Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/23/1999
Fund without Sales Charge (%) (NAV) 34.28 19.92 12.32 13.59 10.01
Fund with Sales Charge (%) (POP) 34.28 19.92 12.32 13.59 10.01
Russell 3000 Growth Index (%) 35.85 19.90 14.23 15.06 6.25
S&P 500 Index (%) 31.49 15.28 11.70 13.56 6.44
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/23/1999
Fund without Sales Charge (%) (NAV) 34.28 19.92 12.32 13.59 10.01
Fund with Sales Charge (%) (POP) 34.28 19.92 12.32 13.59 10.01
Russell 3000 Growth Index (%) 35.85 19.90 14.23 15.06 6.25
S&P 500 Index (%) 31.49 15.28 11.70 13.56 6.44

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 34.28 -0.65 29.26 -2.50 6.30 8.33 40.28
Fund with Sales Charge (%) (POP) 34.28 -0.65 29.26 -2.50 6.30 8.33 40.28
Russell 3000 Growth Index (%) 35.85 -2.12 29.59 7.39 5.09 12.44 34.23
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39

Cumulative Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) 9.08 34.28 34.28 72.45 78.74 257.66 608.77
Fund with Sales Charge (%) (POP) 9.08 34.28 34.28 72.45 78.74 257.66 608.77
Russell 3000 Growth Index (%) 10.67 35.85 35.85 72.31 94.47 306.48 247.06
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 259.66
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) 9.08 34.28 34.28 72.45 78.74 257.66 608.77
Fund with Sales Charge (%) (POP) 9.08 34.28 34.28 72.45 78.74 257.66 608.77
Russell 3000 Growth Index (%) 10.67 35.85 35.85 72.31 94.47 306.48 247.06
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 259.66

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.14 13.98 15.22
Standard Deviation (Russell 3000 Growth Index) 13.20 12.95 13.31
Beta 1.04 1.03 1.10
Sharpe Ratio 1.29 0.81 0.86
Information Ratio 0.01 -0.47 -0.34
Tracking Error 3.66 4.05 4.35

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.18 1.07 1.13
Beta Bear 0.95 0.99 1.01
Bull Bear Capture Ratio 1.00 0.90 0.91
% of Positive Months 69.44 60.00 60.83
Gains/Losses 2.81 1.99 1.97
Maximum Drawdown
17.50 17.50 19.86

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 0.59%
Net Expense Ratio [further-information] 0.59%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.04
Sharpe Ratio 1.29
Standard Deviation 14.14

Benchmarks

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

  • Russell 3000 Growth Index
  • S&P 500 Index