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) 11.69 6.98 5.16 8.18 11.30
Fund with Sales Charge (%) (POP) 11.69 6.98 5.16 8.18 11.30
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) 1.56 6.63 4.74 7.74 11.20
Fund with Sales Charge (%) (POP) 1.56 6.63 4.74 7.74 11.20
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 9.18 5.32 3.35 6.82
Fund without Sales Charge (%) (NAV) After Shares Sold 8.15 5.15 3.75 6.48
Fund with Sales Charge (%) (POP) Before Shares Sold 9.18 5.32 3.35 6.82
Fund with Sales Charge (%) (POP) After Shares Sold 8.15 5.15 3.75 6.48
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.19 5.16 3.04 6.45
Fund without Sales Charge (%) (NAV) After Shares Sold 1.81 4.94 3.46 6.15
Fund with Sales Charge (%) (POP) Before Shares Sold -0.19 5.16 3.04 6.45
Fund with Sales Charge (%) (POP) After Shares Sold 1.81 4.94 3.46 6.15

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -10.67 9.98 13.02 -3.23 5.46 25.89
Fund with Sales Charge (%) (POP) -10.67 9.98 13.02 -3.23 5.46 25.89
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 12/31/1992
Fund without Sales Charge (%) (NAV) 7.84 21.09 11.69 22.44 28.63 119.59 1,684.90
Fund with Sales Charge (%) (POP) 7.84 21.09 11.69 22.44 28.63 119.59 1,684.90
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) 0.91 16.08 1.56 21.24 26.03 110.83 1,611.14
Fund with Sales Charge (%) (POP) 0.91 16.08 1.56 21.24 26.03 110.83 1,611.14
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 10.90
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.92 0.90 0.80
Sharpe Ratio 0.50 0.38 0.70
Information Ratio -1.62 -0.86 -0.42
Tracking Error 3.71 3.71 4.24

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 0.73 0.83 0.94
Gains/Losses 1.66 1.46 1.77

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

Gross Expense Ratio 0.89%
Net Expense Ratio [further-information] 0.88%
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 0.50
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