Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 14.45 5.65 4.84 6.46 7.64
Fund with Sales Charge (%) (POP) 14.45 5.65 4.84 6.46 7.64
Credit Suisse High Yield Index (%) 14.00 6.01 6.05 7.36
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 14.45 5.65 4.84 6.46 7.64
Fund with Sales Charge (%) (POP) 14.45 5.65 4.84 6.46 7.64
Credit Suisse High Yield Index (%) 14.00 6.01 6.05 7.36

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 11.84 3.18 2.22 3.72
Fund without Sales Charge (%) (NAV) After Shares Sold 8.49 3.22 2.47 3.80
Fund with Sales Charge (%) (POP) Before Shares Sold 11.84 3.18 2.22 3.72
Fund with Sales Charge (%) (POP) After Shares Sold 8.49 3.22 2.47 3.80
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 11.84 3.18 2.22 3.72
Fund without Sales Charge (%) (NAV) After Shares Sold 8.49 3.22 2.47 3.80
Fund with Sales Charge (%) (POP) Before Shares Sold 11.84 3.18 2.22 3.72
Fund with Sales Charge (%) (POP) After Shares Sold 8.49 3.22 2.47 3.80

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 14.45 -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86
Fund with Sales Charge (%) (POP) 14.45 -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86
Credit Suisse High Yield Index (%) 14.00 -2.37 7.03 18.39 -4.90 1.86 7.53 14.71 5.47 14.42

Cumulative Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 2.47 14.45 14.45 17.92 26.63 87.08 3,868.22
Fund with Sales Charge (%) (POP) 2.47 14.45 14.45 17.92 26.63 87.08 3,868.22
Credit Suisse High Yield Index (%) 2.63 14.00 14.00 19.12 34.12 103.36
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 2.47 14.45 14.45 17.92 26.63 87.08 3,868.22
Fund with Sales Charge (%) (POP) 2.47 14.45 14.45 17.92 26.63 87.08 3,868.22
Credit Suisse High Yield Index (%) 2.63 14.00 14.00 19.12 34.12 103.36

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.61 6.65 6.54
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.35 5.58
Beta 1.09 1.21 1.15
Sharpe Ratio 0.87 0.57 0.90
Information Ratio -0.31 -0.63 -0.56
Tracking Error 1.16 1.93 1.59

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.09 1.12 1.08
Beta Bear 0.98 1.12 1.07
Bull Bear Capture Ratio 0.86 0.77 0.83
% of Positive Months 63.89 61.67 69.17
Gains/Losses 2.65 1.76 2.06
Maximum Drawdown
5.58 16.30 17.72

SALES CHARGE, EXPENSES & FEES As of 10/01/2019 (updated annually)

Gross Expense Ratio 0.62%
Net Expense Ratio [further-information] 0.61%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.09
Sharpe Ratio 0.87
Standard Deviation 4.61

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • Credit Suisse High Yield Index