Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -9.62 -0.77 2.69 7.37 5.18
Fund with Sales Charge (%) (POP) -9.62 -0.77 2.69 7.37 5.18
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -9.16 -0.34 2.83 7.90 5.17
Fund with Sales Charge (%) (POP) -9.16 -0.34 2.83 7.90 5.17
MSCI World Index (%) 3.40 7.29 7.50 10.57

After-Tax Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -10.64 -2.27 0.87 6.06
Fund without Sales Charge (%) (NAV) After Shares Sold -4.97 -0.59 1.94 5.87
Fund with Sales Charge (%) (POP) Before Shares Sold -10.64 -2.27 0.87 6.06
Fund with Sales Charge (%) (POP) After Shares Sold -4.97 -0.59 1.94 5.87
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -10.18 -1.85 1.01 6.57
Fund without Sales Charge (%) (NAV) After Shares Sold -4.68 -0.26 2.06 6.32
Fund with Sales Charge (%) (POP) Before Shares Sold -10.18 -1.85 1.01 6.57
Fund with Sales Charge (%) (POP) After Shares Sold -4.68 -0.26 2.06 6.32

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.33 -8.65 13.76 15.58 -4.61 6.31 28.34 15.95 -2.69 10.63
Fund with Sales Charge (%) (POP) 24.33 -8.65 13.76 15.58 -4.61 6.31 28.34 15.95 -2.69 10.63
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 07/31/2020

Month EndAs of 07/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 3.47 -16.41 -9.62 -2.28 14.18 103.70 1,776.74
Fund with Sales Charge (%) (POP) 3.47 -16.41 -9.62 -2.28 14.18 103.70 1,776.74
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 13.75 -16.91 -9.16 -1.02 14.99 113.81 1,765.53
Fund with Sales Charge (%) (POP) 13.75 -16.91 -9.16 -1.02 14.99 113.81 1,765.53
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.89 14.91 13.09
Standard Deviation (MSCI World Index) 16.17 14.43 13.65
Beta 0.99 0.98 0.91
Sharpe Ratio -0.14 0.11 0.52
Information Ratio -1.72 -1.15 -0.65
Tracking Error 5.16 4.72 4.39

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

3 YR 5 YR 10 YR
Beta Bull 0.92 0.88 0.82
Beta Bear 1.15 1.12 1.06
Bull Bear Capture Ratio 0.66 0.76 0.87
Gains/Losses 1.04 1.23 1.61

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

Gross Expense Ratio 1.32%
Net Expense Ratio [further-information] 1.32%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta 0.99
Sharpe Ratio -0.14
Standard Deviation 16.89

Benchmarks

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

  • MSCI World Index