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Nuveen High Yield Income I (NCOIX)
At close: 8:00:56 PM EST
Fund Summary
Under normal circumstances, the fund invests at least 80% of the sum of its net assets and the amount of any borrowings for investment purposes in debt instruments (e.g., bonds and loans) rated below investment grade or, if unrated, deemed by the fund's portfolio managers to be of comparable quality. The fund invests both in debt issued by U.S. companies and in U.S. dollar-denominated debt issued by non-U.S. companies that is traded over-the-counter or listed on an exchange.
Risk Overview
Morningstar Risk Rating | |
Best 1Y Total Return | 20.60% |
Worst 1Y Total Return | -- |
Number of Years Up | 10 |
Number of Years Down | 3 |
Performance & Risk
YTD Return | 9.74% |
5y Average Return | 4.02% |
Rank in Category (ytd) | 13 |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.82 |
Morningstar Risk Rating |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
NCOIX | Category Average | NCOIX | Category Average | NCOIX | Category Average | |
Alpha | 5.17 | 0.03 | 4.02 | 0.04 | 3.14 | 0.04 |
BETA | 0.82 | 0.01 | 0.82 | 0 | 0.67 | 0 |
Mean Annual Return | 0.38 | 0.01 | 0.39 | 0.01 | 0.4 | 0 |
R-squared | 57.21 | 0.04 | 28.92 | 0.05 | 17.99 | 0.04 |
Standard Deviation | 8.46 | 0.09 | 9.67 | 0.07 | 7.89 | 0.07 |
Sharpe Ratio | 0.05 | 0.01 | 0.22 | 0.01 | 0.38 | 0.01 |
Treynor Ratio | 0.13 | 0.11 | 2.04 | 0.11 | 4.16 | 0.12 |
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