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 12/31/1992
Fund without Sales Charge (%) (NAV) 11.58 6.85 5.03 8.03 11.06
Fund with Sales Charge (%) (POP) 11.58 6.85 5.03 8.03 11.06
MSCI World Index (%) 15.19 12.99 8.36 9.95 8.27
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 1.43 6.50 4.60 7.59 10.95
Fund with Sales Charge (%) (POP) 1.43 6.50 4.60 7.59 10.95
MSCI World Index (%) 2.42 10.83 7.79 9.62 8.11

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 9.10 5.22 3.25 6.69
Fund without Sales Charge (%) (NAV) After Shares Sold 8.07 5.06 3.65 6.35
Fund with Sales Charge (%) (POP) Before Shares Sold 9.10 5.22 3.25 6.69
Fund with Sales Charge (%) (POP) After Shares Sold 8.07 5.06 3.65 6.35
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.30 5.07 2.94 6.31
Fund without Sales Charge (%) (NAV) After Shares Sold 1.71 4.85 3.36 6.02
Fund with Sales Charge (%) (POP) Before Shares Sold -0.30 5.07 2.94 6.31
Fund with Sales Charge (%) (POP) After Shares Sold 1.71 4.85 3.36 6.02

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 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.81 20.97 11.58 22.00 27.78 116.40 1,581.52
Fund with Sales Charge (%) (POP) 7.81 20.97 11.58 22.00 27.78 116.40 1,581.52
MSCI World Index (%) 7.77 24.62 15.19 44.21 49.40 158.25 748.34
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 0.84 15.97 1.43 20.80 25.20 107.77 1,512.00
Fund with Sales Charge (%) (POP) 0.84 15.97 1.43 20.80 25.20 107.77 1,512.00
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48 704.28

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.85 10.94 10.89
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.92 0.90 0.80
Sharpe Ratio 0.48 0.37 0.69
Information Ratio -1.64 -0.90 -0.45
Tracking Error 3.73 3.72 4.25

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

3 YR 5 YR 10 YR
Beta Bull 1.03 0.88 0.76
Beta Bear 0.78 0.92 0.83
Bull Bear Capture Ratio 0.72 0.82 0.93
Gains/Losses 1.64 1.45 1.75

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 11/30/2019 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio 0.48
Standard Deviation 10.85

Benchmarks

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

  • MSCI World Index