Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -14.98 -3.45 0.43 6.00 10.19
Fund with Sales Charge (%) (POP) -14.98 -3.45 0.43 6.00 10.19
MSCI World Index (%) 3.40 7.29 7.50 10.57 7.98
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -14.98 -3.45 0.43 6.00 10.19
Fund with Sales Charge (%) (POP) -14.98 -3.45 0.43 6.00 10.19
MSCI World Index (%) 3.40 7.29 7.50 10.57 7.98

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.41 -4.97 -1.25 4.56
Fund without Sales Charge (%) (NAV) After Shares Sold -7.39 -2.41 0.42 4.90
Fund with Sales Charge (%) (POP) Before Shares Sold -16.41 -4.97 -1.25 4.56
Fund with Sales Charge (%) (POP) After Shares Sold -7.39 -2.41 0.42 4.90
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.41 -4.97 -1.25 4.56
Fund without Sales Charge (%) (NAV) After Shares Sold -7.39 -2.41 0.42 4.90
Fund with Sales Charge (%) (POP) Before Shares Sold -16.41 -4.97 -1.25 4.56
Fund with Sales Charge (%) (POP) After Shares Sold -7.39 -2.41 0.42 4.90

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 24.80 -10.67 9.98 13.02 -3.23 5.46 25.89
Fund with Sales Charge (%) (POP) 24.80 -10.67 9.98 13.02 -3.23 5.46 25.89
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.91 -21.62 -14.98 -10.01 2.17 79.11 1,341.81
Fund with Sales Charge (%) (POP) 11.91 -21.62 -14.98 -10.01 2.17 79.11 1,341.81
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 726.17
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.91 -21.62 -14.98 -10.01 2.17 79.11 1,341.81
Fund with Sales Charge (%) (POP) 11.91 -21.62 -14.98 -10.01 2.17 79.11 1,341.81
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 726.17

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.65 15.18 13.12
Standard Deviation (MSCI World Index) 16.02 14.32 13.79
Beta 1.05 1.00 0.90
Sharpe Ratio -0.29 -0.05 0.41
Information Ratio -1.96 -1.42 -0.99
Tracking Error 5.49 4.98 4.62

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.91 0.83 0.76
Beta Bear 1.21 1.21 1.13
Bull Bear Capture Ratio 0.61 0.69 0.80
% of Positive Months 61.11 66.67 65.83
Gains/Losses 0.92 1.09 1.50
Maximum Drawdown
29.96 29.96 29.96

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

Gross Expense Ratio 0.91%
Net Expense Ratio [further-information] 0.91%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 1.05
Sharpe Ratio -0.29
Standard Deviation 17.65

Benchmarks

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

  • MSCI World Index