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 04/02/1990
Fund without Sales Charge (%) (NAV) -20.98 -3.84 0.27 4.94 9.30
Fund with Sales Charge (%) (POP) -20.98 -3.84 0.27 4.94 9.30
Russell 3000 Value Index (%) -11.89 0.92 3.67 8.31 9.16
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -26.16 -7.14 -1.41 4.26 8.95
Fund with Sales Charge (%) (POP) -26.16 -7.14 -1.41 4.26 8.95
Russell 3000 Value Index (%) -18.02 -2.67 1.61 7.47 8.79

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 -22.38 -6.06 -2.17 2.53
Fund without Sales Charge (%) (NAV) After Shares Sold -10.78 -2.45 0.44 4.07
Fund with Sales Charge (%) (POP) Before Shares Sold -22.38 -6.06 -2.17 2.53
Fund with Sales Charge (%) (POP) After Shares Sold -10.78 -2.45 0.44 4.07
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -27.47 -9.29 -3.81 1.87
Fund without Sales Charge (%) (NAV) After Shares Sold -13.69 -4.68 -0.61 3.73
Fund with Sales Charge (%) (POP) Before Shares Sold -27.47 -9.29 -3.81 1.87
Fund with Sales Charge (%) (POP) After Shares Sold -13.69 -4.68 -0.61 3.73

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Fund with Sales Charge (%) (POP) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69

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 04/02/1990
Fund without Sales Charge (%) (NAV) -24.16 -26.88 -20.98 -11.07 1.34 61.89 1,350.98
Fund with Sales Charge (%) (POP) -24.16 -26.88 -20.98 -11.07 1.34 61.89 1,350.98
Russell 3000 Value Index (%) -17.14 -19.10 -11.89 2.77 19.77 122.17 1,294.09
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) -34.13 -34.13 -26.16 -19.92 -6.87 51.82 1,207.23
Fund with Sales Charge (%) (POP) -34.13 -34.13 -26.16 -19.92 -6.87 51.82 1,207.23
Russell 3000 Value Index (%) -27.32 -27.32 -18.02 -7.80 8.34 105.51 1,152.47

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 21.65 18.86 17.30
Standard Deviation (Russell 3000 Value Index) 18.05 15.75 14.73
Beta 1.18 1.16 1.14
Sharpe Ratio -0.26 -0.04 0.25
Information Ratio -0.97 -0.65 -0.70
Tracking Error 4.91 5.24 4.85

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

3 YR 5 YR 10 YR
Beta Bull 1.03 1.15 1.13
Beta Bear 1.23 1.24 1.26
Bull Bear Capture Ratio 0.91 0.88 0.86
% of Positive Months 66.67 60.00 63.33
Gains/Losses 0.95 1.10 1.34
Maximum Drawdown
34.13 34.13 34.13

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

Gross Expense Ratio 0.63%
Net Expense Ratio [further-information] 0.56%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.18
Sharpe Ratio -0.26
Standard Deviation 21.65

Benchmarks

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

  • Russell 3000 Value Index