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 07/03/1996
Fund without Sales Charge (%) (NAV) -22.17 -6.68 -4.47 1.32 7.24
Fund with Sales Charge (%) (POP) -22.94 -6.68 -4.47 1.32 7.24
MSCI Europe Local Index-NR (%) -12.16 -1.38 0.71 4.99 5.85
MSCI Europe Index-NR (%) -13.58 -1.59 -1.01 3.34 5.26
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -24.81 -8.83 -5.97 0.51 6.90
Fund with Sales Charge (%) (POP) -25.55 -8.83 -5.97 0.51 6.90
MSCI Europe Local Index-NR (%) -13.27 -2.64 -0.28 4.24 5.63
MSCI Europe Index-NR (%) -15.50 -2.34 -1.31 2.46 5.02

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 -22.27 -6.73 -4.86 0.60
Fund without Sales Charge (%) (NAV) After Shares Sold -12.56 -4.67 -3.02 1.40
Fund with Sales Charge (%) (POP) Before Shares Sold -23.04 -6.73 -4.86 0.60
Fund with Sales Charge (%) (POP) After Shares Sold -13.02 -4.67 -3.02 1.40
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -24.91 -8.88 -6.36 -0.20
Fund without Sales Charge (%) (NAV) After Shares Sold -14.10 -6.22 -4.06 0.83
Fund with Sales Charge (%) (POP) Before Shares Sold -25.65 -8.88 -6.36 -0.20
Fund with Sales Charge (%) (POP) After Shares Sold -14.53 -6.22 -4.06 0.83

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 21.01 -11.96 9.37 1.32 -0.16 -4.97 25.44 16.54 -8.90 7.52
Fund with Sales Charge (%) (POP) 20.01 -12.82 8.37 0.34 -1.09 -5.81 24.44 15.54 -9.79 6.52
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 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -23.27 -26.90 -22.17 -18.74 -20.44 14.06 429.01
Fund with Sales Charge (%) (POP) -24.04 -27.63 -22.94 -18.74 -20.44 14.06 429.01
MSCI Europe Local Index-NR (%) -16.19 -17.54 -12.16 -4.10 3.59 62.68 287.48
MSCI Europe Index-NR (%) -17.78 -19.84 -13.58 -4.70 -4.97 38.85 238.88
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -32.63 -32.63 -24.81 -24.22 -26.51 5.27 387.52
Fund with Sales Charge (%) (POP) -33.31 -33.31 -25.55 -24.22 -26.51 5.27 387.52
MSCI Europe Local Index-NR (%) -21.80 -21.80 -13.27 -7.72 -1.40 51.45 267.45
MSCI Europe Index-NR (%) -24.33 -24.33 -15.50 -6.86 -6.39 27.53 219.90

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.66 16.51 14.61
Standard Deviation (MSCI Europe Local Index-NR) 13.59 13.05 12.61
Beta 1.31 1.19 1.09
Sharpe Ratio -0.45 -0.34 0.05
Information Ratio -0.76 -0.84 -0.74
Tracking Error 7.01 6.19 4.93

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

3 YR 5 YR 10 YR
% of Positive Months 50.00 56.67 58.33
Gains/Losses 0.80 0.86 1.14
Maximum Drawdown
32.63 32.63 32.63

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

Gross Expense Ratio 2.04%
Net Expense Ratio [further-information] 2.04%
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 1.31
Sharpe Ratio -0.45
Standard Deviation 18.66

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