Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -12.99 -1.37 1.07 5.77 6.71
Fund with Sales Charge (%) (POP) -13.83 -1.37 1.07 5.77 6.71
MSCI World Index (%) -3.46 5.58 5.52 8.29
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -18.57 -4.38 -0.48 4.83 6.54
Fund with Sales Charge (%) (POP) -19.35 -4.38 -0.48 4.83 6.54
MSCI World Index (%) -9.87 2.49 3.83 7.17

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.83 -2.65 -0.54 4.63
Fund without Sales Charge (%) (NAV) After Shares Sold -7.08 -1.01 0.75 4.57
Fund with Sales Charge (%) (POP) Before Shares Sold -14.66 -2.65 -0.54 4.63
Fund with Sales Charge (%) (POP) After Shares Sold -7.57 -1.01 0.75 4.57
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -19.35 -5.63 -2.07 3.70
Fund without Sales Charge (%) (NAV) After Shares Sold -10.31 -3.16 -0.31 3.88
Fund with Sales Charge (%) (POP) Before Shares Sold -20.13 -5.63 -2.07 3.70
Fund with Sales Charge (%) (POP) After Shares Sold -10.77 -3.16 -0.31 3.88

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 23.74 -9.19 13.25 14.94 -5.06 5.78 27.79 15.29 -3.15 9.96
Fund with Sales Charge (%) (POP) 22.74 -10.02 12.25 13.94 -5.92 4.80 26.79 14.29 -4.10 8.96
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 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -17.41 -19.34 -12.99 -4.04 5.44 75.20 4,182.54
Fund with Sales Charge (%) (POP) -18.24 -20.14 -13.83 -4.04 5.44 75.20 4,182.54
MSCI World Index (%) -11.74 -12.25 -3.46 17.69 30.80 121.70
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -27.01 -27.01 -18.57 -12.57 -2.40 60.28 3,775.15
Fund with Sales Charge (%) (POP) -27.74 -27.74 -19.35 -12.57 -2.40 60.28 3,775.15
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.90 14.98 13.50
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.03 1.01 0.91
Sharpe Ratio -0.18 0.00 0.38
Information Ratio -1.55 -1.07 -0.59
Tracking Error 4.47 4.16 4.25

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.94 0.83
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.71 0.79 0.88
% of Positive Months 66.67 65.00 64.17
Gains/Losses 1.01 1.13 1.45
Maximum Drawdown
27.01 27.01 27.01

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

Gross Expense Ratio 1.82%
Net Expense Ratio [further-information] 1.82%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.18
Standard Deviation 16.90

Benchmarks

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

  • MSCI World Index