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 07/03/2006
Fund without Sales Charge (%) (NAV) 5.31 5.12 4.84 7.78 6.04
Fund with Sales Charge (%) (POP) -0.49 3.16 3.65 7.17 5.60
Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index (%) 6.29 6.35 6.42 8.87 7.37
Bloomberg Barclays US Aggregate Index (%) 11.68 5.01 3.58 3.93 4.72
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/2006
Fund without Sales Charge (%) (NAV) 17.89 7.73 6.34 8.26 6.48
Fund with Sales Charge (%) (POP) 11.38 5.71 5.15 7.65 6.04
Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index (%) 17.06 8.95 7.51 9.38 7.78
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.50

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 2.98 3.41 3.34 6.41
Fund without Sales Charge (%) (NAV) After Shares Sold 3.92 3.54 3.37 5.90
Fund with Sales Charge (%) (POP) Before Shares Sold -2.69 1.48 2.17 5.80
Fund with Sales Charge (%) (POP) After Shares Sold 0.44 2.03 2.44 5.38
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 15.37 6.01 4.84 6.89
Fund without Sales Charge (%) (NAV) After Shares Sold 11.36 5.53 4.52 6.28
Fund with Sales Charge (%) (POP) Before Shares Sold 9.00 4.02 3.67 6.29
Fund with Sales Charge (%) (POP) After Shares Sold 7.46 3.96 3.58 5.76

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 17.89 -3.16 9.51 11.98 -2.85 7.47 13.10 12.57 3.23 15.13
Fund with Sales Charge (%) (POP) 11.38 -8.49 3.22 5.57 -8.47 1.27 6.56 6.12 -2.75 8.47
Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index (%) 17.06 -1.49 12.14 10.71 0.34 10.56 13.20 9.25 10.91 12.49
Bloomberg Barclays US Aggregate Index (%) 8.72 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54

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 07/03/2006
Fund without Sales Charge (%) (NAV) -3.24 -4.57 5.31 16.16 26.65 111.55 122.78
Fund with Sales Charge (%) (POP) -8.55 -9.81 -0.49 9.80 19.65 99.84 110.57
Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index (%) -2.60 -3.85 6.29 20.29 36.52 133.88 164.29
Bloomberg Barclays US Aggregate Index (%) 3.69 3.76 11.68 15.80 19.21 47.06 87.84
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/2006
Fund without Sales Charge (%) (NAV) 3.73 17.89 17.89 25.03 36.01 121.18 133.46
Fund with Sales Charge (%) (POP) -1.98 11.38 11.38 18.13 28.56 109.05 120.67
Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index (%) 3.00 17.06 17.06 29.32 43.65 145.06 174.86
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 81.03

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 6.09 6.80 8.00
Standard Deviation (Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index) 6.00 5.98 5.83
Beta 0.96 1.05 1.23
Sharpe Ratio 0.56 0.55 0.90
Information Ratio -0.62 -0.62 -0.29
Tracking Error 1.98 2.57 3.73

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

Gross Expense Ratio 0.97%
Net Expense Ratio [further-information] 0.93%
Max Initial Sales Charge 5.50%
CDSC 0.00%

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

Beta 0.96
Sharpe Ratio 0.56
Standard Deviation 6.09

Benchmarks

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

  • Blended 50% MSCI USA High Dividend Yield Index + 25% ICE BofAML US Corporate & High Yield Index + 25% Bloomberg Barclays US Aggregate Index
  • Bloomberg Barclays US Aggregate Index