Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/01/1995
Fund without Sales Charge (%) (NAV) 14.42 15.54 10.65 12.83 8.67
Fund with Sales Charge (%) (POP) 13.42 15.54 10.65 12.83 8.67
S&P 500 Index (%) 14.33 14.92 10.78 13.70 9.60
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/01/1995
Fund without Sales Charge (%) (NAV) 3.02 14.06 11.11 12.45 8.66
Fund with Sales Charge (%) (POP) 2.02 14.06 11.11 12.45 8.66
S&P 500 Index (%) 4.25 13.40 10.84 13.24 9.54

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 14.12 14.88 10.11 12.55
Fund without Sales Charge (%) (NAV) After Shares Sold 8.72 12.09 8.35 10.72
Fund with Sales Charge (%) (POP) Before Shares Sold 13.12 14.88 10.11 12.55
Fund with Sales Charge (%) (POP) After Shares Sold 8.13 12.09 8.35 10.72
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.75 13.41 10.56 12.17
Fund without Sales Charge (%) (NAV) After Shares Sold 1.95 10.91 8.73 10.38
Fund with Sales Charge (%) (POP) Before Shares Sold 1.75 13.41 10.56 12.17
Fund with Sales Charge (%) (POP) After Shares Sold 1.36 10.91 8.73 10.38

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -4.11 25.89 7.60 1.18 14.01 28.43 12.83 -0.13 14.05 33.22
Fund with Sales Charge (%) (POP) -5.06 24.89 6.60 0.20 13.01 27.43 11.83 -1.13 13.05 32.22
S&P 500 Index (%) -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06 26.46

Cumulative Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 0.57 22.85 14.42 54.22 65.90 234.52 667.27
Fund with Sales Charge (%) (POP) -0.43 21.85 13.42 54.22 65.90 234.52 667.27
S&P 500 Index (%) 2.43 23.16 14.33 51.73 66.81 260.96 844.49
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 0.20 21.61 3.02 48.38 69.37 223.40 659.54
Fund with Sales Charge (%) (POP) -0.80 20.61 2.02 48.38 69.37 223.40 659.54
S&P 500 Index (%) 1.70 20.55 4.25 45.80 67.27 246.74 824.47

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.64 12.15 12.76
Standard Deviation (S&P 500 Index) 11.90 11.82 12.46
Beta 1.04 1.00 1.00
Sharpe Ratio 1.11 0.80 0.96
Information Ratio 0.23 -0.04 -0.30
Tracking Error 2.77 2.84 2.88

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.08 0.98 1.01
Beta Bear 1.18 1.09 1.05
Bull Bear Capture Ratio 1.03 1.00 0.96
% of Positive Months 77.78 68.33 66.67
Gains/Losses 2.53 1.99 2.13
Maximum Drawdown
15.30 15.30 16.24

SALES CHARGE, EXPENSES & FEES As of 02/01/2019 (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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.04
Sharpe Ratio 1.11
Standard Deviation 12.64

Benchmarks

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

  • S&P 500 Index