Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.19 6.75 5.72 9.00 9.75
Fund with Sales Charge (%) (POP) 24.19 6.75 5.72 9.00 9.75
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.19 6.75 5.72 9.00 9.75
Fund with Sales Charge (%) (POP) 24.19 6.75 5.72 9.00 9.75
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

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 12/31/2019

Month 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) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
Fund with Sales Charge (%) (POP) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29
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) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
Fund with Sales Charge (%) (POP) 7.21 24.19 24.19 21.64 32.05 136.84 1,491.18
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 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.00 14.20 14.97
Standard Deviation (Russell 3000 Value Index) 12.01 12.03 12.87
Beta 1.14 1.13 1.12
Sharpe Ratio 0.37 0.33 0.56
Information Ratio -0.74 -0.55 -0.60
Tracking Error 3.47 4.55 4.53

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.08 1.21 1.16
Beta Bear 1.09 1.07 1.19
Bull Bear Capture Ratio 0.86 0.87 0.87
% of Positive Months 63.89 58.33 63.33
Gains/Losses 1.51 1.42 1.62
Maximum Drawdown
16.40 16.40 22.77

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 1.21%
Net Expense Ratio [further-information] 1.16%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.14
Sharpe Ratio 0.37
Standard Deviation 14.00

Benchmarks

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

  • Russell 3000 Value Index