Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.77 -3.42 0.52 5.88 7.93
Fund with Sales Charge (%) (POP) -17.77 -3.42 0.52 5.88 7.93
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.77 -3.42 0.52 5.88 7.93
Fund with Sales Charge (%) (POP) -17.77 -3.42 0.52 5.88 7.93

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund without Sales Charge (%) (NAV) After Shares Sold -9.60 -2.41 0.45 4.75
Fund with Sales Charge (%) (POP) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund with Sales Charge (%) (POP) After Shares Sold -9.60 -2.41 0.45 4.75
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund without Sales Charge (%) (NAV) After Shares Sold -9.60 -2.41 0.45 4.75
Fund with Sales Charge (%) (POP) Before Shares Sold -18.76 -4.96 -1.34 4.51
Fund with Sales Charge (%) (POP) After Shares Sold -9.60 -2.41 0.45 4.75

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.96 -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10
Fund with Sales Charge (%) (POP) 24.96 -8.24 14.39 16.11 -4.14 6.82 29.11 16.44 -2.15 11.10
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 03/31/2020

Month 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) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28
Fund with Sales Charge (%) (POP) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28
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) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28
Fund with Sales Charge (%) (POP) -26.83 -26.83 -17.77 -9.91 2.62 77.09 8,097.28

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.74 14.28 13.13
Standard Deviation (MSCI World Index) 14.61 13.45 13.79
Beta 1.03 1.02 0.91
Sharpe Ratio -0.33 -0.04 0.40
Information Ratio -1.31 -0.79 -0.30
Tracking Error 4.50 4.18 4.26

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.98 0.92 0.79
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.72 0.83 0.93
Gains/Losses 0.89 1.09 1.47

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 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.33
Standard Deviation 15.74

Benchmarks

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

  • MSCI World Index