| CAGR | +10.8% | +2.1% | +8.3% | +9.9% |
| Sharpe | 0.07 | -0.03 | 0.28 | 0.39 |
| Sortino | 0.11 | -0.05 | 0.44 | 0.62 |
| Corr to S&P500 | 0.80 | 0.92 | 0.90 | 0.95 |
| Capture+ | +1.00 | +0.91 | +0.95 | +0.98 |
| Capture- | +1.85 | +1.27 | +1.18 | +1.17 |
| Capture ratio | 0.54 | 0.71 | 0.81 | 0.84 |
| Beta | 1.18 | 1.01 | 1.05 | 1.06 |
| MDD | -30% | -30% | -37% | -37% |
Under normal circumstances, at least 80% of the fund's net assets will be invested in mid cap equity securities. The fund's portfolio managers consider mid-capitalization companies to be those companies that, at the time of initial purchase, have market capitalizations greater than $1 billion and equal to or less than the largest company in the Russell Midcap® Index during the most recent 12-month period. It maintains a portfolio of investments diversified across companies and economic sectors.