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 04/02/1990
Fund without Sales Charge (%) (NAV) -3.82 1.25 3.79 7.94 9.97
Fund with Sales Charge (%) (POP) -3.82 1.25 3.79 7.94 9.97
Russell 3000 Value Index (%) -0.16 3.46 5.38 10.27 9.52
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.93 7.41 6.38 9.72 10.56
Fund with Sales Charge (%) (POP) 24.93 7.41 6.38 9.72 10.56
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

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 -5.52 -1.10 1.27 5.47
Fund without Sales Charge (%) (NAV) After Shares Sold -0.72 1.04 2.83 6.29
Fund with Sales Charge (%) (POP) Before Shares Sold -5.52 -1.10 1.27 5.47
Fund with Sales Charge (%) (POP) After Shares Sold -0.72 1.04 2.83 6.29
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.73 4.92 3.80 7.20
Fund without Sales Charge (%) (NAV) After Shares Sold 16.31 5.52 4.61 7.56
Fund with Sales Charge (%) (POP) Before Shares Sold 22.73 4.92 3.80 7.20
Fund with Sales Charge (%) (POP) After Shares Sold 16.31 5.52 4.61 7.56

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Fund with Sales Charge (%) (POP) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69

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 04/02/1990
Fund without Sales Charge (%) (NAV) -11.01 -13.41 -3.82 3.79 20.45 114.79 1,618.27
Fund with Sales Charge (%) (POP) -11.01 -13.41 -3.82 3.79 20.45 114.79 1,618.27
Russell 3000 Value Index (%) -9.35 -11.82 -0.16 10.74 29.97 165.93 1,419.54
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 7.37 24.93 24.93 23.91 36.26 152.79 1,884.43
Fund with Sales Charge (%) (POP) 7.37 24.93 24.93 23.91 36.26 152.79 1,884.43
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.43 14.73 15.31
Standard Deviation (Russell 3000 Value Index) 13.40 12.65 13.26
Beta 1.13 1.12 1.11
Sharpe Ratio -0.03 0.18 0.48
Information Ratio -0.65 -0.35 -0.52
Tracking Error 3.42 4.51 4.48

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.12 1.22 1.16
Beta Bear 1.04 1.04 1.16
Bull Bear Capture Ratio 0.93 0.92 0.89
% of Positive Months 63.89 60.00 64.17
Gains/Losses 1.13 1.28 1.54
Maximum Drawdown
16.25 16.25 22.52

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

Gross Expense Ratio 0.63%
Net Expense Ratio [further-information] 0.56%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.13
Sharpe Ratio -0.03
Standard Deviation 15.43

Benchmarks

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

  • Russell 3000 Value Index