Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 24.70 6.91 5.91 8.07 11.14
Fund with Sales Charge (%) (POP) 24.70 6.91 5.91 8.07 11.14
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.36
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 24.70 6.91 5.91 8.07 11.14
Fund with Sales Charge (%) (POP) 24.70 6.91 5.91 8.07 11.14
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.36

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.62 5.27 4.17 6.62
Fund without Sales Charge (%) (NAV) After Shares Sold 16.02 5.19 4.37 6.38
Fund with Sales Charge (%) (POP) Before Shares Sold 22.62 5.27 4.17 6.62
Fund with Sales Charge (%) (POP) After Shares Sold 16.02 5.19 4.37 6.38
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.62 5.27 4.17 6.62
Fund without Sales Charge (%) (NAV) After Shares Sold 16.02 5.19 4.37 6.38
Fund with Sales Charge (%) (POP) Before Shares Sold 22.62 5.27 4.17 6.62
Fund with Sales Charge (%) (POP) After Shares Sold 16.02 5.19 4.37 6.38

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.70 -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37
Fund with Sales Charge (%) (POP) 24.70 -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37
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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.53 24.70 24.70 22.20 33.28 117.24 1,633.38
Fund with Sales Charge (%) (POP) 7.53 24.70 24.70 22.20 33.28 117.24 1,633.38
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 774.08
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.53 24.70 24.70 22.20 33.28 117.24 1,633.38
Fund with Sales Charge (%) (POP) 7.53 24.70 24.70 22.20 33.28 117.24 1,633.38
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 774.08

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.86 10.98 10.89
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.92 0.90 0.80
Sharpe Ratio 0.49 0.44 0.69
Information Ratio -1.70 -0.93 -0.48
Tracking Error 3.70 3.71 4.24

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.03 0.88 0.76
Beta Bear 0.78 0.91 0.83
Bull Bear Capture Ratio 0.72 0.83 0.93
% of Positive Months 66.67 65.00 65.00
Gains/Losses 1.65 1.53 1.75
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

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio 0.49
Standard Deviation 10.86

Benchmarks

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

  • MSCI World Index