Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 5.93 4.10 3.98 6.25 7.92
Fund with Sales Charge (%) (POP) 5.93 4.10 3.98 6.25 7.92
Credit Suisse High Yield Index (%) 5.40 4.43 5.02 6.99
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 15.26 5.98 4.99 6.57 7.99
Fund with Sales Charge (%) (POP) 15.26 5.98 4.99 6.57 7.99
Credit Suisse High Yield Index (%) 14.00 6.01 6.05 7.36

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.47 1.62 1.33 3.50
Fund without Sales Charge (%) (NAV) After Shares Sold 3.49 2.04 1.81 3.63
Fund with Sales Charge (%) (POP) Before Shares Sold 3.47 1.62 1.33 3.50
Fund with Sales Charge (%) (POP) After Shares Sold 3.49 2.04 1.81 3.63
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 12.57 3.45 2.30 3.81
Fund without Sales Charge (%) (NAV) After Shares Sold 8.97 3.44 2.55 3.87
Fund with Sales Charge (%) (POP) Before Shares Sold 12.57 3.45 2.30 3.81
Fund with Sales Charge (%) (POP) After Shares Sold 8.97 3.44 2.55 3.87

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) 15.26 -3.50 7.00 19.71 -10.47 -0.13 7.29
Fund with Sales Charge (%) (POP) 15.26 -3.50 7.00 19.71 -10.47 -0.13 7.29
Credit Suisse High Yield Index (%) 14.00 -2.37 7.03 18.39 -4.90 1.86 7.53 14.71 5.47

Cumulative Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) 0.30 -1.76 5.93 12.82 21.55 83.35 4,479.26
Fund with Sales Charge (%) (POP) 0.30 -1.76 5.93 12.82 21.55 83.35 4,479.26
Credit Suisse High Yield Index (%) 0.24 -1.83 5.40 13.88 27.77 96.52
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) 2.49 15.26 15.26 19.02 27.57 88.92 4,561.08
Fund with Sales Charge (%) (POP) 2.49 15.26 15.26 19.02 27.57 88.92 4,561.08
Credit Suisse High Yield Index (%) 2.63 14.00 14.00 19.12 34.12 103.36

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.89 6.77 6.67
Standard Deviation (Credit Suisse High Yield Index) 4.26 5.38 5.63
Beta 1.13 1.24 1.16
Sharpe Ratio 0.49 0.43 0.85
Information Ratio -0.33 -0.59 -0.49
Tracking Error 0.98 1.76 1.52

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.14 1.16 1.11
Beta Bear 0.95 1.15 1.08
Bull Bear Capture Ratio 0.87 0.80 0.84
% of Positive Months 61.11 60.00 68.33
Gains/Losses 1.96 1.58 1.97
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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.13
Sharpe Ratio 0.49
Standard Deviation 4.89

Benchmarks

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

  • Credit Suisse High Yield Index