Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1969
Fund without Sales Charge (%) (NAV) 5.27 5.50 3.34 6.54 7.52
Fund with Sales Charge (%) (POP) 1.32 4.16 2.56 6.14 7.44
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1969
Fund without Sales Charge (%) (NAV) 5.27 5.50 3.34 6.54 7.52
Fund with Sales Charge (%) (POP) 1.32 4.16 2.56 6.14 7.44
Credit Suisse High Yield Index (%) 5.79 5.97 5.16 7.73

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.86 3.08 0.81 3.82
Fund without Sales Charge (%) (NAV) After Shares Sold 3.06 3.13 1.36 3.89
Fund with Sales Charge (%) (POP) Before Shares Sold -1.00 1.78 0.04 3.43
Fund with Sales Charge (%) (POP) After Shares Sold 0.73 2.11 0.76 3.56
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.86 3.08 0.81 3.82
Fund without Sales Charge (%) (NAV) After Shares Sold 3.06 3.13 1.36 3.89
Fund with Sales Charge (%) (POP) Before Shares Sold -1.00 1.78 0.04 3.43
Fund with Sales Charge (%) (POP) After Shares Sold 0.73 2.11 0.76 3.56

Calendar Year Returns

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

Cumulative Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 1.37 11.56 5.27 17.43 17.88 88.47 3,585.19
Fund with Sales Charge (%) (POP) -2.43 7.38 1.32 13.02 13.46 81.40 3,447.00
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 1.37 11.56 5.27 17.43 17.88 88.47 3,585.19
Fund with Sales Charge (%) (POP) -2.43 7.38 1.32 13.02 13.46 81.40 3,447.00
Credit Suisse High Yield Index (%) 1.03 11.08 5.79 18.99 28.60 110.50

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.71 6.87 6.80
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.42 5.61
Alpha -1.15 -2.57 -2.36
Beta 1.11 1.24 1.19
Sharpe Ratio 0.75 0.33 0.86
Information Ratio -0.60 -0.93 -0.73
Tracking Error 1.22 1.91 1.65
R-Squared 0.94 0.96 0.97

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.15 1.19 1.21
Beta Bear 1.01 1.27 1.17
Bull Bear Capture Ratio 0.82 0.75 0.80
% of Positive Months 61.11 58.33 66.67
Gains/Losses 2.38 1.45 2.00
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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.11
Sharpe Ratio 0.75
Standard Deviation 4.71

Benchmarks

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

  • Credit Suisse High Yield Index