See what your fund actually adds
Mast Multialternative Strategy Fund Class A Shares CSQAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CSQAX | Replication |
|---|---|---|
| Annualized growth | 3.0% | 5.1% |
| Annualized volatility | 5.6% | 1.8% |
| Sharpe ratio | 0.55 | 2.77 |
| Maximum drawdown | 6.7% | 2.1% |
| Replication fit (R²) | 0.15 · Tracking error 5.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model CSQAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 78.8% |
| WTMF | Alternatives · Mgt Futures | 9.7% |
| SCHD | Factor · Dividend | 4.6% |
| EFV | Intl · Value | 3.5% |
| DGS | EM Small Cap | 3.5% |