Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 24.96 9.47 7.86 9.81 8.55
Fund with Sales Charge (%) (POP) 24.96 9.47 7.86 9.81 8.55
MSCI World Index (%) 28.40 13.21 9.36 10.08
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 24.96 9.47 7.86 9.81 8.55
Fund with Sales Charge (%) (POP) 24.96 9.47 7.86 9.81 8.55
MSCI World Index (%) 28.40 13.21 9.36 10.08

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 23.45 7.71 5.87 8.38
Fund without Sales Charge (%) (NAV) After Shares Sold 15.56 7.09 5.78 7.78
Fund with Sales Charge (%) (POP) Before Shares Sold 23.45 7.71 5.87 8.38
Fund with Sales Charge (%) (POP) After Shares Sold 15.56 7.09 5.78 7.78
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 23.45 7.71 5.87 8.38
Fund without Sales Charge (%) (NAV) After Shares Sold 15.56 7.09 5.78 7.78
Fund with Sales Charge (%) (POP) Before Shares Sold 23.45 7.71 5.87 8.38
Fund with Sales Charge (%) (POP) After Shares Sold 15.56 7.09 5.78 7.78

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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.28 24.96 24.96 31.17 46.00 154.88 11,102.96
Fund with Sales Charge (%) (POP) 8.28 24.96 24.96 31.17 46.00 154.88 11,102.96
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.28 24.96 24.96 31.17 46.00 154.88 11,102.96
Fund with Sales Charge (%) (POP) 8.28 24.96 24.96 31.17 46.00 154.88 11,102.96
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.57 11.18 11.42
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.90 0.92 0.84
Sharpe Ratio 0.74 0.61 0.81
Information Ratio -1.00 -0.41 -0.07
Tracking Error 3.73 3.66 4.07

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.98 0.93 0.79
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.85 0.93 1.02
% of Positive Months 75.00 66.67 65.83
Gains/Losses 1.91 1.70 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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.74
Standard Deviation 10.57

Benchmarks

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

  • MSCI World Index