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 10/02/1995
Fund without Sales Charge (%) (NAV) 2.30 5.51 5.47 9.16 6.41
Fund with Sales Charge (%) (POP) 1.32 5.51 5.47 9.16 6.41
S&P 500 Index (%) 8.19 9.87 9.23 12.65 8.94
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/02/1995
Fund without Sales Charge (%) (NAV) 24.51 10.68 8.15 10.21 6.93
Fund with Sales Charge (%) (POP) 23.51 10.68 8.15 10.21 6.93
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.39

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 1.26 4.33 4.27 8.20
Fund without Sales Charge (%) (NAV) After Shares Sold 2.22 4.22 4.16 7.40
Fund with Sales Charge (%) (POP) Before Shares Sold 0.28 4.33 4.27 8.20
Fund with Sales Charge (%) (POP) After Shares Sold 1.64 4.22 4.16 7.40
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 23.23 9.45 6.91 9.23
Fund without Sales Charge (%) (NAV) After Shares Sold 15.36 8.19 6.23 8.24
Fund with Sales Charge (%) (POP) Before Shares Sold 22.23 9.45 6.91 9.23
Fund with Sales Charge (%) (POP) After Shares Sold 14.77 8.19 6.23 8.24

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.51 -5.36 15.07 10.92 -1.61 8.26 28.40 10.97 0.70 14.99
Fund with Sales Charge (%) (POP) 23.51 -6.25 14.07 9.92 -2.55 7.26 27.40 9.97 -0.29 13.99
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 10/02/1995
Fund without Sales Charge (%) (NAV) -7.71 -10.20 2.30 17.44 30.50 140.25 355.94
Fund with Sales Charge (%) (POP) -8.61 -11.10 1.32 17.44 30.50 140.25 355.94
S&P 500 Index (%) -5.50 -8.27 8.19 32.62 55.49 229.18 708.41
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/02/1995
Fund without Sales Charge (%) (NAV) 6.65 24.51 24.51 35.59 47.98 164.32 407.74
Fund with Sales Charge (%) (POP) 5.65 23.51 23.51 35.59 47.98 164.32 407.74
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 781.27

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.71 11.00 11.73
Standard Deviation (S&P 500 Index) 12.98 12.26 12.65
Beta 0.88 0.88 0.91
Sharpe Ratio 0.33 0.40 0.73
Information Ratio -1.41 -1.35 -1.38
Tracking Error 3.10 2.79 2.54

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

Gross Expense Ratio 1.62%
Net Expense Ratio [further-information] 1.61%
Max Initial Sales Charge 0.00%
CDSC 1.00%

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

Beta 0.88
Sharpe Ratio 0.33
Standard Deviation 11.71

Benchmarks

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

  • S&P 500 Index