Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -15.12 -3.77 0.16 5.34 9.95
Fund with Sales Charge (%) (POP) -15.12 -3.77 0.16 5.34 9.95
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -15.07 -3.55 0.30 5.85 9.95
Fund with Sales Charge (%) (POP) -15.07 -3.55 0.30 5.85 9.95
MSCI World Index (%) 3.40 7.29 7.50 10.57 7.98

After-Tax Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.53 -5.25 -1.49 3.93
Fund without Sales Charge (%) (NAV) After Shares Sold -7.52 -2.66 0.20 4.34
Fund with Sales Charge (%) (POP) Before Shares Sold -16.53 -5.25 -1.49 3.93
Fund with Sales Charge (%) (POP) After Shares Sold -7.52 -2.66 0.20 4.34
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.48 -5.04 -1.35 4.44
Fund without Sales Charge (%) (NAV) After Shares Sold -7.47 -2.48 0.32 4.78
Fund with Sales Charge (%) (POP) Before Shares Sold -16.48 -5.04 -1.35 4.44
Fund with Sales Charge (%) (POP) After Shares Sold -7.47 -2.48 0.32 4.78

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.70 -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37
Fund with Sales Charge (%) (POP) 24.70 -10.78 9.84 12.86 -3.36 5.33 25.64 13.64 -2.68 11.37
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 07/31/2020

Month EndAs of 07/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 3.79 -21.06 -15.12 -10.90 0.82 68.24 1,268.25
Fund with Sales Charge (%) (POP) 3.79 -21.06 -15.12 -10.90 0.82 68.24 1,268.25
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.91 -21.67 -15.07 -10.28 1.53 76.63 1,257.69
Fund with Sales Charge (%) (POP) 11.91 -21.67 -15.07 -10.28 1.53 76.63 1,257.69
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 726.17

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.64 15.17 13.01
Standard Deviation (MSCI World Index) 16.17 14.43 13.65
Beta 1.03 0.99 0.89
Sharpe Ratio -0.31 -0.06 0.37
Information Ratio -2.05 -1.53 -1.03
Tracking Error 5.79 5.21 4.73

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.87 0.80 0.75
Beta Bear 1.21 1.21 1.12
Bull Bear Capture Ratio 0.58 0.66 0.78
Gains/Losses 0.90 1.08 1.45

SALES CHARGE, EXPENSES & FEES As of 05/01/2020 (updated annually)

Gross Expense Ratio 1.01%
Net Expense Ratio [further-information] 1.01%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.31
Standard Deviation 17.64

Benchmarks

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

  • MSCI World Index