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 06/23/1999
Fund without Sales Charge (%) (NAV) 13.03 14.33 9.15 12.39 8.57
Fund with Sales Charge (%) (POP) 12.03 14.33 9.15 12.39 8.57
Russell 3000 Growth Index (%) 13.95 15.10 11.97 14.59 5.94
S&P 500 Index (%) 8.19 9.87 9.23 12.65 5.94
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/23/1999
Fund without Sales Charge (%) (NAV) 32.74 18.58 11.02 12.27 8.73
Fund with Sales Charge (%) (POP) 31.74 18.58 11.02 12.27 8.73
Russell 3000 Growth Index (%) 35.85 19.90 14.23 15.06 6.25
S&P 500 Index (%) 31.49 15.28 11.70 13.56 6.44

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 10.36 11.35 7.19 11.07
Fund without Sales Charge (%) (NAV) After Shares Sold 9.66 10.89 6.96 10.13
Fund with Sales Charge (%) (POP) Before Shares Sold 9.36 11.35 7.19 11.07
Fund with Sales Charge (%) (POP) After Shares Sold 9.07 10.89 6.96 10.13
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 29.60 15.49 9.03 10.95
Fund without Sales Charge (%) (NAV) After Shares Sold 21.59 14.26 8.46 10.01
Fund with Sales Charge (%) (POP) Before Shares Sold 28.60 15.49 9.03 10.95
Fund with Sales Charge (%) (POP) After Shares Sold 21.00 14.26 8.46 10.01

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 32.74 -1.65 27.70 -3.67 5.02 7.10 38.62 9.65 -4.10 20.78
Fund with Sales Charge (%) (POP) 31.74 -2.49 26.70 -4.61 4.02 6.10 37.62 8.65 -4.98 19.78
Russell 3000 Growth Index (%) 35.85 -2.12 29.59 7.39 5.09 12.44 34.23 15.21 2.18 17.64
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

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 06/23/1999
Fund without Sales Charge (%) (NAV) -0.49 -1.79 13.03 49.46 54.90 221.54 447.39
Fund with Sales Charge (%) (POP) -1.39 -2.77 12.03 49.46 54.90 221.54 447.39
Russell 3000 Growth Index (%) -2.13 -4.95 13.95 52.50 76.02 290.32 229.86
S&P 500 Index (%) -5.50 -8.27 8.19 32.62 55.49 229.18 229.92
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) 8.75 32.74 32.74 66.73 68.67 218.04 457.37
Fund with Sales Charge (%) (POP) 7.77 31.74 31.74 66.73 68.67 218.04 457.37
Russell 3000 Growth Index (%) 10.67 35.85 35.85 72.31 94.47 306.48 247.06
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 259.66

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.52 14.06 15.22
Standard Deviation (Russell 3000 Growth Index) 13.92 13.15 13.42
Beta 1.01 1.02 1.09
Sharpe Ratio 0.87 0.57 0.78
Information Ratio -0.21 -0.68 -0.50
Tracking Error 3.73 4.15 4.40

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

3 YR 5 YR 10 YR
Beta Bull 1.16 1.05 1.11
Beta Bear 0.92 0.94 0.98
Bull Bear Capture Ratio 0.97 0.87 0.88
% of Positive Months 66.67 60.00 60.83
Gains/Losses 2.13 1.68 1.87
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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.01
Sharpe Ratio 0.87
Standard Deviation 14.52

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