Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -12.17 -0.37 2.08 6.83 8.10
Fund with Sales Charge (%) (POP) -12.17 -0.37 2.08 6.83 8.10
MSCI World Index (%) -3.46 5.58 5.52 8.29
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.77 -3.42 0.52 5.88 7.93
Fund with Sales Charge (%) (POP) -17.77 -3.42 0.52 5.88 7.93
MSCI World Index (%) -9.87 2.49 3.83 7.17

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.23 -1.96 0.19 5.44
Fund without Sales Charge (%) (NAV) After Shares Sold -6.38 -0.24 1.51 5.42
Fund with Sales Charge (%) (POP) Before Shares Sold -13.23 -1.96 0.19 5.44
Fund with Sales Charge (%) (POP) After Shares Sold -6.38 -0.24 1.51 5.42
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund without Sales Charge (%) (NAV) After Shares Sold -9.60 -2.41 0.45 4.75
Fund with Sales Charge (%) (POP) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund with Sales Charge (%) (POP) After Shares Sold -9.60 -2.41 0.45 4.75

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.96 -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10
Fund with Sales Charge (%) (POP) 24.96 -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -17.27 -19.09 -12.17 -1.10 10.85 93.60 8,964.83
Fund with Sales Charge (%) (POP) -17.27 -19.09 -12.17 -1.10 10.85 93.60 8,964.83
MSCI World Index (%) -11.74 -12.25 -3.46 17.69 30.80 121.70
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28
Fund with Sales Charge (%) (POP) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.89 14.98 13.50
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.03 1.01 0.91
Sharpe Ratio -0.12 0.07 0.46
Information Ratio -1.32 -0.82 -0.34
Tracking Error 4.50 4.18 4.24

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.94 0.83
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.75 0.84 0.93
% of Positive Months 66.67 65.00 64.17
Gains/Losses 1.06 1.19 1.54
Maximum Drawdown
26.83 26.83 26.83

SALES CHARGE, EXPENSES & FEES As of 05/01/2020 (updated annually)

Gross Expense Ratio 0.82%
Net Expense Ratio [further-information] 0.82%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.12
Standard Deviation 16.89

Benchmarks

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

  • MSCI World Index