Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) -6.29 0.40 1.86 4.80 7.34
Fund with Sales Charge (%) (POP) -6.29 0.40 1.86 4.80 7.34
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) -6.29 0.40 1.86 4.80 7.34
Fund with Sales Charge (%) (POP) -6.29 0.40 1.86 4.80 7.34

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.44 -1.95 -0.67 2.11
Fund without Sales Charge (%) (NAV) After Shares Sold -3.60 -0.62 0.33 2.58
Fund with Sales Charge (%) (POP) Before Shares Sold -8.44 -1.95 -0.67 2.11
Fund with Sales Charge (%) (POP) After Shares Sold -3.60 -0.62 0.33 2.58
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.44 -1.95 -0.67 2.11
Fund without Sales Charge (%) (NAV) After Shares Sold -3.60 -0.62 0.33 2.58
Fund with Sales Charge (%) (POP) Before Shares Sold -8.44 -1.95 -0.67 2.11
Fund with Sales Charge (%) (POP) After Shares Sold -3.60 -0.62 0.33 2.58

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 14.45 -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86
Fund with Sales Charge (%) (POP) 14.45 -3.57 6.85 19.41 -10.06 -0.25 7.79 15.26 4.71 13.86
Credit Suisse High Yield Index (%) 14.00 -2.37 7.03 18.39 -4.90 1.86 7.53 14.71 5.47 14.42

Cumulative Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) -11.61 -11.61 -6.29 1.21 9.65 59.85 3,407.46
Fund with Sales Charge (%) (POP) -11.61 -11.61 -6.29 1.21 9.65 59.85 3,407.46
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1969
Fund without Sales Charge (%) (NAV) -11.61 -11.61 -6.29 1.21 9.65 59.85 3,407.46
Fund with Sales Charge (%) (POP) -11.61 -11.61 -6.29 1.21 9.65 59.85 3,407.46

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 7.53 8.03 7.34
Standard Deviation (Credit Suisse High Yield Index) 8.36 7.78 6.89
Beta 0.88 0.99 1.04
Sharpe Ratio -0.17 0.09 0.57
Information Ratio 0.19 -0.25 -0.29
Tracking Error 1.74 2.17 1.74

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.09 1.11 1.10
Beta Bear 0.78 0.78 0.81
Bull Bear Capture Ratio 1.04 0.94 0.91
Gains/Losses 1.10 1.25 1.68

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 03/31/2020 Updated Monthly, based on a 3-year period

Beta 0.88
Sharpe Ratio -0.17
Standard Deviation 7.53

Benchmarks

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

  • Credit Suisse High Yield Index