Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1969
Fund without Sales Charge (%) (NAV) 7.87 5.80 3.65 6.67 7.96
Fund with Sales Charge (%) (POP) 7.87 5.80 3.65 6.67 7.96
Credit Suisse High Yield Index (%) 7.77 5.85 5.00 7.55
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) 6.18 5.99 3.77 6.86 7.98
Fund with Sales Charge (%) (POP) 6.18 5.99 3.77 6.86 7.98
Credit Suisse High Yield Index (%) 5.79 5.97 5.16 7.73

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 5.30 3.26 0.98 3.87
Fund without Sales Charge (%) (NAV) After Shares Sold 4.60 3.30 1.53 3.95
Fund with Sales Charge (%) (POP) Before Shares Sold 5.30 3.26 0.98 3.87
Fund with Sales Charge (%) (POP) After Shares Sold 4.60 3.30 1.53 3.95
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.62 3.44 1.09 4.06
Fund without Sales Charge (%) (NAV) After Shares Sold 3.59 3.45 1.61 4.10
Fund with Sales Charge (%) (POP) Before Shares Sold 3.62 3.44 1.09 4.06
Fund with Sales Charge (%) (POP) After Shares Sold 3.59 3.45 1.61 4.10

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) -3.50 7.00 19.71 -10.47 -0.13 7.29
Fund with Sales Charge (%) (POP) -3.50 7.00 19.71 -10.47 -0.13 7.29
Credit Suisse High Yield Index (%) -2.37 7.03 18.39 -4.90 1.86 7.53 14.71 5.47

Cumulative Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 0.87 12.37 7.87 18.41 19.61 90.72 4,443.92
Fund with Sales Charge (%) (POP) 0.87 12.37 7.87 18.41 19.61 90.72 4,443.92
Credit Suisse High Yield Index (%) 0.76 11.28 7.77 18.60 27.62 107.10
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) 1.45 12.46 6.18 19.07 20.31 94.17 4,447.63
Fund with Sales Charge (%) (POP) 1.45 12.46 6.18 19.07 20.31 94.17 4,447.63
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) 4.99 6.95 6.65
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.42 5.61
Beta 1.20 1.26 1.16
Sharpe Ratio 0.85 0.38 0.92
Information Ratio -0.05 -0.73 -0.58
Tracking Error 1.18 1.85 1.52

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.18 1.10
Beta Bear 1.00 1.23 1.09
Bull Bear Capture Ratio 0.83 0.78 0.82
% of Positive Months 63.89 60.00 70.00
Gains/Losses 2.47 1.50 2.06
Maximum Drawdown
5.58 16.72 18.05

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

Gross Expense Ratio 0.56%
Net Expense Ratio [further-information] 0.51%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.20
Sharpe Ratio 0.85
Standard Deviation 4.99

Benchmarks

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

  • Credit Suisse High Yield Index