Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -17.67 -4.07 -0.78 4.66 9.90
Fund with Sales Charge (%) (POP) -17.67 -4.07 -0.78 4.66 9.90
MSCI World Index (%) -3.46 5.58 5.52 8.29 7.74
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -21.49 -6.44 -2.00 3.81 9.59
Fund with Sales Charge (%) (POP) -21.49 -6.44 -2.00 3.81 9.59
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.35

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -19.04 -5.54 -2.41 3.26
Fund without Sales Charge (%) (NAV) After Shares Sold -8.99 -2.82 -0.46 3.83
Fund with Sales Charge (%) (POP) Before Shares Sold -19.04 -5.54 -2.41 3.26
Fund with Sales Charge (%) (POP) After Shares Sold -8.99 -2.82 -0.46 3.83
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -22.80 -7.88 -3.62 2.42
Fund without Sales Charge (%) (NAV) After Shares Sold -11.13 -4.46 -1.26 3.23
Fund with Sales Charge (%) (POP) Before Shares Sold -22.80 -7.88 -3.62 2.42
Fund with Sales Charge (%) (POP) After Shares Sold -11.13 -4.46 -1.26 3.23

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 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -21.12 -23.95 -17.67 -11.72 -3.83 57.74 1,218.23
Fund with Sales Charge (%) (POP) -21.12 -23.95 -17.67 -11.72 -3.83 57.74 1,218.23
MSCI World Index (%) -11.74 -12.25 -3.46 17.69 30.80 121.70 666.99
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -30.01 -30.01 -21.49 -18.10 -9.62 45.28 1,113.20
Fund with Sales Charge (%) (POP) -30.01 -30.01 -21.49 -18.10 -9.62 45.28 1,113.20
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91 591.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.60 15.20 13.30
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.06 1.01 0.89
Sharpe Ratio -0.33 -0.12 0.31
Information Ratio -1.79 -1.29 -0.77
Tracking Error 5.38 4.86 4.71

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.92 0.84 0.77
Beta Bear 1.21 1.20 1.07
Bull Bear Capture Ratio 0.64 0.71 0.83
% of Positive Months 58.33 63.33 63.33
Gains/Losses 0.89 1.02 1.38
Maximum Drawdown
30.01 30.01 30.01

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 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.06
Sharpe Ratio -0.33
Standard Deviation 17.60

Benchmarks

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

  • MSCI World Index