Average Annual Total Returns [further-information] As of 06/30/2019

Month EndAs of 06/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) 4.14 8.24 4.02 8.47 11.03
Fund with Sales Charge (%) (POP) 4.14 8.24 4.02 8.47 11.03
MSCI World Index (%) 6.94 12.40 7.20 11.33 8.16
Quarter EndAs of 06/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) 4.14 8.24 4.02 8.47 11.03
Fund with Sales Charge (%) (POP) 4.14 8.24 4.02 8.47 11.03
MSCI World Index (%) 6.94 12.40 7.20 11.33 8.16

After-Tax Average Annual Total Returns [further-information] As of 06/30/2019

Month EndAs of 06/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.37 6.64 2.34 7.19
Fund without Sales Charge (%) (NAV) After Shares Sold 3.36 6.20 2.91 6.79
Fund with Sales Charge (%) (POP) Before Shares Sold 2.37 6.64 2.34 7.19
Fund with Sales Charge (%) (POP) After Shares Sold 3.36 6.20 2.91 6.79
Quarter EndAs of 06/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.37 6.64 2.34 7.19
Fund without Sales Charge (%) (NAV) After Shares Sold 3.36 6.20 2.91 6.79
Fund with Sales Charge (%) (POP) Before Shares Sold 2.37 6.64 2.34 7.19
Fund with Sales Charge (%) (POP) After Shares Sold 3.36 6.20 2.91 6.79

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37 21.31
Fund with Sales Charge (%) (POP) -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37 21.31
MSCI World Index (%) -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34 30.79

Cumulative Total Returns [further-information] As of 06/30/2019

Month EndAs of 06/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 3.45 15.00 4.14 26.80 21.77 125.53 1,498.55
Fund with Sales Charge (%) (POP) 3.45 15.00 4.14 26.80 21.77 125.53 1,498.55
MSCI World Index (%) 4.20 17.38 6.94 41.97 41.59 192.56 699.02
Quarter EndAs of 06/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 3.45 15.00 4.14 26.80 21.77 125.53 1,498.55
Fund with Sales Charge (%) (POP) 3.45 15.00 4.14 26.80 21.77 125.53 1,498.55
MSCI World Index (%) 4.20 17.38 6.94 41.97 41.59 192.56 699.02

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.57 10.83 10.86
Standard Deviation (MSCI World Index) 11.15 11.61 13.23
Beta 0.88 0.89 0.78
Sharpe Ratio 0.65 0.29 0.74
Information Ratio -0.97 -0.88 -0.63
Tracking Error 4.26 3.62 4.57

ADDITIONAL RISK STATISTICSAs of 06/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.94 0.89 0.73
Beta Bear 0.94 0.93 0.84
Bull Bear Capture Ratio 0.83 0.82 0.90
% of Positive Months 69.44 60.00 65.00
Gains/Losses 1.84 1.37 1.81
Maximum Drawdown
13.94 14.86 17.14

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

Gross Expense Ratio 0.98%
Net Expense Ratio [further-information] 0.98%
Max Initial Sales Charge 0.00%
CDSC

Benchmarks

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

  • MSCI World Index

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