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 04/02/1990
Fund without Sales Charge (%) (NAV) 9.72 5.51 6.77 9.53 10.09
Fund with Sales Charge (%) (POP) 9.72 5.51 6.77 9.53 10.09
Russell 3000 Value Index (%) 14.14 8.24 8.57 11.77 9.92
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.82 7.29 6.24 9.55 10.26
Fund with Sales Charge (%) (POP) 24.82 7.29 6.24 9.55 10.26
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

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 7.81 3.11 4.22 7.04
Fund without Sales Charge (%) (NAV) After Shares Sold 7.19 4.11 5.00 7.47
Fund with Sales Charge (%) (POP) Before Shares Sold 7.81 3.11 4.22 7.04
Fund with Sales Charge (%) (POP) After Shares Sold 7.19 4.11 5.00 7.47
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.65 4.85 3.70 7.06
Fund without Sales Charge (%) (NAV) After Shares Sold 16.22 5.43 4.51 7.43
Fund with Sales Charge (%) (POP) Before Shares Sold 22.65 4.85 3.70 7.06
Fund with Sales Charge (%) (POP) After Shares Sold 16.22 5.43 4.51 7.43

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
Fund with Sales Charge (%) (POP) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
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 04/02/1990
Fund without Sales Charge (%) (NAV) 2.41 -3.61 9.72 17.46 38.73 148.41 1,660.32
Fund with Sales Charge (%) (POP) 2.41 -3.61 9.72 17.46 38.73 148.41 1,660.32
Russell 3000 Value Index (%) 3.42 -2.37 14.14 26.81 50.85 204.10 1,582.52
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 7.31 24.82 24.82 23.49 35.34 148.84 1,726.24
Fund with Sales Charge (%) (POP) 7.31 24.82 24.82 23.49 35.34 148.84 1,726.24
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.24 14.04 14.99
Standard Deviation (Russell 3000 Value Index) 12.15 11.92 12.85
Beta 1.15 1.12 1.12
Sharpe Ratio 0.27 0.41 0.60
Information Ratio -0.78 -0.40 -0.49
Tracking Error 3.52 4.52 4.55

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 1.06 1.19
Bull Bear Capture Ratio 0.87 0.90 0.89
% of Positive Months 66.67 61.67 65.00
Gains/Losses 1.40 1.50 1.66
Maximum Drawdown
16.30 16.30 22.59

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

Gross Expense Ratio 0.71%
Net Expense Ratio [further-information] 0.66%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Beta 1.15
Sharpe Ratio 0.27
Standard Deviation 14.24

Benchmarks

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

  • Russell 3000 Value Index