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) 13.64 14.92 9.70 12.96 9.10
Fund with Sales Charge (%) (POP) 13.64 14.92 9.70 12.96 9.10
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) 33.46 19.17 11.58 12.83 9.27
Fund with Sales Charge (%) (POP) 33.46 19.17 11.58 12.83 9.27
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 11.32 12.28 7.96 11.77
Fund without Sales Charge (%) (NAV) After Shares Sold 9.75 11.39 7.43 10.65
Fund with Sales Charge (%) (POP) Before Shares Sold 11.32 12.28 7.96 11.77
Fund with Sales Charge (%) (POP) After Shares Sold 9.75 11.39 7.43 10.65
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 30.74 16.44 9.82 11.65
Fund without Sales Charge (%) (NAV) After Shares Sold 21.72 14.79 8.95 10.53
Fund with Sales Charge (%) (POP) Before Shares Sold 30.74 16.44 9.82 11.65
Fund with Sales Charge (%) (POP) After Shares Sold 21.72 14.79 8.95 10.53

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 33.46 -1.20 28.36 -3.20 5.58 7.62 39.34 10.22 -3.63 21.40
Fund with Sales Charge (%) (POP) 33.46 -1.20 28.36 -3.20 5.58 7.62 39.34 10.22 -3.63 21.40
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) -0.34 -1.71 13.64 51.76 58.84 238.11 505.98
Fund with Sales Charge (%) (POP) -0.34 -1.71 13.64 51.76 58.84 238.11 505.98
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) 8.90 33.46 33.46 69.25 72.98 234.48 516.52
Fund with Sales Charge (%) (POP) 8.90 33.46 33.46 69.25 72.98 234.48 516.52
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 14.08 15.24
Standard Deviation (Russell 3000 Growth Index) 13.92 13.15 13.42
Beta 1.01 1.02 1.09
Sharpe Ratio 0.91 0.61 0.81
Information Ratio -0.05 -0.55 -0.37
Tracking Error 3.72 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 0.99
Bull Bear Capture Ratio 1.00 0.89 0.90
% of Positive Months 66.67 60.00 60.83
Gains/Losses 2.18 1.73 1.91
Maximum Drawdown
17.63 17.63 20.03

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

Gross Expense Ratio 1.20%
Net Expense Ratio [further-information] 1.20%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.01
Sharpe Ratio 0.91
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