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 04/02/1990
Fund without Sales Charge (%) (NAV) -4.18 0.89 3.40 7.51 9.45
Fund with Sales Charge (%) (POP) -9.44 -1.00 2.23 6.90 9.24
Russell 3000 Value Index (%) -0.16 3.46 5.38 10.27 9.52
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.48 7.01 5.98 9.27 10.03
Fund with Sales Charge (%) (POP) 17.63 5.01 4.79 8.66 9.83
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

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 -5.86 -1.44 0.90 5.07
Fund without Sales Charge (%) (NAV) After Shares Sold -0.96 0.77 2.54 5.94
Fund with Sales Charge (%) (POP) Before Shares Sold -11.03 -3.28 -0.23 4.47
Fund with Sales Charge (%) (POP) After Shares Sold -4.16 -0.67 1.63 5.43
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.30 4.55 3.42 6.79
Fund without Sales Charge (%) (NAV) After Shares Sold 16.03 5.21 4.31 7.21
Fund with Sales Charge (%) (POP) Before Shares Sold 15.57 2.59 2.26 6.19
Fund with Sales Charge (%) (POP) After Shares Sold 11.88 3.65 3.36 6.67

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.48 -12.45 12.44 20.45 -9.42 0.73 36.61 15.65 -6.36 21.85
Fund with Sales Charge (%) (POP) 17.63 -17.25 5.98 13.51 -14.63 -5.06 28.76 9.00 -11.74 14.83
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) -11.09 -13.45 -4.18 2.68 18.17 106.27 1,388.63
Fund with Sales Charge (%) (POP) -15.98 -18.21 -9.44 -2.97 11.68 94.94 1,307.02
Russell 3000 Value Index (%) -9.35 -11.82 -0.16 10.74 29.97 165.93 1,419.54
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) 7.26 24.48 24.48 22.54 33.69 142.75 1,620.05
Fund with Sales Charge (%) (POP) 1.37 17.63 17.63 15.79 26.33 129.38 1,525.76
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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.44 14.73 15.30
Standard Deviation (Russell 3000 Value Index) 13.40 12.65 13.26
Beta 1.13 1.12 1.11
Sharpe Ratio -0.05 0.16 0.45
Information Ratio -0.75 -0.44 -0.62
Tracking Error 3.43 4.51 4.48

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

3 YR 5 YR 10 YR
Beta Bull 1.12 1.23 1.16
Beta Bear 1.04 1.04 1.16
Bull Bear Capture Ratio 0.92 0.91 0.87
% of Positive Months 58.33 56.67 62.50
Gains/Losses 1.11 1.26 1.51
Maximum Drawdown
16.32 16.32 22.68

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

Gross Expense Ratio 0.97%
Net Expense Ratio [further-information] 0.93%
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 1.13
Sharpe Ratio -0.05
Standard Deviation 15.44

Benchmarks

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

  • Russell 3000 Value Index