The total return, assuming reinvested dividends, over selected trailing periods

The trailing 12 months yield: the sum of the last 12 months dividends, divided by the current price of the asset

30-day SEC yield refers to a calculation that is based on the 30 days ending on the last day of the previous month. The yield figure reflects the dividends and interest earned during the period, after the deduction of the fund's expenses.

Risk metrics

Volatility: the volatility of monthly total returns over three trailing years (for closed-end funds and ETF's, we calculate the volatility using the market price of the fund, not the NAV)

Sharpe ratio

Beta: the asset beta, measured over three trailing years

Up/Down capture ratios, measured over three trailing years

Benchmark used for calculating Beta, Up/Down capture ratios

Expenses (for mutual funds, closed-end funds and ETFs)