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 03/01/2001
Fund without Sales Charge (%) (NAV) -21.84 -4.90 -0.85 3.74 5.07
Fund with Sales Charge (%) (POP) -22.57 -4.90 -0.85 3.74 5.07
Russell 3000 Value Index (%) -11.89 0.92 3.67 8.31 6.06
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 03/01/2001
Fund without Sales Charge (%) (NAV) -26.97 -8.17 -2.52 3.07 4.53
Fund with Sales Charge (%) (POP) -27.65 -8.17 -2.52 3.07 4.53
Russell 3000 Value Index (%) -18.02 -2.67 1.61 7.47 5.49

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 -23.13 -6.98 -3.16 1.45
Fund without Sales Charge (%) (NAV) After Shares Sold -11.40 -3.25 -0.38 3.16
Fund with Sales Charge (%) (POP) Before Shares Sold -23.86 -6.98 -3.16 1.45
Fund with Sales Charge (%) (POP) After Shares Sold -11.83 -3.25 -0.38 3.16
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -28.17 -10.18 -4.78 0.80
Fund without Sales Charge (%) (NAV) After Shares Sold -14.30 -5.45 -1.42 2.82
Fund with Sales Charge (%) (POP) Before Shares Sold -28.85 -10.18 -4.78 0.80
Fund with Sales Charge (%) (POP) After Shares Sold -14.70 -5.45 -1.42 2.82

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 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 03/01/2001
Fund without Sales Charge (%) (NAV) -24.35 -27.14 -21.84 -13.98 -4.20 44.31 158.20
Fund with Sales Charge (%) (POP) -25.10 -27.86 -22.57 -13.98 -4.20 44.31 158.20
Russell 3000 Value Index (%) -17.14 -19.10 -11.89 2.77 19.77 122.17 208.62
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 03/01/2001
Fund without Sales Charge (%) (NAV) -34.30 -34.30 -26.97 -22.56 -11.98 35.30 132.83
Fund with Sales Charge (%) (POP) -34.95 -34.95 -27.65 -22.56 -11.98 35.30 132.83
Russell 3000 Value Index (%) -27.32 -27.32 -18.02 -7.80 8.34 105.51 177.27

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 21.64 18.85 17.28
Standard Deviation (Russell 3000 Value Index) 18.05 15.75 14.73
Beta 1.18 1.16 1.13
Sharpe Ratio -0.30 -0.10 0.18
Information Ratio -1.19 -0.87 -0.94
Tracking Error 4.89 5.23 4.84

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

3 YR 5 YR 10 YR
Beta Bull 1.04 1.15 1.13
Beta Bear 1.23 1.24 1.26
Bull Bear Capture Ratio 0.87 0.84 0.82
% of Positive Months 61.11 56.67 61.67
Gains/Losses 0.91 1.05 1.27
Maximum Drawdown
34.30 34.30 34.30

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 1.72%
Net Expense Ratio [further-information] 1.68%
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 1.18
Sharpe Ratio -0.30
Standard Deviation 21.64

Benchmarks

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

  • Russell 3000 Value Index