Average Annual Total Returns [further-information] As of 07/31/2019

Month EndAs of 07/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/01/1995
Fund without Sales Charge (%) (NAV) 8.47 14.54 11.75 13.39 8.74
Fund with Sales Charge (%) (POP) 7.47 14.54 11.75 13.39 8.74
S&P 500 Index (%) 7.99 13.37 11.34 14.03 9.59
Quarter EndAs of 06/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/01/1995
Fund without Sales Charge (%) (NAV) 11.75 16.03 11.26 14.24 8.74
Fund with Sales Charge (%) (POP) 10.75 16.03 11.26 14.24 8.74
S&P 500 Index (%) 10.42 14.20 10.71 14.70 9.56

After-Tax Average Annual Total Returns [further-information] As of 07/31/2019

Month EndAs of 07/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 8.18 13.89 11.20 13.10
Fund without Sales Charge (%) (NAV) After Shares Sold 5.19 11.29 9.26 11.22
Fund with Sales Charge (%) (POP) Before Shares Sold 7.18 13.89 11.20 13.10
Fund with Sales Charge (%) (POP) After Shares Sold 4.59 11.29 9.26 11.22
Quarter EndAs of 06/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 11.46 15.37 10.70 13.95
Fund without Sales Charge (%) (NAV) After Shares Sold 7.14 12.49 8.85 11.99
Fund with Sales Charge (%) (POP) Before Shares Sold 10.46 15.37 10.70 13.95
Fund with Sales Charge (%) (POP) After Shares Sold 6.55 12.49 8.85 11.99

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 07/31/2019

Month EndAs of 07/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 2.18 22.16 8.47 50.27 74.27 251.35 662.95
Fund with Sales Charge (%) (POP) 1.18 21.16 7.47 50.27 74.27 251.35 662.95
S&P 500 Index (%) 1.69 20.24 7.99 45.66 71.08 271.71 822.09
Quarter EndAs of 06/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1995
Fund without Sales Charge (%) (NAV) 5.54 21.37 11.75 56.19 70.46 278.68 658.02
Fund with Sales Charge (%) (POP) 4.54 20.37 10.75 56.19 70.46 278.68 658.02
S&P 500 Index (%) 4.30 18.54 10.42 48.89 66.33 294.16 809.03

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.79 12.25 12.86
Standard Deviation (S&P 500 Index) 11.93 11.89 12.51
Beta 1.05 1.00 1.00
Sharpe Ratio 1.03 0.89 1.00
Information Ratio 0.44 0.15 -0.22
Tracking Error 2.69 2.78 2.88

ADDITIONAL RISK STATISTICSAs of 07/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.06 0.97 1.00
Beta Bear 1.08 1.09 1.05
Bull Bear Capture Ratio 1.04 1.02 0.97
% of Positive Months 77.78 68.33 66.67
Gains/Losses 2.38 2.08 2.17
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 07/31/2019 Updated Monthly, based on a 3-year period

Beta 1.05
Sharpe Ratio 1.03
Standard Deviation 12.79

Benchmarks

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

  • S&P 500 Index

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