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) 1.71 15.03 11.03 13.32 9.48
Fund with Sales Charge (%) (POP) 1.71 15.03 11.03 13.32 9.48
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) 1.71 15.03 11.03 13.32 9.48
Fund with Sales Charge (%) (POP) 1.71 15.03 11.03 13.32 9.48
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 -0.89 13.19 9.76 12.45
Fund without Sales Charge (%) (NAV) After Shares Sold 2.25 11.42 8.50 10.99
Fund with Sales Charge (%) (POP) Before Shares Sold -0.89 13.19 9.76 12.45
Fund with Sales Charge (%) (POP) After Shares Sold 2.25 11.42 8.50 10.99
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.89 13.19 9.76 12.45
Fund without Sales Charge (%) (NAV) After Shares Sold 2.25 11.42 8.50 10.99
Fund with Sales Charge (%) (POP) Before Shares Sold -0.89 13.19 9.76 12.45
Fund with Sales Charge (%) (POP) After Shares Sold 2.25 11.42 8.50 10.99

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -0.76 29.02 -2.72 6.11 8.15 40.04 10.79 -3.18 22.08 43.90
Fund with Sales Charge (%) (POP) -0.76 29.02 -2.72 6.11 8.15 40.04 10.79 -3.18 22.08 43.90
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) -2.56 23.02 1.71 52.20 68.74 249.12 526.92
Fund with Sales Charge (%) (POP) -2.56 23.02 1.71 52.20 68.74 249.12 526.92
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) -2.56 23.02 1.71 52.20 68.74 249.12 526.92
Fund with Sales Charge (%) (POP) -2.56 23.02 1.71 52.20 68.74 249.12 526.92
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) 14.06 13.91 15.29
Standard Deviation (Russell 3000 Growth Index) 13.07 12.89 13.36
Beta 1.03 1.03 1.10
Sharpe Ratio 1.10 0.71 0.88
Information Ratio -0.37 -0.54 -0.31
Tracking Error 4.09 4.00 4.40

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.06 1.12
Beta Bear 0.95 0.98 1.01
Bull Bear Capture Ratio 0.95 0.89 0.91
% of Positive Months 66.67 58.33 60.83
Gains/Losses 2.52 1.87 1.99
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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio 1.10
Standard Deviation 14.06

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