Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -26.59 -7.70 -2.03 3.59 8.14
Fund with Sales Charge (%) (POP) -26.59 -7.70 -2.03 3.59 8.14
Russell 3000 Value Index (%) -18.02 -2.67 1.61 7.47 8.79
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -26.59 -7.70 -2.03 3.59 8.14
Fund with Sales Charge (%) (POP) -26.59 -7.70 -2.03 3.59 8.14
Russell 3000 Value Index (%) -18.02 -2.67 1.61 7.47 8.79

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -27.84 -9.76 -4.33 1.29
Fund without Sales Charge (%) (NAV) After Shares Sold -14.04 -5.11 -1.06 3.21
Fund with Sales Charge (%) (POP) Before Shares Sold -27.84 -9.76 -4.33 1.29
Fund with Sales Charge (%) (POP) After Shares Sold -14.04 -5.11 -1.06 3.21
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -27.84 -9.76 -4.33 1.29
Fund without Sales Charge (%) (NAV) After Shares Sold -14.04 -5.11 -1.06 3.21
Fund with Sales Charge (%) (POP) Before Shares Sold -27.84 -9.76 -4.33 1.29
Fund with Sales Charge (%) (POP) After Shares Sold -14.04 -5.11 -1.06 3.21

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.19 -12.67 12.15 20.16 -9.65 0.49 36.26 15.39 -6.60 21.53
Fund with Sales Charge (%) (POP) 24.19 -12.67 12.15 20.16 -9.65 0.49 36.26 15.39 -6.60 21.53
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 03/31/2020

Month 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) -34.22 -34.22 -26.59 -21.38 -9.75 42.26 946.68
Fund with Sales Charge (%) (POP) -34.22 -34.22 -26.59 -21.38 -9.75 42.26 946.68
Russell 3000 Value Index (%) -27.32 -27.32 -18.02 -7.80 8.34 105.51 1,152.47
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) -34.22 -34.22 -26.59 -21.38 -9.75 42.26 946.68
Fund with Sales Charge (%) (POP) -34.22 -34.22 -26.59 -21.38 -9.75 42.26 946.68
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 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 20.64 18.23 17.01
Standard Deviation (Russell 3000 Value Index) 16.84 14.96 14.36
Beta 1.21 1.18 1.14
Sharpe Ratio -0.46 -0.17 0.18
Information Ratio -1.03 -0.69 -0.80
Tracking Error 4.90 5.28 4.87

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.12 1.23 1.16
Beta Bear 1.24 1.24 1.26
Bull Bear Capture Ratio 0.90 0.87 0.84
Gains/Losses 0.79 0.99 1.26

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

Gross Expense Ratio 1.22%
Net Expense Ratio [further-information] 1.18%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.21
Sharpe Ratio -0.46
Standard Deviation 20.64

Benchmarks

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

  • Russell 3000 Value Index