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) 14.26 5.48 4.56 6.25 7.53
Fund with Sales Charge (%) (POP) 9.98 4.15 3.77 5.84 7.45
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) 14.26 5.48 4.56 6.25 7.53
Fund with Sales Charge (%) (POP) 9.98 4.15 3.77 5.84 7.45
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

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

Calendar Year Returns

2019 2018
Fund without Sales Charge (%) (NAV) 14.26 -3.75
Fund with Sales Charge (%) (POP) 9.98 -7.84
Credit Suisse High Yield Index (%) 14.00 -2.37

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) 2.42 14.26 14.26 17.37 24.99 83.35 3,674.34
Fund with Sales Charge (%) (POP) -1.42 9.98 9.98 12.97 20.30 76.47 3,532.80
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) 2.42 14.26 14.26 17.37 24.99 83.35 3,674.34
Fund with Sales Charge (%) (POP) -1.42 9.98 9.98 12.97 20.30 76.47 3,532.80
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) 4.67 6.74 6.78
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.35 5.58
Alpha -0.93 -2.45 -2.25
Beta 1.11 1.23 1.19
Sharpe Ratio 0.83 0.52 0.84
Information Ratio -0.44 -0.80 -0.68
Tracking Error 1.19 1.85 1.64
R-Squared 0.94 0.96 0.97

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

3 YR 5 YR 10 YR
Beta Bull 1.14 1.18 1.21
Beta Bear 1.09 1.25 1.17
Bull Bear Capture Ratio 0.86 0.75 0.81
% of Positive Months 63.89 61.67 66.67
Gains/Losses 2.56 1.70 1.98
Maximum Drawdown
5.65 16.93 18.43

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

Gross Expense Ratio 0.87%
Net Expense Ratio [further-information] 0.86%
Max Initial Sales Charge 3.75%
CDSC 0.75%

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

Beta 1.11
Sharpe Ratio 0.83
Standard Deviation 4.67

Benchmarks

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

  • Credit Suisse High Yield Index