Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1995
Fund without Sales Charge (%) (NAV) 17.67 12.52 10.84 12.71 8.80
Fund with Sales Charge (%) (POP) 16.67 12.52 10.84 12.71 8.80
S&P 500 Index (%) 12.84 10.23 9.86 13.15 9.43
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1995
Fund without Sales Charge (%) (NAV) -4.53 7.05 6.95 9.82 8.03
Fund with Sales Charge (%) (POP) -5.43 7.05 6.95 9.82 8.03
S&P 500 Index (%) -6.98 5.10 6.72 10.53 8.76

After-Tax Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 16.07 11.68 9.99 12.27
Fund without Sales Charge (%) (NAV) After Shares Sold 11.52 9.71 8.47 10.59
Fund with Sales Charge (%) (POP) Before Shares Sold 15.07 11.68 9.99 12.27
Fund with Sales Charge (%) (POP) After Shares Sold 10.92 9.71 8.47 10.59
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.84 6.25 6.12 9.39
Fund without Sales Charge (%) (NAV) After Shares Sold -1.49 5.50 5.41 8.09
Fund with Sales Charge (%) (POP) Before Shares Sold -6.74 6.25 6.12 9.39
Fund with Sales Charge (%) (POP) After Shares Sold -2.02 5.50 5.41 8.09

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 31.19 -4.11 25.89 7.60 1.18 14.01 28.43 12.83 -0.13 14.05
Fund with Sales Charge (%) (POP) 30.19 -5.06 24.89 6.60 0.20 13.01 27.43 11.83 -1.13 13.05
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 05/31/2020

Month EndAs of 05/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 7.87 1.15 17.67 42.46 67.31 230.89 728.76
Fund with Sales Charge (%) (POP) 6.87 0.15 16.67 42.46 67.31 230.89 728.76
S&P 500 Index (%) 3.59 -4.97 12.84 33.95 60.05 244.08 858.20
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) -16.31 -16.31 -4.53 22.68 39.91 155.14 585.70
Fund with Sales Charge (%) (POP) -17.15 -17.15 -5.43 22.68 39.91 155.14 585.70
S&P 500 Index (%) -19.60 -19.60 -6.98 16.11 38.47 172.10 710.71

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.05 14.88 13.49
Standard Deviation (S&P 500 Index) 16.71 14.63 13.36
Beta 1.00 1.00 0.98
Sharpe Ratio 0.67 0.71 0.96
Information Ratio 0.78 0.31 -0.15
Tracking Error 3.05 2.98 3.01

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.10 1.01 1.02
Beta Bear 1.05 1.00 1.00
Bull Bear Capture Ratio 1.09 1.04 0.99
Gains/Losses 1.85 1.88 2.18

SALES CHARGE, EXPENSES & FEES As of 02/01/2020 (updated annually)

Gross Expense Ratio 1.59%
Net Expense Ratio [further-information] 1.59%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 1.00
Sharpe Ratio 0.67
Standard Deviation 17.05

Benchmarks

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

  • S&P 500 Index