Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -8.67 0.20 3.42 8.53 8.38
Fund with Sales Charge (%) (POP) -8.67 0.20 3.42 8.53 8.38
MSCI World Index (%) 3.40 7.29 7.50 10.57
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -8.67 0.20 3.42 8.53 8.38
Fund with Sales Charge (%) (POP) -8.67 0.20 3.42 8.53 8.38
MSCI World Index (%) 3.40 7.29 7.50 10.57

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -9.78 -1.42 1.49 7.11
Fund without Sales Charge (%) (NAV) After Shares Sold -4.30 0.15 2.50 6.85
Fund with Sales Charge (%) (POP) Before Shares Sold -9.78 -1.42 1.49 7.11
Fund with Sales Charge (%) (POP) After Shares Sold -4.30 0.15 2.50 6.85
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -9.78 -1.42 1.49 7.11
Fund without Sales Charge (%) (NAV) After Shares Sold -4.30 0.15 2.50 6.85
Fund with Sales Charge (%) (POP) Before Shares Sold -9.78 -1.42 1.49 7.11
Fund with Sales Charge (%) (POP) After Shares Sold -4.30 0.15 2.50 6.85

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 25.13 -8.18 14.42 16.20 -3.98 6.91 29.16
Fund with Sales Charge (%) (POP) 25.13 -8.18 14.42 16.20 -3.98 6.91 29.16
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 13.83 -16.71 -8.67 0.61 18.32 126.81 10,557.11
Fund with Sales Charge (%) (POP) 13.83 -16.71 -8.67 0.61 18.32 126.81 10,557.11
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 13.83 -16.71 -8.67 0.61 18.32 126.81 10,557.11
Fund with Sales Charge (%) (POP) 13.83 -16.71 -8.67 0.61 18.32 126.81 10,557.11
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.93 14.93 13.18
Standard Deviation (MSCI World Index) 16.02 14.32 13.79
Beta 1.01 1.00 0.91
Sharpe Ratio -0.08 0.15 0.60
Information Ratio -1.50 -0.93 -0.48
Tracking Error 4.73 4.39 4.26

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.97 0.91 0.82
Beta Bear 1.15 1.12 1.06
Bull Bear Capture Ratio 0.72 0.81 0.92
% of Positive Months 66.67 68.33 65.83
Gains/Losses 1.09 1.28 1.71
Maximum Drawdown
26.83 26.83 26.83

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

Gross Expense Ratio 0.77%
Net Expense Ratio [further-information] 0.75%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 1.01
Sharpe Ratio -0.08
Standard Deviation 16.93

Benchmarks

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

  • MSCI World Index