Average Annual Total Returns [further-information] As of 04/30/2019

Month EndAs of 04/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) 2.17 8.32 4.71 9.01 11.11
Fund with Sales Charge (%) (POP) 2.17 8.32 4.71 9.01 11.11
MSCI World Index (%) 7.08 12.03 7.91 12.21 8.19
Quarter EndAs of 03/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) 1.91 7.65 4.14 9.11 10.99
Fund with Sales Charge (%) (POP) 1.91 7.65 4.14 9.11 10.99
MSCI World Index (%) 4.61 11.32 7.38 13.02 8.07

After-Tax Average Annual Total Returns [further-information] As of 04/30/2019

Month EndAs of 04/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.42 6.72 3.03 7.72
Fund without Sales Charge (%) (NAV) After Shares Sold 2.17 6.26 3.45 7.26
Fund with Sales Charge (%) (POP) Before Shares Sold 0.42 6.72 3.03 7.72
Fund with Sales Charge (%) (POP) After Shares Sold 2.17 6.26 3.45 7.26
Quarter EndAs of 03/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.18 6.06 2.46 7.82
Fund without Sales Charge (%) (NAV) After Shares Sold 2.09 5.78 3.03 7.38
Fund with Sales Charge (%) (POP) Before Shares Sold 0.18 6.06 2.46 7.82
Fund with Sales Charge (%) (POP) After Shares Sold 2.09 5.78 3.03 7.38

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 04/30/2019

Month EndAs of 04/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 6.98 15.18 2.17 27.09 25.90 136.91 1,501.14
Fund with Sales Charge (%) (POP) 6.98 15.18 2.17 27.09 25.90 136.91 1,501.14
MSCI World Index (%) 8.25 16.70 7.08 40.56 46.32 216.32 694.45
Quarter EndAs of 03/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.16 11.16 1.91 24.74 22.46 139.18 1,445.27
Fund with Sales Charge (%) (POP) 11.16 11.16 1.91 24.74 22.46 139.18 1,445.27
MSCI World Index (%) 12.65 12.65 4.61 37.90 42.75 239.87 666.82

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 9.54 10.25 10.61
Standard Deviation (MSCI World Index) 10.02 10.97 13.20
Beta 0.86 0.88 0.76
Sharpe Ratio 0.74 0.38 0.81
Information Ratio -0.87 -0.88 -0.66
Tracking Error 4.27 3.62 4.83

ADDITIONAL RISK STATISTICSAs of 04/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.93 0.89 0.69
Beta Bear 0.91 0.92 0.84
Bull Bear Capture Ratio 0.85 0.82 0.90
% of Positive Months 69.44 61.67 65.83
Gains/Losses 1.98 1.46 1.90
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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