly or year-to-date performance respectively (Fund)
denominated in other currencies than the CHF,                                           CB CS Premium (CH) Bond (Sfr)             Yearly or year-to-date performance respectively (Benchmark)
however, currency exposure has to be fully                                    Source: Lipper, a Reuters Company

hedged in CHF.
                                                                      Net performance in CHF 1)
Fund facts                                                                                                      1 month 3 months               YTD           1 year         3 years      5 years           ITD 3)
                                                                      Fund                                         0.06     1.15               0.12           -0.13           13.38        10.60            7.36
Fund manager                       Maurizio Pedrini
                                                                      Benchmark                                    0.30     1.30               0.89            1.19           14.61        15.75           16.10
Fund manager since                   26.11.2004
                                                                                                                                                                                               3) inception to date
Location                                    Zurich
Fund domicile                         Switzerland
Fund currency                                 CHF                     Maturities in years                                                      Credit Ratings in %
Close of financial year                    30. Sep                     50%
Total net assets (in mil.)                 134.77                      45%                                                                                                            AAA                 62.80
Inception date                       26.11.2004                        40%                                                                                                            AA+                 13.64
                                                                       35%                                                                                                            AA                   8.43
Management fee in % p.a.                      0.95                     30%
                                                                       25%                                                                                                            AA-                  1.04
Total expense ratio (ex ante) in %            1.03
                                                                       20%                                                                                                            A+                   1.52
Benchmark (BM) CB CS Premium (CH) Bond (Sfr)                           15%                                                                                                            A                    8.37
                                                                        5%                                                                                                            A-                   2.56
Unit Class                                       Category A                                                                                                                           BBB                  1.64
                                               (distribution)                     0-1     1-3      3-5     5-7      7-10 10-15 >15
Unit class currency                                     CHF                                                                                                                           Average = AA-
ISIN                                        CH0019432498
Bloomberg ticker                             CSBFPRW SW               Currencies in %
Valor no.                                           1943249                                before hedging                after hedging         Top 10 Holdings in %
Net asset value (NAV)                                  90.52          CHF                           48.90                       100.94         Position                      Coupon     Maturity        as % of
Last distribution                                16.11.2010           EUR                           45.91                        -0.83                                            %                      assets
Distribution value                                      2.80          USD                            5.19                        -0.11         Rabobank                        4.250    14.09.12           6.19
Redemptions                                             Daily                                                                                  Europ. Inv. Bk                  3.500    28.01.14           6.06
EU taxation                                 In scope - no tax                                                                                  KFW                             4.000    15.02.12           5.78
                                                                      Asset Allocation in %                                                    General Electric                4.375    05.12.12           4.78
                                                                      Sovereign/Agencies                                           24.53       Financement                     6.125    23.02.15           3.68
Number of holdings                                                    Financial Bonds                                              23.55       Foncier
Fund                                                         56       Covered/ABS                                                  16.23       Intl Bk Recon &                 5.500 26.11.11                3.52
                                                                      Government                                                   11.52       Dev.
                                                                      Funds                                                         7.54       Germany                         5.250 29.04.13                3.47
Fund statistics                                                       Industrial Bonds                                              5.86       Cades                           5.250 25.10.12                3.41
                                        3 years        5 years        Utilities                                                     1.87       Bk Nedl                         5.250 04.07.11                3.34
Annualised volatility in %                 3.55           3.14        Derivatives                                                   1.29       Gemeenten
Information ratio                         -0.21          -0.63        Cash/Cash Equivalents                                         7.61       Credit Agricole                 1.000 07.02.14               2.62
Tracking Error (Ex post)                   1.72           1.44        Total                                                       100.00       Total                                                       42.85
Maximum drawdown in % 2)                  -2.74          -4.78
2) Maximum drawdown is the most negative cumulative return
over a given time period.                                             Duration and Yield
                                                                      Gross portfolio yield in %                                    1.59
                                                                      Average remaining term to maturity in years                   2.58
                                                                      Modified duration in years                                    3.37

 Asset Management Fund Distribution - ACPC
 Sihlcity - Kalanderplatz 1
 8070 Zurich, Switzerland

1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or

The disclaimer mentioned at the end of this document also applies to this page.                                                                                                                             1/2
This document was produced by Credit Suisse AG and/or its affiliates (hereafter "CS") with the greatest of care and to the best of its knowledge and belief. However, CS provides no guarantee with regard to
its content and completeness and does not accept any liability for losses which might arise from making use of this information. The opinions expressed in this document are those of CS at the time of writing
and are subject to change at any time without notice. If nothing is indicated to the contrary, all figures are unaudited. This document is provided for information purposes only and is for the exclusive use of
the recipient. It does not constitute an offer or a recommendation to buy or sell financial instruments or banking services and does not release the recipient from exercising his/her own judgment. The recipient
is in particular recommended to check that the information provided is in line with his/her own circumstances with regard to any legal, regulatory, tax or other consequences, if necessary with the help of a
professional advisor. This document may not be reproduced either in part or in full without the written permission of CS. It is expressly not intended for persons who, due to their nationality or place of residence,
are not permitted access to such information under local law. Neither this document nor any copy thereof may be sent, taken into or distributed in the United States or to any U. S. person. Every investment
involves risk, especially with regard to fluctuations in value and return. Investments in foreign currencies involve the additional risk that the foreign currency might lose value against the investor's reference
currency. Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription
and/or redemption. Furthermore, no guarantee can be given that the performance of the benchmark will be reached or outperformed. In connection with this investment product, the Issuer and/or its affiliates
may pay to third parties, or receive from third parties as part of their compensation or otherwise, one-time or recurring remunerations (e.g. placement or holding fees). You may request further information
from your bank/relationship manager. The composition of customized benchmarks, as well as additional explanations of linked benchmarks, can be obtained from the Fund management company or the
Fund’s representative in Switzerland. The collective investment scheme mentioned in this publication was launched in Switzerland under the type "other funds for traditional investments." The fund management
company is Credit Suisse Asset Management Funds AG, Zurich. The custodian bank is Credit Suisse AG, Zurich. Subscriptions are only valid on the basis of the current sales prospectus with the integrated
fund contract, the simplified prospectus, and the most recent annual report (or semi-annual report, if more recent). The prospectus with integrated fund contract, the simplified prospectus, and the annual and
semi-annual reports are available free of charge from Credit Suisse Asset Management Funds AG, Zurich, and from all Credit Suisse AG banks in Switzerland. The Total Expense Ratio (TER) is the sum of all
commissions and costs charged on an ongoing basis to the average fund assets (operating expenses). The value (ex ante) is expressed as a percentage of the fund’s assets and projects the average of the
next twelve months under the same preconditions.


Shared By: