Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -21.07 -3.95 0.14 4.77 9.00
Fund with Sales Charge (%) (POP) -21.07 -3.95 0.14 4.77 9.00
Russell 3000 Value Index (%) -11.89 0.92 3.67 8.31 9.16
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -26.22 -7.23 -1.54 4.10 8.65
Fund with Sales Charge (%) (POP) -26.22 -7.23 -1.54 4.10 8.65
Russell 3000 Value Index (%) -18.02 -2.67 1.61 7.47 8.79

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -22.44 -6.13 -2.25 2.40
Fund without Sales Charge (%) (NAV) After Shares Sold -10.85 -2.54 0.35 3.94
Fund with Sales Charge (%) (POP) Before Shares Sold -22.44 -6.13 -2.25 2.40
Fund with Sales Charge (%) (POP) After Shares Sold -10.85 -2.54 0.35 3.94
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -27.50 -9.34 -3.89 1.74
Fund without Sales Charge (%) (NAV) After Shares Sold -13.76 -4.76 -0.70 3.60
Fund with Sales Charge (%) (POP) Before Shares Sold -27.50 -9.34 -3.89 1.74
Fund with Sales Charge (%) (POP) After Shares Sold -13.76 -4.76 -0.70 3.60

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
Fund with Sales Charge (%) (POP) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69 17.55 -0.10 16.23

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) -24.17 -26.90 -21.07 -11.38 0.69 59.41 1,234.92
Fund with Sales Charge (%) (POP) -24.17 -26.90 -21.07 -11.38 0.69 59.41 1,234.92
Russell 3000 Value Index (%) -17.14 -19.10 -11.89 2.77 19.77 122.17 1,294.09
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) -34.12 -34.12 -26.22 -20.17 -7.46 49.50 1,103.08
Fund with Sales Charge (%) (POP) -34.12 -34.12 -26.22 -20.17 -7.46 49.50 1,103.08
Russell 3000 Value Index (%) -27.32 -27.32 -18.02 -7.80 8.34 105.51 1,152.47

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 21.66 18.86 17.30
Standard Deviation (Russell 3000 Value Index) 18.05 15.75 14.73
Beta 1.18 1.16 1.14
Sharpe Ratio -0.26 -0.05 0.24
Information Ratio -0.99 -0.67 -0.73
Tracking Error 4.91 5.25 4.86

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.04 1.15 1.13
Beta Bear 1.23 1.24 1.26
Bull Bear Capture Ratio 0.91 0.88 0.86
% of Positive Months 66.67 60.00 63.33
Gains/Losses 0.94 1.09 1.33
Maximum Drawdown
34.12 34.12 34.12

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

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.68%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.18
Sharpe Ratio -0.26
Standard Deviation 21.66

Benchmarks

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

  • Russell 3000 Value Index