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 08/15/2003
Fund without Sales Charge (%) (NAV) 22.26 4.94 6.59 7.63 6.35
Fund with Sales Charge (%) (POP) 15.56 2.99 5.39 7.02 6.02
Blended Benchmark (%) 16.77 10.37 9.54 7.49 7.08
MSCI All Country World Index-NR (%) 28.64 14.34 14.30 11.27 9.20
Quarter EndAs of 06/30/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) 27.37 5.29 7.24 6.45 6.30
Fund with Sales Charge (%) (POP) 20.38 3.33 6.02 5.84 5.97
Blended Benchmark (%) 23.30 10.41 9.69 6.78 7.02
MSCI All Country World Index-NR (%) 39.26 14.56 14.62 9.90 9.10

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 21.12 3.56 5.40 6.62
Fund without Sales Charge (%) (NAV) After Shares Sold 13.33 3.41 4.83 5.91
Fund with Sales Charge (%) (POP) Before Shares Sold 14.48 1.64 4.22 6.02
Fund with Sales Charge (%) (POP) After Shares Sold 9.35 1.91 3.88 5.39
Quarter EndAs of 06/30/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 26.17 3.91 6.04 5.45
Fund without Sales Charge (%) (NAV) After Shares Sold 16.37 3.70 5.36 4.92
Fund with Sales Charge (%) (POP) Before Shares Sold 19.25 1.97 4.84 4.85
Fund with Sales Charge (%) (POP) After Shares Sold 12.22 2.18 4.39 4.41

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) 1.55 17.81 -9.82 11.20 13.52 -6.18 2.92 23.64 16.76 -1.95
Fund with Sales Charge (%) (POP) -4.04 11.29 -14.80 4.82 7.00 -11.56 -3.03 16.53 10.08 -7.60
Blended Benchmark (%) 13.18 18.04 -5.71 16.37 5.51 -2.15 2.73 12.37 11.01 -2.57
MSCI All Country World Index-NR (%) 16.25 26.60 -9.42 23.97 7.86 -2.36 4.16 22.80 16.13 -7.35

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 08/15/2003
Fund without Sales Charge (%) (NAV) 2.52 8.83 22.26 15.57 37.57 108.58 203.54
Fund with Sales Charge (%) (POP) -3.10 2.81 15.56 9.24 30.03 97.16 186.90
Blended Benchmark (%) 2.74 8.57 16.77 34.45 57.72 105.91 243.72
MSCI All Country World Index-NR (%) 4.57 15.91 28.64 49.48 95.04 190.89 389.69
Quarter EndAs of 06/30/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 4.64 6.88 27.37 16.73 41.80 86.76 198.12
Fund with Sales Charge (%) (POP) -1.11 0.97 20.38 10.31 33.97 76.47 181.78
Blended Benchmark (%) 4.81 6.24 23.30 34.59 58.76 92.74 236.33
MSCI All Country World Index-NR (%) 7.39 12.30 39.26 50.37 97.78 157.00 374.46

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.92 12.93 12.16
Standard Deviation (Blended Benchmark) 11.13 9.13 8.81
Alpha -7.66 -4.98 -1.67
Beta 1.38 1.33 1.31
Sharpe Ratio 0.24 0.43 0.58
Information Ratio -0.91 -0.55 0.03
Tracking Error 5.98 5.38 4.76
R-Squared 0.93 0.88 0.90

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.96 0.94 0.95
Beta Bull 1.22 1.20 1.24
Beta Bear 1.49 1.63 1.46
Bull Bear Capture Ratio 0.74 0.76 0.94
% of Positive Months 66.67 68.33 65.00
Gains/Losses 1.36 1.60 1.69
Maximum Drawdown
22.45 22.45 22.45

SALES CHARGE, EXPENSES & FEES As of 05/01/2021 (updated annually)

Gross Expense Ratio 1.02%
Net Expense Ratio [further-information] 0.98%
Max Initial Sales Charge 5.50%
CDSC

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

Beta 1.38
Sharpe Ratio 0.24
Standard Deviation 15.92

Benchmarks

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

  • Blended Benchmark
  • MSCI All Country World Index-NR