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 06/23/1999
Fund without Sales Charge (%) (NAV) 16.02 17.18 11.08 14.11 9.75
Fund with Sales Charge (%) (POP) 16.02 17.18 11.08 14.11 9.75
Russell 3000 Growth Index (%) 16.34 18.52 13.05 15.27 5.92
S&P 500 Index (%) 14.33 14.92 10.78 13.70 6.15
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/23/1999
Fund without Sales Charge (%) (NAV) 1.80 15.20 11.22 13.51 9.67
Fund with Sales Charge (%) (POP) 1.80 15.20 11.22 13.51 9.67
Russell 3000 Growth Index (%) 2.70 16.38 13.07 14.74 5.80
S&P 500 Index (%) 4.25 13.40 10.84 13.24 6.06

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 13.09 15.32 9.81 13.24
Fund without Sales Charge (%) (NAV) After Shares Sold 10.82 13.12 8.51 11.69
Fund with Sales Charge (%) (POP) Before Shares Sold 13.09 15.32 9.81 13.24
Fund with Sales Charge (%) (POP) After Shares Sold 10.82 13.12 8.51 11.69
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.77 13.38 9.95 12.64
Fund without Sales Charge (%) (NAV) After Shares Sold 2.29 11.56 8.65 11.17
Fund with Sales Charge (%) (POP) Before Shares Sold -0.77 13.38 9.95 12.64
Fund with Sales Charge (%) (POP) After Shares Sold 2.29 11.56 8.65 11.17

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -0.65 29.26 -2.50 6.30 8.33 40.28
Fund with Sales Charge (%) (POP) -0.65 29.26 -2.50 6.30 8.33 40.28
Russell 3000 Growth Index (%) -2.12 29.59 7.39 5.09 12.44 34.23
S&P 500 Index (%) -4.38 21.83 11.96 1.38 13.69 32.39

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 06/23/1999
Fund without Sales Charge (%) (NAV) -1.68 25.80 16.02 60.90 69.11 274.36 564.01
Fund with Sales Charge (%) (POP) -1.68 25.80 16.02 60.90 69.11 274.36 564.01
Russell 3000 Growth Index (%) 1.75 26.21 16.34 66.41 84.67 313.93 222.45
S&P 500 Index (%) 2.43 23.16 14.33 51.73 66.81 260.96 236.89
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) -2.52 23.11 1.80 52.89 70.15 255.18 549.77
Fund with Sales Charge (%) (POP) -2.52 23.11 1.80 52.89 70.15 255.18 549.77
Russell 3000 Growth Index (%) 1.10 22.75 2.70 57.57 84.81 295.39 213.60
S&P 500 Index (%) 1.70 20.55 4.25 45.80 67.27 246.74 229.75

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.06 13.92 15.30
Standard Deviation (Russell 3000 Growth Index) 13.07 12.89 13.36
Beta 1.03 1.03 1.10
Sharpe Ratio 1.11 0.73 0.89
Information Ratio -0.32 -0.49 -0.26
Tracking Error 4.09 4.00 4.40

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.06 1.12
Beta Bear 0.95 0.98 1.01
Bull Bear Capture Ratio 0.95 0.90 0.92
% of Positive Months 66.67 58.33 60.83
Gains/Losses 2.55 1.88 2.00
Maximum Drawdown
17.50 17.50 19.86

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 0.59%
Net Expense Ratio [further-information] 0.59%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio 1.11
Standard Deviation 14.06

Benchmarks

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

  • Russell 3000 Growth Index
  • S&P 500 Index