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 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
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 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 -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
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 03/31/2020

Month 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
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 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.83 14.73 13.04
Standard Deviation (MSCI World Index) 14.61 13.45 13.79
Beta 1.10 1.04 0.89
Sharpe Ratio -0.48 -0.21 0.25
Information Ratio -1.68 -1.22 -0.72
Tracking Error 5.31 4.79 4.67

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

3 YR 5 YR 10 YR
Beta Bull 1.04 0.87 0.76
Beta Bear 1.21 1.20 1.07
Bull Bear Capture Ratio 0.63 0.72 0.83
% of Positive Months 58.33 63.33 63.33
Gains/Losses 0.77 0.95 1.32
Maximum Drawdown
30.01 30.01 30.01

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

Gross Expense Ratio 0.98%
Net Expense Ratio [further-information] 0.98%
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 1.10
Sharpe Ratio -0.48
Standard Deviation 16.83

Benchmarks

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

  • MSCI World Index