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) 7.72 5.65 3.60 6.62 7.62
Fund with Sales Charge (%) (POP) 7.72 5.65 3.60 6.62 7.62
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) 5.46 5.85 3.61 6.76 7.63
Fund with Sales Charge (%) (POP) 5.46 5.85 3.61 6.76 7.63
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 5.21 3.18 1.00 3.85
Fund without Sales Charge (%) (NAV) After Shares Sold 4.51 3.22 1.53 3.92
Fund with Sales Charge (%) (POP) Before Shares Sold 5.21 3.18 1.00 3.85
Fund with Sales Charge (%) (POP) After Shares Sold 4.51 3.22 1.53 3.92
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.98 3.36 1.01 3.97
Fund without Sales Charge (%) (NAV) After Shares Sold 3.18 3.37 1.53 4.03
Fund with Sales Charge (%) (POP) Before Shares Sold 2.98 3.36 1.01 3.97
Fund with Sales Charge (%) (POP) After Shares Sold 3.18 3.37 1.53 4.03

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86 44.51
Fund with Sales Charge (%) (POP) -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86 44.51
Credit Suisse High Yield Index (%) -2.37 7.03 18.39 -4.90 1.86 7.53 14.71 5.47 14.42 54.22

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) 1.39 12.20 7.72 17.94 19.37 89.88 3,790.14
Fund with Sales Charge (%) (POP) 1.39 12.20 7.72 17.94 19.37 89.88 3,790.14
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) 0.88 11.69 5.46 18.59 19.42 92.28 3,772.67
Fund with Sales Charge (%) (POP) 0.88 11.69 5.46 18.59 19.42 92.28 3,772.67
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) 4.78 6.82 6.56
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.42 5.61
Beta 1.14 1.22 1.14
Sharpe Ratio 0.85 0.38 0.93
Information Ratio -0.16 -0.71 -0.59
Tracking Error 1.20 1.98 1.58

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

3 YR 5 YR 10 YR
Beta Bull 1.16 1.13 1.08
Beta Bear 0.93 1.15 1.07
Bull Bear Capture Ratio 0.85 0.78 0.82
% of Positive Months 61.11 58.33 69.17
Gains/Losses 2.56 1.52 2.08
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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.14
Sharpe Ratio 0.85
Standard Deviation 4.78

Benchmarks

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

  • Credit Suisse High Yield Index