Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1995
Fund without Sales Charge (%) (NAV) 3.96 10.96 9.72 11.03 8.54
Fund with Sales Charge (%) (POP) 2.98 10.96 9.72 11.03 8.54
S&P 500 Index (%) 0.86 9.04 9.12 11.69 9.26
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1995
Fund without Sales Charge (%) (NAV) -4.53 7.05 6.95 9.82 8.03
Fund with Sales Charge (%) (POP) -5.43 7.05 6.95 9.82 8.03
S&P 500 Index (%) -6.98 5.10 6.72 10.53 8.76

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.54 10.13 8.87 10.60
Fund without Sales Charge (%) (NAV) After Shares Sold 3.40 8.52 7.59 9.12
Fund with Sales Charge (%) (POP) Before Shares Sold 1.56 10.13 8.87 10.60
Fund with Sales Charge (%) (POP) After Shares Sold 2.82 8.52 7.59 9.12
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.84 6.25 6.12 9.39
Fund without Sales Charge (%) (NAV) After Shares Sold -1.49 5.50 5.41 8.09
Fund with Sales Charge (%) (POP) Before Shares Sold -6.74 6.25 6.12 9.39
Fund with Sales Charge (%) (POP) After Shares Sold -2.02 5.50 5.41 8.09

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 31.19 -4.11 25.89 7.60 1.18 14.01 28.43 12.83 -0.13 14.05
Fund with Sales Charge (%) (POP) 30.19 -5.06 24.89 6.60 0.20 13.01 27.43 11.83 -1.13 13.05
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) -6.87 -5.26 3.96 36.63 59.00 184.80 676.25
Fund with Sales Charge (%) (POP) -7.80 -6.21 2.98 36.63 59.00 184.80 676.25
S&P 500 Index (%) -9.26 -9.29 0.86 29.66 54.74 202.21 814.63
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) -16.31 -16.31 -4.53 22.68 39.91 155.14 585.70
Fund with Sales Charge (%) (POP) -17.15 -17.15 -5.43 22.68 39.91 155.14 585.70
S&P 500 Index (%) -19.60 -19.60 -6.98 16.11 38.47 172.10 710.71

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.74 14.67 13.81
Standard Deviation (S&P 500 Index) 16.56 14.58 13.76
Beta 1.00 0.99 0.98
Sharpe Ratio 0.55 0.59 0.76
Information Ratio 0.66 0.21 -0.22
Tracking Error 2.90 2.86 2.94

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.08 1.00 1.01
Beta Bear 1.05 1.00 1.00
Bull Bear Capture Ratio 1.08 1.03 0.98
% of Positive Months 72.22 71.67 65.83
Gains/Losses 1.73 1.74 1.89
Maximum Drawdown
17.73 17.73 17.73

SALES CHARGE, EXPENSES & FEES As of 02/01/2020 (updated annually)

Gross Expense Ratio 1.59%
Net Expense Ratio [further-information] 1.59%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.00
Sharpe Ratio 0.55
Standard Deviation 16.74

Benchmarks

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

  • S&P 500 Index