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 05/01/1995
Fund without Sales Charge (%) (NAV) 22.54 16.00 12.16 13.12 8.94
Fund with Sales Charge (%) (POP) 21.54 16.00 12.16 13.12 8.94
S&P 500 Index (%) 21.68 14.55 12.37 13.97 9.78
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1995
Fund without Sales Charge (%) (NAV) 31.19 16.56 11.51 12.49 8.90
Fund with Sales Charge (%) (POP) 30.19 16.56 11.51 12.49 8.90
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.82

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 20.87 15.12 11.30 12.68
Fund without Sales Charge (%) (NAV) After Shares Sold 14.43 12.49 9.55 10.96
Fund with Sales Charge (%) (POP) Before Shares Sold 19.87 15.12 11.30 12.68
Fund with Sales Charge (%) (POP) After Shares Sold 13.84 12.49 9.55 10.96
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 29.40 15.69 10.65 12.05
Fund without Sales Charge (%) (NAV) After Shares Sold 19.67 12.97 9.03 10.39
Fund with Sales Charge (%) (POP) Before Shares Sold 28.40 15.69 10.65 12.05
Fund with Sales Charge (%) (POP) After Shares Sold 19.07 12.97 9.03 10.39

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 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 8.63 1.73 22.54 56.07 77.50 243.23 733.50
Fund with Sales Charge (%) (POP) 7.63 0.73 21.54 56.07 77.50 243.23 733.50
S&P 500 Index (%) 6.72 -0.04 21.68 50.26 79.17 269.82 907.92
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 7.87 31.19 31.19 58.36 72.41 224.41 719.35
Fund with Sales Charge (%) (POP) 6.87 30.19 30.19 58.36 72.41 224.41 719.35
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 908.32

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.68 12.15 12.57
Standard Deviation (S&P 500 Index) 11.95 11.75 12.32
Beta 1.04 1.01 0.99
Sharpe Ratio 1.13 0.91 1.00
Information Ratio 0.52 -0.08 -0.29
Tracking Error 2.78 2.84 2.91

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

3 YR 5 YR 10 YR
Beta Bull 1.10 0.98 1.01
Beta Bear 1.23 1.15 1.08
Bull Bear Capture Ratio 1.08 1.00 0.97
% of Positive Months 77.78 71.67 67.50
Gains/Losses 2.57 2.15 2.19
Maximum Drawdown
15.30 15.30 16.24

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 01/31/2020 Updated Monthly, based on a 3-year period

Beta 1.04
Sharpe Ratio 1.13
Standard Deviation 12.68

Benchmarks

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

  • S&P 500 Index