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) -15.28 -4.85 -2.36 3.29 8.75
Fund with Sales Charge (%) (POP) -15.28 -4.85 -2.36 3.29 8.75
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) -13.16 -3.69 -1.31 4.00 8.87
Fund with Sales Charge (%) (POP) -13.16 -3.69 -1.31 4.00 8.87
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 -15.63 -5.22 -3.06 2.31
Fund without Sales Charge (%) (NAV) After Shares Sold -8.23 -3.30 -1.48 2.89
Fund with Sales Charge (%) (POP) Before Shares Sold -15.63 -5.22 -3.06 2.31
Fund with Sales Charge (%) (POP) After Shares Sold -8.23 -3.30 -1.48 2.89
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.52 -4.07 -2.02 3.01
Fund without Sales Charge (%) (NAV) After Shares Sold -6.97 -2.45 -0.71 3.45
Fund with Sales Charge (%) (POP) Before Shares Sold -13.52 -4.07 -2.02 3.01
Fund with Sales Charge (%) (POP) After Shares Sold -6.97 -2.45 -0.71 3.45

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 22.35 -10.94 10.63 2.53 0.98 -3.88 26.93
Fund with Sales Charge (%) (POP) 22.35 -10.94 10.63 2.53 0.98 -3.88 26.93
MSCI Europe Local Index-NR (%) 23.75 -10.59 13.06 7.23 4.91 4.67 21.55
MSCI Europe Index-NR (%) 23.77 -14.86 25.51 -0.40 -2.84 -6.18 25.23

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) 6.15 -22.09 -15.28 -13.85 -11.23 38.28 653.27
Fund with Sales Charge (%) (POP) 6.15 -22.09 -15.28 -13.85 -11.23 38.28 653.27
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) 17.75 -20.49 -13.16 -10.67 -6.38 48.03 668.72
Fund with Sales Charge (%) (POP) 17.75 -20.49 -13.16 -10.67 -6.38 48.03 668.72
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 14.54
Sharpe Ratio -0.34 -0.21 0.19

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

3 YR 5 YR 10 YR
% of Positive Months 52.78 58.33 60.00
Gains/Losses 0.88 0.96 1.26
Maximum Drawdown
32.47 32.47 32.47

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

Gross Expense Ratio 0.94%
Net Expense Ratio [further-information] 0.93%
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 -0.34
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