Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/23/1999
Fund without Sales Charge (%) (NAV) 13.88 15.19 9.96 13.20 9.33
Fund with Sales Charge (%) (POP) 7.61 13.04 8.72 12.56 9.03
Russell 3000 Growth Index (%) 13.95 15.10 11.97 14.59 5.94
S&P 500 Index (%) 8.19 9.87 9.23 12.65 5.94
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/23/1999
Fund without Sales Charge (%) (NAV) 33.73 19.45 11.85 13.08 9.50
Fund with Sales Charge (%) (POP) 26.38 17.22 10.59 12.44 9.20
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 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 11.68 12.66 8.29 12.06
Fund without Sales Charge (%) (NAV) After Shares Sold 9.81 11.61 7.65 10.88
Fund with Sales Charge (%) (POP) Before Shares Sold 5.53 10.56 7.07 11.43
Fund with Sales Charge (%) (POP) After Shares Sold 6.01 9.89 6.64 10.31
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 31.14 16.83 10.16 11.94
Fund without Sales Charge (%) (NAV) After Shares Sold 21.78 15.02 9.18 10.75
Fund with Sales Charge (%) (POP) Before Shares Sold 23.94 14.66 8.92 11.31
Fund with Sales Charge (%) (POP) After Shares Sold 17.33 13.22 8.14 10.18

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 33.73 -0.95 28.67 -2.94 5.80 7.81 39.65 10.44 -3.43 21.64
Fund with Sales Charge (%) (POP) 26.38 -6.40 21.27 -8.53 -0.30 1.60 31.62 4.07 -8.97 14.66
Russell 3000 Growth Index (%) 35.85 -2.12 29.59 7.39 5.09 12.44 34.23 15.21 2.18 17.64
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) -0.27 -1.66 13.88 52.83 60.73 245.56 533.00
Fund with Sales Charge (%) (POP) -5.76 -7.07 7.61 44.45 51.87 226.58 498.30
Russell 3000 Growth Index (%) -2.13 -4.95 13.95 52.50 76.02 290.32 229.86
S&P 500 Index (%) -5.50 -8.27 8.19 32.62 55.49 229.18 229.92
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) 8.95 33.73 33.73 70.44 75.02 241.85 543.72
Fund with Sales Charge (%) (POP) 2.96 26.38 26.38 61.08 65.38 223.06 508.43
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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.55 14.07 15.24
Standard Deviation (Russell 3000 Growth Index) 13.92 13.15 13.42
Beta 1.01 1.02 1.09
Sharpe Ratio 0.93 0.63 0.83
Information Ratio 0.02 -0.49 -0.32
Tracking Error 3.73 4.15 4.40

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.16 1.05 1.12
Beta Bear 0.93 0.94 0.98
Bull Bear Capture Ratio 1.01 0.90 0.91
% of Positive Months 66.67 60.00 60.83
Gains/Losses 2.20 1.75 1.93
Maximum Drawdown
17.55 17.55 19.98

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

Gross Expense Ratio 0.95%
Net Expense Ratio [further-information] 0.95%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.01
Sharpe Ratio 0.93
Standard Deviation 14.55

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