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 04/02/1990
Fund without Sales Charge (%) (NAV) -3.94 1.14 3.66 7.78 9.67
Fund with Sales Charge (%) (POP) -3.94 1.14 3.66 7.78 9.67
Russell 3000 Value Index (%) -0.16 3.46 5.38 10.27 9.52
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.82 7.29 6.24 9.55 10.26
Fund with Sales Charge (%) (POP) 24.82 7.29 6.24 9.55 10.26
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

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 -5.61 -1.16 1.18 5.33
Fund without Sales Charge (%) (NAV) After Shares Sold -0.82 0.95 2.74 6.16
Fund with Sales Charge (%) (POP) Before Shares Sold -5.61 -1.16 1.18 5.33
Fund with Sales Charge (%) (POP) After Shares Sold -0.82 0.95 2.74 6.16
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.65 4.85 3.70 7.06
Fund without Sales Charge (%) (NAV) After Shares Sold 16.22 5.43 4.51 7.43
Fund with Sales Charge (%) (POP) Before Shares Sold 22.65 4.85 3.70 7.06
Fund with Sales Charge (%) (POP) After Shares Sold 16.22 5.43 4.51 7.43

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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) -11.03 -13.42 -3.94 3.45 19.67 111.48 1,481.10
Fund with Sales Charge (%) (POP) -11.03 -13.42 -3.94 3.45 19.67 111.48 1,481.10
Russell 3000 Value Index (%) -9.35 -11.82 -0.16 10.74 29.97 165.93 1,419.54
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 7.31 24.82 24.82 23.49 35.34 148.84 1,726.24
Fund with Sales Charge (%) (POP) 7.31 24.82 24.82 23.49 35.34 148.84 1,726.24
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.46 14.74 15.31
Standard Deviation (Russell 3000 Value Index) 13.40 12.65 13.26
Beta 1.13 1.12 1.11
Sharpe Ratio -0.04 0.17 0.47
Information Ratio -0.67 -0.38 -0.56
Tracking Error 3.44 4.52 4.49

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

3 YR 5 YR 10 YR
Beta Bull 1.12 1.23 1.16
Beta Bear 1.04 1.04 1.17
Bull Bear Capture Ratio 0.93 0.92 0.88
% of Positive Months 63.89 60.00 64.17
Gains/Losses 1.12 1.27 1.53
Maximum Drawdown
16.30 16.30 22.59

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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.13
Sharpe Ratio -0.04
Standard Deviation 15.46

Benchmarks

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

  • Russell 3000 Value Index