Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 13.29 9.53 6.94 9.98 8.51
Fund with Sales Charge (%) (POP) 13.29 9.53 6.94 9.98 8.51
MSCI World Index (%) 15.19 12.99 8.36 9.95
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 3.35 8.21 6.62 9.45 8.44
Fund with Sales Charge (%) (POP) 3.35 8.21 6.62 9.45 8.44
MSCI World Index (%) 2.42 10.83 7.79 9.62

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 9.97 7.30 4.69 8.59
Fund without Sales Charge (%) (NAV) After Shares Sold 9.26 6.94 4.98 7.92
Fund with Sales Charge (%) (POP) Before Shares Sold 9.97 7.30 4.69 8.59
Fund with Sales Charge (%) (POP) After Shares Sold 9.26 6.94 4.98 7.92
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.95 6.28 4.54 8.15
Fund without Sales Charge (%) (NAV) After Shares Sold 3.24 6.04 4.83 7.53
Fund with Sales Charge (%) (POP) Before Shares Sold 0.95 6.28 4.54 8.15
Fund with Sales Charge (%) (POP) After Shares Sold 3.24 6.04 4.83 7.53

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10 29.81
Fund with Sales Charge (%) (POP) -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10 29.81
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 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.03 21.69 13.29 31.42 39.87 158.82 10,810.14
Fund with Sales Charge (%) (POP) 8.03 21.69 13.29 31.42 39.87 158.82 10,810.14
MSCI World Index (%) 7.77 24.62 15.19 44.21 49.40 158.25
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 1.21 15.41 3.35 26.70 37.80 146.78 10,246.75
Fund with Sales Charge (%) (POP) 1.21 15.41 3.35 26.70 37.80 146.78 10,246.75
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.59 11.19 11.46
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.90 0.92 0.84
Sharpe Ratio 0.75 0.53 0.82
Information Ratio -0.92 -0.39 0.01
Tracking Error 3.76 3.66 4.14

ADDITIONAL RISK STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.78
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.86 0.93 1.03
Gains/Losses 1.92 1.61 1.90

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

Gross Expense Ratio 0.81%
Net Expense Ratio [further-information] 0.81%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.75
Standard Deviation 10.59

Benchmarks

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

  • MSCI World Index