Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/23/1999
Fund without Sales Charge (%) (NAV) 15.40 16.44 10.36 13.35 9.00
Fund with Sales Charge (%) (POP) 15.40 16.44 10.36 13.35 9.00
Russell 3000 Growth Index (%) 16.34 18.52 13.05 15.27 5.92
S&P 500 Index (%) 14.33 14.92 10.78 13.70 6.15
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) 1.24 14.48 10.49 12.75 8.93
Fund with Sales Charge (%) (POP) 1.24 14.48 10.49 12.75 8.93
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 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 12.09 14.36 8.95 12.39
Fund without Sales Charge (%) (NAV) After Shares Sold 10.64 12.48 7.89 10.99
Fund with Sales Charge (%) (POP) Before Shares Sold 12.09 14.36 8.95 12.39
Fund with Sales Charge (%) (POP) After Shares Sold 10.64 12.48 7.89 10.99
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -1.66 12.43 9.08 11.80
Fund without Sales Charge (%) (NAV) After Shares Sold 2.13 10.95 8.03 10.48
Fund with Sales Charge (%) (POP) Before Shares Sold -1.66 12.43 9.08 11.80
Fund with Sales Charge (%) (POP) After Shares Sold 2.13 10.95 8.03 10.48

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -1.20 28.36 -3.20 5.58 7.62 39.34 10.22 -3.63 21.40 43.26
Fund with Sales Charge (%) (POP) -1.20 28.36 -3.20 5.58 7.62 39.34 10.22 -3.63 21.40 43.26
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 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/23/1999
Fund without Sales Charge (%) (NAV) -1.82 25.17 15.40 57.87 63.67 250.11 478.22
Fund with Sales Charge (%) (POP) -1.82 25.17 15.40 57.87 63.67 250.11 478.22
Russell 3000 Growth Index (%) 1.75 26.21 16.34 66.41 84.67 313.93 222.45
S&P 500 Index (%) 2.43 23.16 14.33 51.73 66.81 260.96 236.89
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) -2.68 22.55 1.24 50.02 64.67 232.13 466.14
Fund with Sales Charge (%) (POP) -2.68 22.55 1.24 50.02 64.67 232.13 466.14
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) 14.04 13.90 15.28
Standard Deviation (Russell 3000 Growth Index) 13.07 12.89 13.36
Beta 1.03 1.03 1.10
Sharpe Ratio 1.06 0.67 0.84
Information Ratio -0.51 -0.68 -0.44
Tracking Error 4.08 4.00 4.39

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.06 1.11
Beta Bear 0.95 0.98 1.01
Bull Bear Capture Ratio 0.92 0.86 0.89
% of Positive Months 66.67 58.33 60.83
Gains/Losses 2.46 1.82 1.94
Maximum Drawdown
17.63 17.63 20.03

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

Gross Expense Ratio 1.20%
Net Expense Ratio [further-information] 1.20%
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 1.06
Standard Deviation 14.04

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