Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -15.36 -4.97 -2.49 3.13 8.49
Fund with Sales Charge (%) (POP) -15.36 -4.97 -2.49 3.13 8.49
MSCI Europe Local Index-NR (%) -7.69 0.14 1.84 5.87 6.03
MSCI Europe Index-NR (%) -1.29 0.27 1.60 4.89 5.73
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -13.23 -3.80 -1.44 3.84 8.62
Fund with Sales Charge (%) (POP) -13.23 -3.80 -1.44 3.84 8.62
MSCI Europe Local Index-NR (%) -5.71 0.84 3.02 6.63 6.12
MSCI Europe Index-NR (%) -6.78 0.00 1.46 5.65 5.59

After-Tax Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -15.69 -5.32 -3.15 2.17
Fund without Sales Charge (%) (NAV) After Shares Sold -8.29 -3.40 -1.58 2.77
Fund with Sales Charge (%) (POP) Before Shares Sold -15.69 -5.32 -3.15 2.17
Fund with Sales Charge (%) (POP) After Shares Sold -8.29 -3.40 -1.58 2.77
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.57 -4.15 -2.12 2.87
Fund without Sales Charge (%) (NAV) After Shares Sold -7.03 -2.53 -0.81 3.32
Fund with Sales Charge (%) (POP) Before Shares Sold -13.57 -4.15 -2.12 2.87
Fund with Sales Charge (%) (POP) After Shares Sold -7.03 -2.53 -0.81 3.32

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 22.28 -11.12 10.45 2.40 0.82 -4.00 26.68 17.73 -8.01 8.61
Fund with Sales Charge (%) (POP) 22.28 -11.12 10.45 2.40 0.82 -4.00 26.68 17.73 -8.01 8.61
MSCI Europe Local Index-NR (%) 23.75 -10.59 13.06 7.23 4.91 4.67 21.55 15.61 -9.34 6.83
MSCI Europe Index-NR (%) 23.77 -14.86 25.51 -0.40 -2.84 -6.18 25.23 19.12 -11.06 3.88

Cumulative Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 6.08 -22.16 -15.36 -14.19 -11.85 36.12 611.75
Fund with Sales Charge (%) (POP) 6.08 -22.16 -15.36 -14.19 -11.85 36.12 611.75
MSCI Europe Local Index-NR (%) 5.70 -12.84 -7.69 0.42 9.53 76.91 309.55
MSCI Europe Index-NR (%) 12.99 -9.43 -1.29 0.82 8.26 61.20 282.88
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 17.73 -20.52 -13.23 -10.98 -7.01 45.76 626.77
Fund with Sales Charge (%) (POP) 17.73 -20.52 -13.23 -10.98 -7.01 45.76 626.77
MSCI Europe Local Index-NR (%) 13.10 -11.56 -5.71 2.53 16.05 90.04 315.59
MSCI Europe Index-NR (%) 15.26 -12.78 -6.78 -0.01 7.51 73.31 268.72

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.90 16.63 14.53
Sharpe Ratio -0.35 -0.22 0.18

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Gains/Losses 0.87 0.95 1.25

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

Gross Expense Ratio 1.04%
Net Expense Ratio [further-information] 1.04%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio -0.35
Standard Deviation 18.90

Benchmarks

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

  • MSCI Europe Local Index-NR
  • MSCI Europe Index-NR