Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/29/1962
Fund without Sales Charge (%) (NAV) 10.48 9.28 6.88 9.80 8.46
Fund with Sales Charge (%) (POP) 10.48 9.28 6.88 9.80 8.46
MSCI World Index (%) 13.35 12.50 8.20 10.09
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/29/1962
Fund without Sales Charge (%) (NAV) 3.35 8.21 6.62 9.45 8.44
Fund with Sales Charge (%) (POP) 3.35 8.21 6.62 9.45 8.44
MSCI World Index (%) 2.42 10.83 7.79 9.62

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.24 7.05 4.63 8.41
Fund without Sales Charge (%) (NAV) After Shares Sold 7.68 6.81 4.99 7.80
Fund with Sales Charge (%) (POP) Before Shares Sold 7.24 7.05 4.63 8.41
Fund with Sales Charge (%) (POP) After Shares Sold 7.68 6.81 4.99 7.80
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.95 6.28 4.54 8.15
Fund without Sales Charge (%) (NAV) After Shares Sold 3.24 6.04 4.83 7.53
Fund with Sales Charge (%) (POP) Before Shares Sold 0.95 6.28 4.54 8.15
Fund with Sales Charge (%) (POP) After Shares Sold 3.24 6.04 4.83 7.53

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10 29.81
Fund with Sales Charge (%) (POP) -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10 29.81
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 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 1.70 17.36 10.48 30.50 39.50 154.66 10,422.17
Fund with Sales Charge (%) (POP) 1.70 17.36 10.48 30.50 39.50 154.66 10,422.17
MSCI World Index (%) 2.71 21.19 13.35 42.33 48.26 161.53
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 1.21 15.41 3.35 26.70 37.80 146.78 10,246.75
Fund with Sales Charge (%) (POP) 1.21 15.41 3.35 26.70 37.80 146.78 10,246.75
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.53 11.18 11.43
Standard Deviation (MSCI World Index) 11.05 11.56 12.95
Beta 0.89 0.92 0.84
Sharpe Ratio 0.73 0.53 0.81
Information Ratio -0.83 -0.35 -0.07
Tracking Error 3.83 3.70 4.18

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.96 0.93 0.78
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.86 0.94 1.02
% of Positive Months 75.00 65.00 65.83
Gains/Losses 1.90 1.61 1.88
Maximum Drawdown
11.94 15.08 17.32

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

Gross Expense Ratio 0.81%
Net Expense Ratio [further-information] 0.81%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta 0.89
Sharpe Ratio 0.73
Standard Deviation 10.53

Benchmarks

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

  • MSCI World Index