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 03/01/2001
Fund without Sales Charge (%) (NAV) 8.61 4.47 5.71 8.44 6.70
Fund with Sales Charge (%) (POP) 7.61 4.47 5.71 8.44 6.70
Russell 3000 Value Index (%) 14.14 8.24 8.57 11.77 7.20
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 03/01/2001
Fund without Sales Charge (%) (NAV) 23.57 6.21 5.18 8.46 6.95
Fund with Sales Charge (%) (POP) 22.57 6.21 5.18 8.46 6.95
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 7.37

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 6.82 2.18 3.25 6.05
Fund without Sales Charge (%) (NAV) After Shares Sold 6.45 3.33 4.19 6.61
Fund with Sales Charge (%) (POP) Before Shares Sold 5.82 2.18 3.25 6.05
Fund with Sales Charge (%) (POP) After Shares Sold 5.86 3.33 4.19 6.61
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 21.53 3.89 2.74 6.07
Fund without Sales Charge (%) (NAV) After Shares Sold 15.39 4.61 3.71 6.56
Fund with Sales Charge (%) (POP) Before Shares Sold 20.53 3.89 2.74 6.07
Fund with Sales Charge (%) (POP) After Shares Sold 14.80 4.61 3.71 6.56

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 23.57 -13.10 11.58 19.56 -10.12 -0.01 35.58 14.81 -7.05 20.93
Fund with Sales Charge (%) (POP) 22.57 -13.86 10.58 18.56 -10.88 -0.85 34.58 13.81 -7.87 19.93
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 03/01/2001
Fund without Sales Charge (%) (NAV) 2.15 -3.69 8.61 14.01 31.98 124.87 241.29
Fund with Sales Charge (%) (POP) 1.20 -4.65 7.61 14.01 31.98 124.87 241.29
Russell 3000 Value Index (%) 3.42 -2.37 14.14 26.81 50.85 204.10 272.48
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 03/01/2001
Fund without Sales Charge (%) (NAV) 7.07 23.57 23.57 19.81 28.75 125.25 254.36
Fund with Sales Charge (%) (POP) 6.08 22.57 22.57 19.81 28.75 125.25 254.36
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 281.50

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.21 14.02 14.97
Standard Deviation (Russell 3000 Value Index) 12.15 11.92 12.85
Beta 1.14 1.12 1.12
Sharpe Ratio 0.20 0.33 0.53
Information Ratio -1.08 -0.64 -0.73
Tracking Error 3.49 4.50 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 0.82 0.85 0.84
% of Positive Months 61.11 58.33 63.33
Gains/Losses 1.33 1.42 1.58
Maximum Drawdown
16.54 16.54 22.92

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

Gross Expense Ratio 1.71%
Net Expense Ratio [further-information] 1.66%
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 1.14
Sharpe Ratio 0.20
Standard Deviation 14.21

Benchmarks

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

  • Russell 3000 Value Index