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 08/15/2003
Fund without Sales Charge (%) (NAV) 17.44 5.45 4.44 7.05 6.14
Fund with Sales Charge (%) (POP) 17.44 5.45 4.44 7.05 6.14
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.71
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.80
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) 17.44 5.45 4.44 7.05 6.14
Fund with Sales Charge (%) (POP) 17.44 5.45 4.44 7.05 6.14
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.71
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.80

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) 17.44 -10.01 10.97 13.22 -6.40 2.68 23.28 16.52 -2.27 10.31
Fund with Sales Charge (%) (POP) 17.44 -10.01 10.97 13.22 -6.40 2.68 23.28 16.52 -2.27 10.31
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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 5.93 17.44 17.44 17.27 24.27 97.60 165.20
Fund with Sales Charge (%) (POP) 5.93 17.44 17.44 17.27 24.27 97.60 165.20
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 356.24
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 298.12
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 5.93 17.44 17.44 17.27 24.27 97.60 165.20
Fund with Sales Charge (%) (POP) 5.93 17.44 17.44 17.27 24.27 97.60 165.20
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 356.24
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 298.12

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.15 10.64 11.30
Standard Deviation (S&P 500 Index) 11.93 11.88 12.40
Alpha -6.22 -4.99 -4.15
Beta 0.79 0.83 0.86
Sharpe Ratio 0.38 0.32 0.57
Information Ratio -2.21 -1.65 -1.54
Tracking Error 4.45 4.38 4.22
R-Squared 0.87 0.87 0.89

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.93 0.93 0.94
Beta Bull 0.76 0.79 0.85
Beta Bear 0.68 0.77 0.80
Bull Bear Capture Ratio 0.60 0.66 0.73
% of Positive Months 66.67 60.00 62.50
Gains/Losses 1.55 1.42 1.63
Maximum Drawdown
13.28 15.36 17.60

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

Gross Expense Ratio 1.24%
Net Expense Ratio [further-information] 1.24%
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 0.79
Sharpe Ratio 0.38
Standard Deviation 10.15

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