Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1969
Fund without Sales Charge (%) (NAV) 5.39 5.41 3.14 6.25 6.69
Fund with Sales Charge (%) (POP) 5.39 5.41 3.14 6.25 6.69
Credit Suisse High Yield Index (%) 5.79 5.97 5.16 7.73
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) 5.39 5.41 3.14 6.25 6.69
Fund with Sales Charge (%) (POP) 5.39 5.41 3.14 6.25 6.69
Credit Suisse High Yield Index (%) 5.79 5.97 5.16 7.73

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.16 3.19 0.80 3.72
Fund without Sales Charge (%) (NAV) After Shares Sold 3.14 3.14 1.30 3.75
Fund with Sales Charge (%) (POP) Before Shares Sold 3.16 3.19 0.80 3.72
Fund with Sales Charge (%) (POP) After Shares Sold 3.14 3.14 1.30 3.75
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.16 3.19 0.80 3.72
Fund without Sales Charge (%) (NAV) After Shares Sold 3.14 3.14 1.30 3.75
Fund with Sales Charge (%) (POP) Before Shares Sold 3.16 3.19 0.80 3.72
Fund with Sales Charge (%) (POP) After Shares Sold 3.14 3.14 1.30 3.75

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -4.00 6.77 18.53 -10.88 -0.73 7.15 15.08 4.14 13.17 44.22
Fund with Sales Charge (%) (POP) -4.00 6.77 18.53 -10.88 -0.73 7.15 15.08 4.14 13.17 44.22
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 09/30/2019

Month 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) 1.27 11.66 5.39 17.11 16.73 83.34 2,408.39
Fund with Sales Charge (%) (POP) 1.27 11.66 5.39 17.11 16.73 83.34 2,408.39
Credit Suisse High Yield Index (%) 1.03 11.08 5.79 18.99 28.60 110.50
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) 1.27 11.66 5.39 17.11 16.73 83.34 2,408.39
Fund with Sales Charge (%) (POP) 1.27 11.66 5.39 17.11 16.73 83.34 2,408.39
Credit Suisse High Yield Index (%) 1.03 11.08 5.79 18.99 28.60 110.50

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 09/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.67 6.65 6.60
Standard Deviation (Credit Suisse High Yield Index) 4.10 5.42 5.62
Beta 1.11 1.19 1.15
Sharpe Ratio 0.83 0.33 0.87
Information Ratio -0.50 -1.13 -0.98
Tracking Error 1.12 1.79 1.51

ADDITIONAL RISK STATISTICSAs of 09/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.11 1.08 1.12
Beta Bear 0.92 1.16 1.06
Bull Bear Capture Ratio 0.81 0.73 0.78
% of Positive Months 66.67 60.00 68.33
Gains/Losses 2.47 1.45 1.99
Maximum Drawdown
5.61 17.01 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 09/30/2019 Updated Monthly, based on a 3-year period

Beta 1.11
Sharpe Ratio 0.83
Standard Deviation 4.67

Benchmarks

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

  • Credit Suisse High Yield Index