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 07/03/1996
Fund without Sales Charge (%) (NAV) -21.35 -5.73 -3.49 2.35 8.32
Fund with Sales Charge (%) (POP) -21.35 -5.73 -3.49 2.35 8.32
MSCI Europe Local Index-NR (%) -12.16 -1.38 0.71 4.99 5.85
MSCI Europe Index-NR (%) -13.58 -1.59 -1.01 3.34 5.26
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -24.06 -7.93 -5.04 1.52 7.97
Fund with Sales Charge (%) (POP) -24.06 -7.93 -5.04 1.52 7.97
MSCI Europe Local Index-NR (%) -13.27 -2.64 -0.28 4.24 5.63
MSCI Europe Index-NR (%) -15.50 -2.34 -1.31 2.46 5.02

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 -21.65 -6.07 -4.15 1.40
Fund without Sales Charge (%) (NAV) After Shares Sold -11.84 -3.92 -2.28 2.19
Fund with Sales Charge (%) (POP) Before Shares Sold -21.65 -6.07 -4.15 1.40
Fund with Sales Charge (%) (POP) After Shares Sold -11.84 -3.92 -2.28 2.19
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -24.36 -8.27 -5.68 0.58
Fund without Sales Charge (%) (NAV) After Shares Sold -13.39 -5.49 -3.34 1.62
Fund with Sales Charge (%) (POP) Before Shares Sold -24.36 -8.27 -5.68 0.58
Fund with Sales Charge (%) (POP) After Shares Sold -13.39 -5.49 -3.34 1.62

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 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -23.04 -26.62 -21.35 -16.22 -16.27 26.12 570.97
Fund with Sales Charge (%) (POP) -23.04 -26.62 -21.35 -16.22 -16.27 26.12 570.97
MSCI Europe Local Index-NR (%) -16.19 -17.54 -12.16 -4.10 3.59 62.68 287.48
MSCI Europe Index-NR (%) -17.78 -19.84 -13.58 -4.70 -4.97 38.85 238.88
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -32.49 -32.49 -24.06 -21.96 -22.77 16.31 517.31
Fund with Sales Charge (%) (POP) -32.49 -32.49 -24.06 -21.96 -22.77 16.31 517.31
MSCI Europe Local Index-NR (%) -21.80 -21.80 -13.27 -7.72 -1.40 51.45 267.45
MSCI Europe Index-NR (%) -24.33 -24.33 -15.50 -6.86 -6.39 27.53 219.90

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.70 16.54 14.63
Standard Deviation (MSCI Europe Local Index-NR) 13.59 13.05 12.61
Beta 1.31 1.19 1.10
Sharpe Ratio -0.40 -0.28 0.12
Information Ratio -0.62 -0.68 -0.53
Tracking Error 7.03 6.20 4.94

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

3 YR 5 YR 10 YR
% of Positive Months 52.78 58.33 59.17
Gains/Losses 0.84 0.90 1.20
Maximum Drawdown
32.49 32.49 32.49

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 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.31
Sharpe Ratio -0.40
Standard Deviation 18.70

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