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 06/29/1962
Fund without Sales Charge (%) (NAV) 13.44 9.62 7.02 10.09 8.77
Fund with Sales Charge (%) (POP) 13.44 9.62 7.02 10.09 8.77
MSCI World Index (%) 15.19 12.99 8.36 9.95
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 3.43 8.27 6.70 9.56 8.69
Fund with Sales Charge (%) (POP) 3.43 8.27 6.70 9.56 8.69
MSCI World Index (%) 2.42 10.83 7.79 9.62

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 10.10 7.37 4.75 8.69
Fund without Sales Charge (%) (NAV) After Shares Sold 9.36 7.00 5.04 8.01
Fund with Sales Charge (%) (POP) Before Shares Sold 10.10 7.37 4.75 8.69
Fund with Sales Charge (%) (POP) After Shares Sold 9.36 7.00 5.04 8.01
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.01 6.32 4.60 8.25
Fund without Sales Charge (%) (NAV) After Shares Sold 3.29 6.09 4.89 7.62
Fund with Sales Charge (%) (POP) Before Shares Sold 1.01 6.32 4.60 8.25
Fund with Sales Charge (%) (POP) After Shares Sold 3.29 6.09 4.89 7.62

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -8.18 14.42 16.20 -3.98 6.91 29.16
Fund with Sales Charge (%) (POP) -8.18 14.42 16.20 -3.98 6.91 29.16
MSCI World Index (%) -8.20 23.07 8.15 -0.32 5.50 27.37

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 06/29/1962
Fund without Sales Charge (%) (NAV) 8.10 21.85 13.44 31.73 40.40 161.58 12,360.30
Fund with Sales Charge (%) (POP) 8.10 21.85 13.44 31.73 40.40 161.58 12,360.30
MSCI World Index (%) 7.77 24.62 15.19 44.21 49.40 158.25
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
Fund with Sales Charge (%) (POP) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.61 11.20 11.46
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.90 0.92 0.84
Sharpe Ratio 0.76 0.54 0.83
Information Ratio -0.89 -0.37 0.03
Tracking Error 3.76 3.65 4.14

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

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.79
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.86 0.94 1.04
Gains/Losses 1.93 1.62 1.91

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 0.76%
Net Expense Ratio [further-information] 0.74%
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 0.90
Sharpe Ratio 0.76
Standard Deviation 10.61

Benchmarks

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

  • MSCI World Index