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) 9.17 4.99 6.24 8.99 9.58
Fund with Sales Charge (%) (POP) 9.17 4.99 6.24 8.99 9.58
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) 24.19 6.75 5.72 9.00 9.75
Fund with Sales Charge (%) (POP) 24.19 6.75 5.72 9.00 9.75
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 7.32 2.65 3.75 6.57
Fund without Sales Charge (%) (NAV) After Shares Sold 6.81 3.72 4.60 7.04
Fund with Sales Charge (%) (POP) Before Shares Sold 7.32 2.65 3.75 6.57
Fund with Sales Charge (%) (POP) After Shares Sold 6.81 3.72 4.60 7.04
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.09 4.37 3.24 6.59
Fund without Sales Charge (%) (NAV) After Shares Sold 15.80 5.02 4.12 7.00
Fund with Sales Charge (%) (POP) Before Shares Sold 22.09 4.37 3.24 6.59
Fund with Sales Charge (%) (POP) After Shares Sold 15.80 5.02 4.12 7.00

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.19 -12.67 12.15 20.16 -9.65 0.49 36.26 15.39 -6.60 21.53
Fund with Sales Charge (%) (POP) 24.19 -12.67 12.15 20.16 -9.65 0.49 36.26 15.39 -6.60 21.53
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) 2.28 -3.65 9.17 15.73 35.35 136.45 1,433.05
Fund with Sales Charge (%) (POP) 2.28 -3.65 9.17 15.73 35.35 136.45 1,433.05
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) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
Fund with Sales Charge (%) (POP) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
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) 14.20 14.02 14.98
Standard Deviation (Russell 3000 Value Index) 12.15 11.92 12.85
Beta 1.14 1.12 1.12
Sharpe Ratio 0.23 0.37 0.56
Information Ratio -0.93 -0.52 -0.61
Tracking Error 3.49 4.51 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 1.05 1.19
Bull Bear Capture Ratio 0.84 0.87 0.86
% of Positive Months 61.11 58.33 63.33
Gains/Losses 1.37 1.46 1.62
Maximum Drawdown
16.40 16.40 22.77

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

Gross Expense Ratio 1.21%
Net Expense Ratio [further-information] 1.16%
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 1.14
Sharpe Ratio 0.23
Standard Deviation 14.20

Benchmarks

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

  • Russell 3000 Value Index