Return and Risk Measures for Domestic and Global Investment-Grade vs. High-Yield Bonds

	Global High-Yield Bonds	Global Investment-Grade Bonds	U.S. High-Yield Bonds	U.S. Investment-Grade Bonds
Average 12-month return	7.13%	1.33%	7.25%	3.21%
Standard deviation, 12-month returns	13.26%	8.61%	12.26%	4.87%
Highest 12-month return	68.26%	20.82%	64.92%	13.79%
Lowest 12-month return	-31.90%	-28.27%	-31.22%	-15.68%
% of 12-month periods (+)	77%	61%	80%	77%
% of 12-month periods (-)	23%	39%	20%	23%
Average of all (+) periods	11.68%	6.56%	10.90%	5.13%
Average of all (-) periods	-7.98%	-6.73%	-7.69%	-3.34%

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