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) 4.54 4.31 4.05 7.01 5.29
Fund with Sales Charge (%) (POP) 3.57 4.31 4.05 7.01 5.29
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) 17.07 6.96 5.56 7.49 5.73
Fund with Sales Charge (%) (POP) 16.07 6.96 5.56 7.49 5.73
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 2.46 2.85 2.79 5.86
Fund without Sales Charge (%) (NAV) After Shares Sold 3.43 3.00 2.83 5.34
Fund with Sales Charge (%) (POP) Before Shares Sold 1.48 2.85 2.79 5.86
Fund with Sales Charge (%) (POP) After Shares Sold 2.85 3.00 2.83 5.34
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 14.82 5.49 4.30 6.34
Fund without Sales Charge (%) (NAV) After Shares Sold 10.84 5.01 3.99 5.72
Fund with Sales Charge (%) (POP) Before Shares Sold 13.82 5.49 4.30 6.34
Fund with Sales Charge (%) (POP) After Shares Sold 10.25 5.01 3.99 5.72

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 17.07 -3.91 8.79 11.07 -3.57 6.78 12.22 11.88 2.51 14.33
Fund with Sales Charge (%) (POP) 16.07 -4.84 7.79 10.07 -4.51 5.78 11.22 10.88 1.52 13.33
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) -3.46 -4.75 4.54 13.51 21.95 96.86 102.14
Fund with Sales Charge (%) (POP) -4.38 -5.70 3.57 13.51 21.95 96.86 102.14
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) 3.60 17.07 17.07 22.38 31.07 105.94 112.21
Fund with Sales Charge (%) (POP) 2.61 16.07 16.07 22.38 31.07 105.94 112.21
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 6.79 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 0.43 0.44 0.80
Information Ratio -1.03 -0.93 -0.50
Tracking Error 1.98 2.56 3.75

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

Gross Expense Ratio 1.72%
Net Expense Ratio [further-information] 1.68%
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 0.96
Sharpe Ratio 0.43
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