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) -12.60 -0.84 1.58 6.31 5.14
Fund with Sales Charge (%) (POP) -12.60 -0.84 1.58 6.31 5.14
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) -18.22 -3.90 0.02 5.36 4.96
Fund with Sales Charge (%) (POP) -18.22 -3.90 0.02 5.36 4.96
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 -13.58 -2.35 -0.22 5.00
Fund without Sales Charge (%) (NAV) After Shares Sold -6.71 -0.61 1.12 5.00
Fund with Sales Charge (%) (POP) Before Shares Sold -13.58 -2.35 -0.22 5.00
Fund with Sales Charge (%) (POP) After Shares Sold -6.71 -0.61 1.12 5.00
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -19.14 -5.35 -1.76 4.07
Fund without Sales Charge (%) (NAV) After Shares Sold -9.95 -2.77 0.07 4.32
Fund with Sales Charge (%) (POP) Before Shares Sold -19.14 -5.35 -1.76 4.07
Fund with Sales Charge (%) (POP) After Shares Sold -9.95 -2.77 0.07 4.32

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 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) -17.31 -19.21 -12.60 -2.51 8.13 84.33 1,713.71
Fund with Sales Charge (%) (POP) -17.31 -19.21 -12.60 -2.51 8.13 84.33 1,713.71
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) -26.95 -26.95 -18.22 -11.24 0.08 68.49 1,540.04
Fund with Sales Charge (%) (POP) -26.95 -26.95 -18.22 -11.24 0.08 68.49 1,540.04
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) 16.89 14.97 13.50
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.03 1.01 0.91
Sharpe Ratio -0.15 0.03 0.42
Information Ratio -1.42 -0.94 -0.46
Tracking Error 4.51 4.19 4.26

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 0.73 0.81 0.91
% of Positive Months 66.67 65.00 64.17
Gains/Losses 1.03 1.16 1.50
Maximum Drawdown
26.95 26.95 26.95

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 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.15
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