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PHYDX: HIGH YIELD FUND D (MUTUAL FUND)
Basic Info
Asset Class: | High Yield Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/29/1998 |
Last Dividend Date: | 02/28/2018 |
12-Mo. Yield | 4.84% |
Expenses | 0.90% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/01/2002 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -0.4 | 2.1 | 4.4 | 6.5 | 6.4 | -2.0 | 5.6 | 12.3 | -2.2 | 3.0 | 5.4 | 14.2 | 3.6 | 13.3 | 43.6 | -23.9 | 3.3 | 9.0 | 4.2 | 9.0 | 15.9 | -5.4 | 4.6 | -0.9 | 2.4 | 3.5 |
Sharpe Ratio | NA | 0.61 | 0.75 | 0.87 | 1.02 | NA | 0.78 | -2.63 | 1.82 | 2.15 | -0.46 | 0.77 | 1.62 | 4.44 | 0.58 | 2.99 | 5.21 | -2.09 | 0.07 | 1.95 | 0.59 | 2.3 | 4.53 | -1.04 | 0.53 | -1.5 | -0.26 | 0.46 |
Draw Down(%) | NA | 2.8 | 9.9 | 9.9 | 32.9 | NA | 32.9 | 2.8 | 2.2 | 4.6 | 7.7 | 5.0 | 5.3 | 2.8 | 9.7 | 5.3 | 12.3 | 32.9 | 6.8 | 2.4 | 4.3 | 5.3 | 5.6 | 15.0 | 4.6 | 4.9 | 3.1 | 5.6 |
Standard Deviation(%) | NA | 2.8 | 4.6 | 4.2 | 6.1 | NA | 5.2 | 3.7 | 2.7 | 5.6 | 4.8 | 3.8 | 3.3 | 3.2 | 6.2 | 4.4 | 8.3 | 11.8 | 4.4 | 2.9 | 3.4 | 3.5 | 3.4 | 6.3 | 4.3 | 3.3 | 3.0 | 4.4 |
Treynor Ratio | NA | 0.02 | 0.03 | 0.04 | 0.06 | NA | 0.04 | -0.1 | 0.06 | 0.11 | -0.02 | 0.03 | 0.06 | 0.16 | 0.03 | 0.16 | 0.38 | -0.22 | 0.0 | 0.06 | 0.02 | 0.09 | 0.27 | -0.07 | 0.06 | -0.07 | -0.01 | 0.02 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | -0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | -0.03 | 0.01 | -0.01 | 0.02 | 0.04 |
Beta | NA | 0.83 | 1.03 | 1.02 | 1.06 | NA | 0.93 | 0.93 | 0.8 | 1.06 | 1.12 | 1.01 | 0.92 | 0.9 | 1.1 | 0.83 | 1.13 | 1.11 | 0.96 | 0.96 | 1.01 | 0.91 | 0.57 | 1.0 | 0.41 | 0.72 | 0.69 | 0.81 |
RSquared | NA | 0.73 | 0.84 | 0.84 | 0.76 | NA | 0.66 | 0.77 | 0.7 | 0.9 | 0.83 | 0.83 | 0.79 | 0.76 | 0.89 | 0.69 | 0.71 | 0.7 | 0.8 | 0.71 | 0.76 | 0.69 | 0.33 | 0.55 | 0.48 | 0.67 | 0.27 | 0.44 |
Yield(%) | N/A | 4.8 | 5.6 | 5.8 | 6.6 | 6.7 | N/A | 0.9 | 5.1 | 5.7 | 7.8 | 7.5 | 5.3 | 6.5 | 7.0 | 7.2 | 9.9 | 7.0 | 6.9 | 7.0 | 6.6 | 6.6 | 1.3 | 3.7 | 8.0 | 8.3 | 7.9 | 5.9 |
Dividend Growth(%) | N/A | -4.3 | -16.1 | -11.2 | N/A | N/A | N/A | -82.2 | -4.3 | -33.8 | -1.4 | 41.2 | -13.6 | -9.2 | 1.6 | -4.5 | 0.0 | -1.5 | 0.0 | 3.0 | 3.1 | 481.8 | -68.6 | -55.1 | -11.4 | -1.1 | 30.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2002
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