Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/23/1999
Fund without Sales Charge (%) (NAV) 0.78 13.91 9.94 12.19 8.40
Fund with Sales Charge (%) (POP) -0.09 13.91 9.94 12.19 8.40
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) 0.78 13.91 9.94 12.19 8.40
Fund with Sales Charge (%) (POP) -0.09 13.91 9.94 12.19 8.40
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 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -2.49 11.62 8.37 11.13
Fund without Sales Charge (%) (NAV) After Shares Sold 2.05 10.45 7.55 9.96
Fund with Sales Charge (%) (POP) Before Shares Sold -3.36 11.62 8.37 11.13
Fund with Sales Charge (%) (POP) After Shares Sold 1.54 10.45 7.55 9.96
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -2.49 11.62 8.37 11.13
Fund without Sales Charge (%) (NAV) After Shares Sold 2.05 10.45 7.55 9.96
Fund with Sales Charge (%) (POP) Before Shares Sold -3.36 11.62 8.37 11.13
Fund with Sales Charge (%) (POP) After Shares Sold 1.54 10.45 7.55 9.96

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -1.65 27.70 -3.67 5.02 7.10 38.62 9.65 -4.10 20.78 42.63
Fund with Sales Charge (%) (POP) -2.49 26.70 -4.61 4.02 6.10 37.62 8.65 -4.98 19.78 41.63
Russell 3000 Growth Index (%) -2.12 29.59 7.39 5.09 12.44 34.23 15.21 2.18 17.64 37.01
S&P 500 Index (%) -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06 26.46

Cumulative Total Returns [further-information] As of 09/30/2019

Month 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) -2.80 22.06 0.78 47.79 60.62 215.87 412.53
Fund with Sales Charge (%) (POP) -3.77 21.06 -0.09 47.79 60.62 215.87 412.53
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) -2.80 22.06 0.78 47.79 60.62 215.87 412.53
Fund with Sales Charge (%) (POP) -3.77 21.06 -0.09 47.79 60.62 215.87 412.53
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) 14.02 13.88 15.26
Standard Deviation (Russell 3000 Growth Index) 13.07 12.89 13.36
Beta 1.03 1.03 1.10
Sharpe Ratio 1.02 0.63 0.80
Information Ratio -0.65 -0.81 -0.56
Tracking Error 4.09 4.00 4.39

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.06 1.11
Beta Bear 0.95 0.98 1.01
Bull Bear Capture Ratio 0.90 0.84 0.87
% of Positive Months 66.67 58.33 60.83
Gains/Losses 2.40 1.77 1.90
Maximum Drawdown
17.71 17.71 20.18

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

Gross Expense Ratio 1.70%
Net Expense Ratio [further-information] 1.70%
Max Initial Sales Charge 0.00%
CDSC 1.00%

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

Beta 1.03
Sharpe Ratio 1.02
Standard Deviation 14.02

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