Average Annual Total Returns [further-information] As of 02/28/2019

Month EndAs of 02/28/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) -0.81 9.50 4.32 9.30 11.02
Fund with Sales Charge (%) (POP) -0.81 9.50 4.32 9.30 11.02
MSCI World Index (%) 1.00 13.29 7.13 13.69 8.04
Quarter EndAs of 12/31/2018 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1992
Fund without Sales Charge (%) (NAV) -10.78 3.42 2.40 7.77 10.65
Fund with Sales Charge (%) (POP) -10.78 3.42 2.40 7.77 10.65
MSCI World Index (%) -8.20 6.91 5.14 10.29 7.66

After-Tax Average Annual Total Returns [further-information] As of 02/28/2019

No chart available for this data.
Month EndAs of 02/28/2019 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 12/31/2018 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

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 02/28/2019

Month EndAs of 02/28/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 2.23 10.83 -0.81 31.30 23.56 143.41 1,440.61
Fund with Sales Charge (%) (POP) 2.23 10.83 -0.81 31.30 23.56 143.41 1,440.61
MSCI World Index (%) 2.70 11.11 1.00 45.35 41.09 260.72 656.37
Quarter EndAs of 12/31/2018 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -12.54 -10.78 -10.78 10.60 12.58 111.34 1,290.07
Fund with Sales Charge (%) (POP) -12.54 -10.78 -10.78 10.60 12.58 111.34 1,290.07
MSCI World Index (%) -13.31 -8.20 -8.20 22.19 28.50 166.17 580.74

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/28/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 9.82 10.15 10.65
Standard Deviation (MSCI World Index) 10.47 10.89 13.72
Beta 0.86 0.88 0.72
Sharpe Ratio 0.85 0.36 0.84
Information Ratio -0.88 -0.77 -0.80
Tracking Error 4.29 3.64 5.48

ADDITIONAL RISK STATISTICSAs of 02/28/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.89 0.86 0.61
Beta Bear 0.91 0.92 0.84
Bull Bear Capture Ratio 0.86 0.84 0.86
% of Positive Months 69.44 61.67 65.83
Gains/Losses 2.11 1.42 1.92
Maximum Drawdown
13.94 14.86 17.14

SALES CHARGE, EXPENSES & FEES As of 05/01/2018 (updated annually)

Gross Expense Ratio 0.96%
Net Expense Ratio [further-information] 0.96%
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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