Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 12.19 8.43 5.86 8.88 7.11
Fund with Sales Charge (%) (POP) 11.19 8.43 5.86 8.88 7.11
MSCI World Index (%) 15.19 12.99 8.36 9.95
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 2.23 7.10 5.54 8.35 7.04
Fund with Sales Charge (%) (POP) 1.28 7.10 5.54 8.35 7.04
MSCI World Index (%) 2.42 10.83 7.79 9.62

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 9.36 6.51 3.89 7.73
Fund without Sales Charge (%) (NAV) After Shares Sold 8.39 6.15 4.20 7.04
Fund with Sales Charge (%) (POP) Before Shares Sold 8.36 6.51 3.89 7.73
Fund with Sales Charge (%) (POP) After Shares Sold 7.80 6.15 4.20 7.04
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.28 5.48 3.74 7.28
Fund without Sales Charge (%) (NAV) After Shares Sold 2.35 5.24 4.04 6.64
Fund with Sales Charge (%) (POP) Before Shares Sold -0.66 5.48 3.74 7.28
Fund with Sales Charge (%) (POP) After Shares Sold 1.80 5.24 4.04 6.64

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -9.19 13.25 14.94 -5.06 5.78 27.79 15.29 -3.15 9.96 28.51
Fund with Sales Charge (%) (POP) -10.02 12.25 13.94 -5.92 4.80 26.79 14.29 -4.10 8.96 27.51
MSCI World Index (%) -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34 30.79

Cumulative Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 7.81 20.60 12.19 27.48 32.97 134.19 5,074.65
Fund with Sales Charge (%) (POP) 6.81 19.60 11.19 27.48 32.97 134.19 5,074.65
MSCI World Index (%) 7.77 24.62 15.19 44.21 49.40 158.25
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 0.90 14.49 2.23 22.83 30.94 122.95 4,812.67
Fund with Sales Charge (%) (POP) -0.10 13.49 1.28 22.83 30.94 122.95 4,812.67
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.63 11.20 11.47
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.90 0.92 0.84
Sharpe Ratio 0.64 0.43 0.73
Information Ratio -1.21 -0.68 -0.26
Tracking Error 3.75 3.65 4.15

ADDITIONAL RISK STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.78
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.80 0.87 0.97
Gains/Losses 1.80 1.51 1.78

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

Gross Expense Ratio 1.81%
Net Expense Ratio [further-information] 1.81%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.64
Standard Deviation 10.63

Benchmarks

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

  • MSCI World Index