Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -14.10 -4.77 -2.43 2.80 7.54
Fund with Sales Charge (%) (POP) -14.94 -4.77 -2.43 2.80 7.54
MSCI Europe Local Index-NR (%) -5.71 0.84 3.02 6.63 6.12
MSCI Europe Index-NR (%) -6.78 0.00 1.46 5.65 5.59
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -14.10 -4.77 -2.43 2.80 7.54
Fund with Sales Charge (%) (POP) -14.94 -4.77 -2.43 2.80 7.54
MSCI Europe Local Index-NR (%) -5.71 0.84 3.02 6.63 6.12
MSCI Europe Index-NR (%) -6.78 0.00 1.46 5.65 5.59

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -14.20 -4.82 -2.83 2.07
Fund without Sales Charge (%) (NAV) After Shares Sold -7.77 -3.28 -1.55 2.51
Fund with Sales Charge (%) (POP) Before Shares Sold -15.05 -4.82 -2.83 2.07
Fund with Sales Charge (%) (POP) After Shares Sold -8.28 -3.28 -1.55 2.51
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -14.20 -4.82 -2.83 2.07
Fund without Sales Charge (%) (NAV) After Shares Sold -7.77 -3.28 -1.55 2.51
Fund with Sales Charge (%) (POP) Before Shares Sold -15.05 -4.82 -2.83 2.07
Fund with Sales Charge (%) (POP) After Shares Sold -8.28 -3.28 -1.55 2.51

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 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 17.38 -20.93 -14.10 -13.64 -11.57 31.82 472.23
Fund with Sales Charge (%) (POP) 16.38 -21.72 -14.94 -13.64 -11.57 31.82 472.23
MSCI Europe Local Index-NR (%) 13.10 -11.56 -5.71 2.53 16.05 90.04 315.59
MSCI Europe Index-NR (%) 15.26 -12.78 -6.78 -0.01 7.51 73.31 268.72
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 17.38 -20.93 -14.10 -13.64 -11.57 31.82 472.23
Fund with Sales Charge (%) (POP) 16.38 -21.72 -14.94 -13.64 -11.57 31.82 472.23
MSCI Europe Local Index-NR (%) 13.10 -11.56 -5.71 2.53 16.05 90.04 315.59
MSCI Europe Index-NR (%) 15.26 -12.78 -6.78 -0.01 7.51 73.31 268.72

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.86 16.61 14.52
Sharpe Ratio -0.40 -0.28 0.10

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Gains/Losses 0.84 0.91 1.18

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 07/31/2020 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio -0.40
Standard Deviation 18.86

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