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) 5.16 3.57 3.36 5.70 6.64
Fund with Sales Charge (%) (POP) 5.16 3.57 3.36 5.70 6.64
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) 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 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 3.03 1.40 1.04 3.23
Fund without Sales Charge (%) (NAV) After Shares Sold 3.04 1.77 1.49 3.34
Fund with Sales Charge (%) (POP) Before Shares Sold 3.03 1.40 1.04 3.23
Fund with Sales Charge (%) (POP) After Shares Sold 3.04 1.77 1.49 3.34
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 11.88 3.19 1.99 3.47
Fund without Sales Charge (%) (NAV) After Shares Sold 8.36 3.14 2.22 3.52
Fund with Sales Charge (%) (POP) Before Shares Sold 11.88 3.19 1.99 3.47
Fund with Sales Charge (%) (POP) After Shares Sold 8.36 3.14 2.22 3.52

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 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) 0.15 -1.81 5.16 11.08 17.94 74.08 2,419.31
Fund with Sales Charge (%) (POP) 0.15 -1.81 5.16 11.08 17.94 74.08 2,419.31
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) 2.29 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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.66 6.47 6.60
Standard Deviation (Credit Suisse High Yield Index) 4.26 5.38 5.63
Beta 1.07 1.17 1.15
Sharpe Ratio 0.40 0.35 0.78
Information Ratio -0.88 -0.97 -0.87
Tracking Error 0.98 1.71 1.48

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

3 YR 5 YR 10 YR
Beta Bull 1.11 1.07 1.11
Beta Bear 0.91 1.09 1.04
Bull Bear Capture Ratio 0.83 0.76 0.80
% of Positive Months 61.11 60.00 66.67
Gains/Losses 1.88 1.50 1.89
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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.07
Sharpe Ratio 0.40
Standard Deviation 4.66

Benchmarks

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

  • Credit Suisse High Yield Index