Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 11.00 6.32 4.50 7.49 10.47
Fund with Sales Charge (%) (POP) 11.00 6.32 4.50 7.49 10.47
MSCI World Index (%) 15.19 12.99 8.36 9.95 8.27
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 0.93 5.97 4.08 7.05 10.37
Fund with Sales Charge (%) (POP) 0.93 5.97 4.08 7.05 10.37
MSCI World Index (%) 2.42 10.83 7.79 9.62 8.11

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 8.61 4.78 2.80 6.23
Fund without Sales Charge (%) (NAV) After Shares Sold 7.70 4.69 3.25 5.92
Fund with Sales Charge (%) (POP) Before Shares Sold 8.61 4.78 2.80 6.23
Fund with Sales Charge (%) (POP) After Shares Sold 7.70 4.69 3.25 5.92
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.70 4.63 2.51 5.86
Fund without Sales Charge (%) (NAV) After Shares Sold 1.37 4.45 2.97 5.60
Fund with Sales Charge (%) (POP) Before Shares Sold -0.70 4.63 2.51 5.86
Fund with Sales Charge (%) (POP) After Shares Sold 1.37 4.45 2.97 5.60

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -11.24 9.31 12.28 -3.82 4.77 25.02 13.09 -3.17 10.84 20.72
Fund with Sales Charge (%) (POP) -11.24 9.31 12.28 -3.82 4.77 25.02 13.09 -3.17 10.84 20.72
MSCI World Index (%) -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34 30.79

Cumulative Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.65 20.42 11.00 20.19 24.63 105.86 1,357.91
Fund with Sales Charge (%) (POP) 7.65 20.42 11.00 20.19 24.63 105.86 1,357.91
MSCI World Index (%) 7.77 24.62 15.19 44.21 49.40 158.25 748.34
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 0.74 15.56 0.93 18.99 22.13 97.70 1,299.03
Fund with Sales Charge (%) (POP) 0.74 15.56 0.93 18.99 22.13 97.70 1,299.03
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48 704.28

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.85 10.95 10.89
Standard Deviation (MSCI World Index) 11.10 11.58 12.93
Beta 0.92 0.90 0.80
Sharpe Ratio 0.44 0.32 0.64
Information Ratio -1.80 -1.04 -0.58
Tracking Error 3.71 3.70 4.24

ADDITIONAL RISK STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.03 0.88 0.76
Beta Bear 0.78 0.92 0.83
Bull Bear Capture Ratio 0.70 0.80 0.90
Gains/Losses 1.59 1.40 1.69

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 1.48%
Net Expense Ratio [further-information] 1.48%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio 0.44
Standard Deviation 10.85

Benchmarks

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

  • MSCI World Index