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) -15.62 -5.21 -2.73 2.84 8.14
Fund with Sales Charge (%) (POP) -20.28 -6.98 -3.83 2.26 7.88
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) -13.48 -4.04 -1.70 3.55 8.26
Fund with Sales Charge (%) (POP) -18.23 -5.83 -2.80 2.97 8.01
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 -15.90 -5.51 -3.35 1.93
Fund without Sales Charge (%) (NAV) After Shares Sold -8.48 -3.57 -1.76 2.55
Fund with Sales Charge (%) (POP) Before Shares Sold -20.55 -7.27 -4.44 1.35
Fund with Sales Charge (%) (POP) After Shares Sold -11.28 -4.89 -2.57 2.08
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.77 -4.34 -2.32 2.63
Fund without Sales Charge (%) (NAV) After Shares Sold -7.21 -2.71 -1.00 3.10
Fund with Sales Charge (%) (POP) Before Shares Sold -18.51 -6.12 -3.42 2.05
Fund with Sales Charge (%) (POP) After Shares Sold -10.07 -4.05 -1.83 2.63

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 21.98 -11.29 10.14 2.12 0.57 -4.31 26.30 17.37 -8.27 8.25
Fund with Sales Charge (%) (POP) 15.28 -16.16 3.80 -3.77 -5.21 -9.82 19.06 10.64 -13.52 2.03
MSCI Europe Local Index-NR (%) 23.75 -10.59 13.06 7.23 4.91 4.67 21.55 15.61 -9.34 6.83
MSCI Europe Index-NR (%) 23.77 -14.86 25.51 -0.40 -2.84 -6.18 25.23 19.12 -11.06 3.88

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) 6.01 -22.30 -15.62 -14.84 -12.95 32.38 557.53
Fund with Sales Charge (%) (POP) 0.19 -26.57 -20.28 -19.52 -17.73 25.09 521.52
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) 17.65 -20.66 -13.48 -11.64 -8.21 41.76 571.45
Fund with Sales Charge (%) (POP) 11.19 -25.01 -18.23 -16.49 -13.25 33.99 534.67
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) 18.91 16.64 14.54
Sharpe Ratio -0.36 -0.23 0.16

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 0.86 0.94 1.23
Maximum Drawdown
32.56 32.56 32.56

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

Gross Expense Ratio 1.29%
Net Expense Ratio [further-information] 1.29%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio -0.36
Standard Deviation 18.91

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