Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/03/1996
Fund without Sales Charge (%) (NAV) 1.41 5.95 2.76 5.24 9.67
Fund with Sales Charge (%) (POP) 1.41 5.95 2.76 5.24 9.67
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/03/1996
Fund without Sales Charge (%) (NAV) 1.41 5.95 2.76 5.24 9.67
Fund with Sales Charge (%) (POP) 1.41 5.95 2.76 5.24 9.67
MSCI Europe (Net Returns) Local Index (%) 5.12 8.08 6.14 7.15 6.68
MSCI Europe (Net Returns) Index (%) -0.75 6.57 2.38 4.61 6.01

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.82 5.57 1.58 4.32
Fund without Sales Charge (%) (NAV) After Shares Sold 1.69 4.77 2.20 4.33
Fund with Sales Charge (%) (POP) Before Shares Sold 0.82 5.57 1.58 4.32
Fund with Sales Charge (%) (POP) After Shares Sold 1.69 4.77 2.20 4.33
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.82 5.57 1.58 4.32
Fund without Sales Charge (%) (NAV) After Shares Sold 1.69 4.77 2.20 4.33
Fund with Sales Charge (%) (POP) Before Shares Sold 0.82 5.57 1.58 4.32
Fund with Sales Charge (%) (POP) After Shares Sold 1.69 4.77 2.20 4.33

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -11.12 10.45 2.40 0.82 -4.00 26.68 17.73 -8.01 8.61 23.01
Fund with Sales Charge (%) (POP) -11.12 10.45 2.40 0.82 -4.00 26.68 17.73 -8.01 8.61 23.01
MSCI Europe (Net Returns) Local Index (%) -10.59 13.06 7.23 4.91 4.67 21.55 15.61 -9.34 6.83 27.70
MSCI Europe (Net Returns) Index (%) -14.86 25.51 -0.40 -2.84 -6.18 25.23 19.12 -11.06 3.88 35.83

Cumulative Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 2.05 14.31 1.41 18.93 14.59 66.73 754.74
Fund with Sales Charge (%) (POP) 2.05 14.31 1.41 18.93 14.59 66.73 754.74
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 2.05 14.31 1.41 18.93 14.59 66.73 754.74
Fund with Sales Charge (%) (POP) 2.05 14.31 1.41 18.93 14.59 66.73 754.74
MSCI Europe (Net Returns) Local Index (%) 2.03 18.44 5.12 26.24 34.68 99.46 349.72
MSCI Europe (Net Returns) Index (%) -1.80 13.72 -0.75 21.02 12.46 56.98 288.41

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.22 11.87 12.10
Sharpe Ratio 0.43 0.22 0.44

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
% of Positive Months 58.33 61.67 60.83
Gains/Losses 1.53 1.28 1.45
Maximum Drawdown
13.83 17.24 20.68

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

Gross Expense Ratio 1.04%
Net Expense Ratio [further-information] 1.04%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio 0.43
Standard Deviation 11.22

Benchmarks

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

  • MSCI Europe (Net Returns) Local Index
  • MSCI Europe (Net Returns) Index