Average Annual Total Returns [further-information] As of 08/31/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 08/31/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 35.81 6.86 7.68 8.33 10.54
Fund with Sales Charge (%) (POP) 28.33 4.86 6.46 7.72 10.33
MSCI World Value Index-NR (%) 31.41 8.14 9.29 9.03 7.87
Quarter EndAs of 06/30/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 41.31 7.54 8.54 7.19 10.58
Fund with Sales Charge (%) (POP) 33.53 5.53 7.32 6.59 10.36
MSCI World Value Index-NR (%) 37.91 8.43 9.82 7.63 7.83

After-Tax Average Annual Total Returns [further-information] As of 08/31/2021

Month EndAs of 08/31/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 34.71 5.38 6.22 6.84
Fund without Sales Charge (%) (NAV) After Shares Sold 21.71 5.03 5.77 6.49
Fund with Sales Charge (%) (POP) Before Shares Sold 27.29 3.42 5.02 6.24
Fund with Sales Charge (%) (POP) After Shares Sold 17.26 3.51 4.79 5.96
Quarter EndAs of 06/30/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 40.17 6.06 7.07 5.72
Fund without Sales Charge (%) (NAV) After Shares Sold 25.00 5.58 6.47 5.52
Fund with Sales Charge (%) (POP) Before Shares Sold 32.45 4.08 5.87 5.12
Fund with Sales Charge (%) (POP) After Shares Sold 20.37 4.01 5.49 5.01

Calendar Year Returns

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) -4.61 24.37 -10.99 9.57 12.56 -3.63 5.01 25.26 13.34 -2.99
Fund with Sales Charge (%) (POP) -9.87 17.54 -15.89 3.25 6.09 -9.16 -1.04 18.08 6.81 -8.57
MSCI World Value Index-NR (%) -1.16 21.75 -10.78 17.10 12.33 -4.82 3.69 26.62 15.51 -5.62

Cumulative Total Returns [further-information] As of 08/31/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 08/31/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -0.03 16.89 35.81 22.01 44.75 122.60 1,670.03
Fund with Sales Charge (%) (POP) -5.52 10.45 28.33 15.31 36.77 110.35 1,572.61
MSCI World Value Index-NR (%) 0.83 17.30 31.41 26.45 55.95 137.35 777.28
Quarter EndAs of 06/30/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 5.30 15.90 41.31 24.37 50.66 100.26 1,654.95
Fund with Sales Charge (%) (POP) -0.49 9.51 33.53 17.54 42.39 89.27 1,558.36
MSCI World Value Index-NR (%) 4.71 14.72 37.91 27.48 59.71 108.66 758.02

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 08/31/2021 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 20.15 16.19 13.72
Standard Deviation (MSCI World Value Index-NR) 19.04 15.41 14.06
Beta 1.05 1.03 0.95
Sharpe Ratio 0.29 0.41 0.56
Information Ratio -0.41 -0.53 -0.21
Tracking Error 3.10 3.07 3.37

ADDITIONAL RISK STATISTICSAs of 08/31/2021 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.06 1.04 0.93
Beta Bear 1.19 1.13 1.10
Bull Bear Capture Ratio 0.95 0.93 0.98
% of Positive Months 66.67 66.67 66.67
Gains/Losses 1.43 1.60 1.72
Maximum Drawdown
30.06 30.06 30.06

SALES CHARGE, EXPENSES & FEES As of 07/01/2021 (updated annually)

Gross Expense Ratio 1.27%
Net Expense Ratio [further-information] 1.26%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 08/31/2021 Updated Monthly, based on a 3-year period

Beta 1.05
Sharpe Ratio 0.29
Standard Deviation 20.15

Benchmarks

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

  • MSCI World Value Index-NR