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) 14.18 15.47 10.23 13.52 9.65
Fund with Sales Charge (%) (POP) 14.18 15.47 10.23 13.52 9.65
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) 34.13 19.75 12.13 13.40 9.82
Fund with Sales Charge (%) (POP) 34.13 19.75 12.13 13.40 9.82
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 12.14 13.12 8.68 12.44
Fund without Sales Charge (%) (NAV) After Shares Sold 9.86 11.86 7.88 11.17
Fund with Sales Charge (%) (POP) Before Shares Sold 12.14 13.12 8.68 12.44
Fund with Sales Charge (%) (POP) After Shares Sold 9.86 11.86 7.88 11.17
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 31.74 17.31 10.55 12.32
Fund without Sales Charge (%) (NAV) After Shares Sold 21.88 15.29 9.43 11.05
Fund with Sales Charge (%) (POP) Before Shares Sold 31.74 17.31 10.55 12.32
Fund with Sales Charge (%) (POP) After Shares Sold 21.88 15.29 9.43 11.05

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 34.13 -0.76 29.02 -2.72 6.11 8.15 40.04 10.79 -3.18 22.08
Fund with Sales Charge (%) (POP) 34.13 -0.76 29.02 -2.72 6.11 8.15 40.04 10.79 -3.18 22.08
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) -0.20 -1.64 14.18 53.97 62.74 255.36 572.35
Fund with Sales Charge (%) (POP) -0.20 -1.64 14.18 53.97 62.74 255.36 572.35
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) 9.03 34.13 34.13 71.74 77.27 251.57 583.56
Fund with Sales Charge (%) (POP) 9.03 34.13 34.13 71.74 77.27 251.57 583.56
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) 14.56 14.09 15.25
Standard Deviation (Russell 3000 Growth Index) 13.92 13.15 13.42
Beta 1.01 1.02 1.09
Sharpe Ratio 0.95 0.65 0.85
Information Ratio 0.10 -0.42 -0.24
Tracking Error 3.72 4.15 4.41

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

3 YR 5 YR 10 YR
Beta Bull 1.16 1.05 1.12
Beta Bear 0.93 0.94 0.98
Bull Bear Capture Ratio 1.02 0.91 0.93
% of Positive Months 66.67 60.00 60.83
Gains/Losses 2.23 1.77 1.96
Maximum Drawdown
17.52 17.52 19.91

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

Gross Expense Ratio 0.70%
Net Expense Ratio [further-information] 0.70%
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 1.01
Sharpe Ratio 0.95
Standard Deviation 14.56

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