Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -1.87 0.75 2.05 6.34 10.17
Fund with Sales Charge (%) (POP) -7.28 -1.13 0.90 5.74 9.94
MSCI World Index (%) 5.23 7.84 6.48 9.36 7.94
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 24.37 6.64 5.64 7.77 10.78
Fund with Sales Charge (%) (POP) 17.54 4.65 4.45 7.16 10.55
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.36

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -3.48 -0.77 0.40 4.95
Fund without Sales Charge (%) (NAV) After Shares Sold 0.28 0.62 1.52 5.07
Fund with Sales Charge (%) (POP) Before Shares Sold -8.80 -2.62 -0.73 4.36
Fund with Sales Charge (%) (POP) After Shares Sold -3.00 -0.82 0.64 4.56
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.32 5.03 3.93 6.36
Fund without Sales Charge (%) (NAV) After Shares Sold 15.81 4.98 4.16 6.14
Fund with Sales Charge (%) (POP) Before Shares Sold 15.61 3.07 2.76 5.76
Fund with Sales Charge (%) (POP) After Shares Sold 11.69 3.44 3.22 5.62

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.37 -10.99 9.57 12.56 -3.63 5.01 25.26 13.34 -2.99 11.08
Fund with Sales Charge (%) (POP) 17.54 -15.89 3.25 6.09 -9.16 -1.04 18.08 6.81 -8.57 4.69
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -9.94 -12.62 -1.87 2.27 10.68 84.88 1,287.11
Fund with Sales Charge (%) (POP) -14.91 -17.44 -7.28 -3.35 4.60 74.74 1,210.77
MSCI World Index (%) -6.18 -8.94 5.23 25.41 36.91 144.61 695.93
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.44 24.37 24.37 21.29 31.56 111.35 1,487.42
Fund with Sales Charge (%) (POP) 1.54 17.54 17.54 14.61 24.33 99.69 1,400.05
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 774.08

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.37 11.70 11.41
Standard Deviation (MSCI World Index) 12.30 12.02 13.18
Beta 0.95 0.92 0.82
Sharpe Ratio -0.08 0.08 0.51
Information Ratio -1.79 -1.14 -0.72
Tracking Error 3.96 3.90 4.20

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.03 0.87 0.76
Beta Bear 0.78 0.90 0.85
Bull Bear Capture Ratio 0.66 0.76 0.86
% of Positive Months 61.11 63.33 64.17
Gains/Losses 1.10 1.19 1.55
Maximum Drawdown
14.15 15.02 17.26

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

Gross Expense Ratio 1.23%
Net Expense Ratio [further-information] 1.23%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.95
Sharpe Ratio -0.08
Standard Deviation 12.37

Benchmarks

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

  • MSCI World Index