Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 9.42 5.24 6.50 9.25 9.87
Fund with Sales Charge (%) (POP) 3.41 3.27 5.30 8.64 9.66
Russell 3000 Value Index (%) 14.14 8.24 8.57 11.77 9.92
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.48 7.01 5.98 9.27 10.03
Fund with Sales Charge (%) (POP) 17.63 5.01 4.79 8.66 9.83
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

After-Tax Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.50 2.82 3.93 6.77
Fund without Sales Charge (%) (NAV) After Shares Sold 7.02 3.91 4.79 7.25
Fund with Sales Charge (%) (POP) Before Shares Sold 1.60 0.89 2.76 6.17
Fund with Sales Charge (%) (POP) After Shares Sold 3.38 2.38 3.83 6.72
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.30 4.55 3.42 6.79
Fund without Sales Charge (%) (NAV) After Shares Sold 16.03 5.21 4.31 7.21
Fund with Sales Charge (%) (POP) Before Shares Sold 15.57 2.59 2.26 6.19
Fund with Sales Charge (%) (POP) After Shares Sold 11.88 3.65 3.36 6.67

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.48 -12.45 12.44 20.45 -9.42 0.73 36.61 15.65 -6.36 21.85
Fund with Sales Charge (%) (POP) 17.63 -17.25 5.98 13.51 -14.63 -5.06 28.76 9.00 -11.74 14.83
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69 17.55 -0.10 16.23

Cumulative Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 2.31 -3.64 9.42 16.56 37.00 142.31 1,557.40
Fund with Sales Charge (%) (POP) -3.31 -8.94 3.41 10.14 29.45 128.98 1,466.54
Russell 3000 Value Index (%) 3.42 -2.37 14.14 26.81 50.85 204.10 1,582.52
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 7.26 24.48 24.48 22.54 33.69 142.75 1,620.05
Fund with Sales Charge (%) (POP) 1.37 17.63 17.63 15.79 26.33 129.38 1,525.76
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.22 14.03 14.98
Standard Deviation (Russell 3000 Value Index) 12.15 11.92 12.85
Beta 1.14 1.12 1.12
Sharpe Ratio 0.25 0.39 0.58
Information Ratio -0.86 -0.46 -0.55
Tracking Error 3.50 4.52 4.54

ADDITIONAL RISK STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.10 1.21 1.16
Beta Bear 1.08 1.05 1.19
Bull Bear Capture Ratio 0.85 0.88 0.87
% of Positive Months 61.11 58.33 63.33
Gains/Losses 1.38 1.48 1.64
Maximum Drawdown
16.32 16.32 22.68

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 0.96%
Net Expense Ratio [further-information] 0.91%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Beta 1.14
Sharpe Ratio 0.25
Standard Deviation 14.22

Benchmarks

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

  • Russell 3000 Value Index