Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 14.21 5.39 4.34 5.96 6.70
Fund with Sales Charge (%) (POP) 14.21 5.39 4.34 5.96 6.70
Credit Suisse High Yield Index (%) 14.00 6.01 6.05 7.36
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1969
Fund without Sales Charge (%) (NAV) 14.21 5.39 4.34 5.96 6.70
Fund with Sales Charge (%) (POP) 14.21 5.39 4.34 5.96 6.70
Credit Suisse High Yield Index (%) 14.00 6.01 6.05 7.36

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 14.21 -4.00 6.77 18.53 -10.88 -0.73 7.15 15.08 4.14 13.17
Fund with Sales Charge (%) (POP) 14.21 -4.00 6.77 18.53 -10.88 -0.73 7.15 15.08 4.14 13.17
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 12/31/2019

Month 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) 2.29 14.21 14.21 17.07 23.66 78.38 2,465.82
Fund with Sales Charge (%) (POP) 2.29 14.21 14.21 17.07 23.66 78.38 2,465.82
Credit Suisse High Yield Index (%) 2.63 14.00 14.00 19.12 34.12 103.36
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) 2.29 14.21 14.21 17.07 23.66 78.38 2,465.82
Fund with Sales Charge (%) (POP) 2.29 14.21 14.21 17.07 23.66 78.38 2,465.82
Credit Suisse High Yield Index (%) 2.63 14.00 14.00 19.12 34.12 103.36

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.63 6.51 6.57
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.35 5.58
Beta 1.10 1.19 1.16
Sharpe Ratio 0.81 0.51 0.82
Information Ratio -0.58 -0.99 -0.94
Tracking Error 1.06 1.73 1.49

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.12 1.08 1.12
Beta Bear 0.97 1.13 1.06
Bull Bear Capture Ratio 0.83 0.74 0.79
% of Positive Months 66.67 61.67 67.50
Gains/Losses 2.54 1.68 1.94
Maximum Drawdown
5.61 16.90 18.63

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

Gross Expense Ratio 1.12%
Net Expense Ratio [further-information] 1.11%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.10
Sharpe Ratio 0.81
Standard Deviation 4.63

Benchmarks

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

  • Credit Suisse High Yield Index