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 06/29/1962
Fund without Sales Charge (%) (NAV) -12.37 -0.60 1.83 6.54 7.62
Fund with Sales Charge (%) (POP) -17.18 -2.46 0.69 5.93 7.52
MSCI World Index (%) -3.46 5.58 5.52 8.29
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.94 -3.64 0.28 5.60 7.45
Fund with Sales Charge (%) (POP) -22.44 -5.44 -0.86 5.00 7.34
MSCI World Index (%) -9.87 2.49 3.83 7.17

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 -13.39 -2.15 -0.01 5.21
Fund without Sales Charge (%) (NAV) After Shares Sold -6.53 -0.42 1.32 5.19
Fund with Sales Charge (%) (POP) Before Shares Sold -18.14 -3.98 -1.13 4.61
Fund with Sales Charge (%) (POP) After Shares Sold -9.42 -1.83 0.44 4.69
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.89 -5.15 -1.54 4.28
Fund without Sales Charge (%) (NAV) After Shares Sold -9.74 -2.58 0.27 4.52
Fund with Sales Charge (%) (POP) Before Shares Sold -23.34 -6.92 -2.65 3.69
Fund with Sales Charge (%) (POP) After Shares Sold -12.46 -3.92 -0.59 4.02

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.69 -8.49 14.09 15.80 -4.33 6.48 28.70 16.10 -2.50 10.82
Fund with Sales Charge (%) (POP) 17.86 -13.53 7.51 9.11 -9.80 0.38 21.30 9.41 -8.13 4.41
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

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 06/29/1962
Fund without Sales Charge (%) (NAV) -17.27 -19.15 -12.37 -1.80 9.50 88.38 6,909.42
Fund with Sales Charge (%) (POP) -21.80 -23.62 -17.18 -7.21 3.48 77.96 6,521.65
MSCI World Index (%) -11.74 -12.25 -3.46 17.69 30.80 121.70
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -26.85 -26.85 -17.94 -10.54 1.38 72.44 6,242.11
Fund with Sales Charge (%) (POP) -30.89 -30.89 -22.44 -15.46 -4.20 62.93 5,891.26
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.86 14.96 13.49
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.03 1.01 0.91
Sharpe Ratio -0.14 0.05 0.44
Information Ratio -1.37 -0.88 -0.41
Tracking Error 4.50 4.19 4.27

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

3 YR 5 YR 10 YR
Beta Bull 0.99 0.94 0.82
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.74 0.82 0.92
% of Positive Months 66.67 65.00 64.17
Gains/Losses 1.04 1.17 1.51
Maximum Drawdown
26.85 26.85 26.85

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

Gross Expense Ratio 1.07%
Net Expense Ratio [further-information] 1.07%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.14
Standard Deviation 16.86

Benchmarks

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

  • MSCI World Index