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 08/15/2003
Fund without Sales Charge (%) (NAV) -11.32 1.26 2.68 6.93 6.07
Fund with Sales Charge (%) (POP) -11.32 1.26 2.68 6.93 6.07
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -11.32 1.26 2.68 6.93 6.07
Fund with Sales Charge (%) (POP) -11.32 1.26 2.68 6.93 6.07

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 -12.95 -0.04 1.37 6.12
Fund without Sales Charge (%) (NAV) After Shares Sold -5.06 1.19 2.16 5.65
Fund with Sales Charge (%) (POP) Before Shares Sold -12.95 -0.04 1.37 6.12
Fund with Sales Charge (%) (POP) After Shares Sold -5.06 1.19 2.16 5.65
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -12.95 -0.04 1.37 6.12
Fund without Sales Charge (%) (NAV) After Shares Sold -5.06 1.19 2.16 5.65
Fund with Sales Charge (%) (POP) Before Shares Sold -12.95 -0.04 1.37 6.12
Fund with Sales Charge (%) (POP) After Shares Sold -5.06 1.19 2.16 5.65

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 25.51 -7.30 19.79 7.33 -1.43 6.30 30.76 14.49 -3.15 12.93
Fund with Sales Charge (%) (POP) 25.51 -7.30 19.79 7.33 -1.43 6.30 30.76 14.49 -3.15 12.93
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

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 08/15/2003
Fund without Sales Charge (%) (NAV) -20.18 -20.18 -11.32 3.83 14.15 95.52 166.45
Fund with Sales Charge (%) (POP) -20.18 -20.18 -11.32 3.83 14.15 95.52 166.45
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) -20.18 -20.18 -11.32 3.83 14.15 95.52 166.45
Fund with Sales Charge (%) (POP) -20.18 -20.18 -11.32 3.83 14.15 95.52 166.45

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.12 13.80 13.74
Standard Deviation (S&P 500 Index) 15.00 13.54 13.24
Alpha -3.64 -3.76 -3.37
Beta 1.00 1.00 1.02
Sharpe Ratio -0.03 0.11 0.46
Information Ratio -1.70 -1.47 -1.29
Tracking Error 2.26 2.75 2.79
R-Squared 0.98 0.96 0.96

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.99 0.98 0.98
Beta Bull 1.03 0.92 1.02
Beta Bear 1.05 1.00 1.02
Bull Bear Capture Ratio 0.82 0.81 0.84
Gains/Losses 1.14 1.23 1.53

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 1.29%
Net Expense Ratio [further-information] 1.29%
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 1.00
Alpha -3.64
Sharpe Ratio -0.03
R-Squared 0.98
Standard Deviation 15.12

Benchmarks

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

  • S&P 500 Index
  • MSCI World Index