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 12/31/1992
Fund without Sales Charge (%) (NAV) -18.51 -5.03 -1.78 3.62 8.79
Fund with Sales Charge (%) (POP) -19.27 -5.03 -1.78 3.62 8.79
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -22.27 -7.38 -2.99 2.77 8.49
Fund with Sales Charge (%) (POP) -23.00 -7.38 -2.99 2.77 8.49
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.35

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 -19.69 -6.24 -3.16 2.43
Fund without Sales Charge (%) (NAV) After Shares Sold -9.69 -3.57 -1.21 2.99
Fund with Sales Charge (%) (POP) Before Shares Sold -20.46 -6.24 -3.16 2.43
Fund with Sales Charge (%) (POP) After Shares Sold -10.14 -3.57 -1.21 2.99
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -23.40 -8.55 -4.36 1.59
Fund without Sales Charge (%) (NAV) After Shares Sold -11.81 -5.20 -2.01 2.39
Fund with Sales Charge (%) (POP) Before Shares Sold -24.13 -8.55 -4.36 1.59
Fund with Sales Charge (%) (POP) After Shares Sold -12.25 -5.20 -2.01 2.39

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 23.43 -11.70 8.78 11.70 -4.33 4.28 24.39 12.53 -3.64 10.26
Fund with Sales Charge (%) (POP) 22.43 -12.53 7.78 10.70 -5.20 3.30 23.39 11.53 -4.57 9.26
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 12/31/1992
Fund without Sales Charge (%) (NAV) -21.33 -24.20 -18.51 -14.35 -8.57 42.67 899.27
Fund with Sales Charge (%) (POP) -22.12 -24.95 -19.27 -14.35 -8.57 42.67 899.27
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -30.17 -30.17 -22.27 -20.55 -14.07 31.43 820.50
Fund with Sales Charge (%) (POP) -30.87 -30.87 -23.00 -20.55 -14.07 31.43 820.50
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91 591.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 05/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.65 15.24 13.13
Standard Deviation (MSCI World Index) 15.98 14.35 13.84
Beta 1.05 1.01 0.90
Sharpe Ratio -0.35 -0.17 0.30
Information Ratio -2.03 -1.59 -1.16
Tracking Error 5.46 4.92 4.63

ADDITIONAL RISK STATISTICSAs of 05/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.90 0.83 0.76
Beta Bear 1.21 1.21 1.13
Bull Bear Capture Ratio 0.59 0.66 0.76
Gains/Losses 0.87 0.99 1.38

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

Gross Expense Ratio 2.01%
Net Expense Ratio [further-information] 2.01%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 05/31/2020 Updated Monthly, based on a 3-year period

Beta 1.05
Sharpe Ratio -0.35
Standard Deviation 17.65

Benchmarks

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

  • MSCI World Index