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 06/29/1962
Fund without Sales Charge (%) (NAV) 3.43 8.27 6.70 9.56 8.69
Fund with Sales Charge (%) (POP) 3.43 8.27 6.70 9.56 8.69
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/29/1962
Fund without Sales Charge (%) (NAV) 3.43 8.27 6.70 9.56 8.69
Fund with Sales Charge (%) (POP) 3.43 8.27 6.70 9.56 8.69
MSCI World Index (%) 2.42 10.83 7.79 9.62

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 1.01 6.32 4.60 8.25
Fund without Sales Charge (%) (NAV) After Shares Sold 3.29 6.09 4.89 7.62
Fund with Sales Charge (%) (POP) Before Shares Sold 1.01 6.32 4.60 8.25
Fund with Sales Charge (%) (POP) After Shares Sold 3.29 6.09 4.89 7.62
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.01 6.32 4.60 8.25
Fund without Sales Charge (%) (NAV) After Shares Sold 3.29 6.09 4.89 7.62
Fund with Sales Charge (%) (POP) Before Shares Sold 1.01 6.32 4.60 8.25
Fund with Sales Charge (%) (POP) After Shares Sold 3.29 6.09 4.89 7.62

Calendar Year Returns

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

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 06/29/1962
Fund without Sales Charge (%) (NAV) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
Fund with Sales Charge (%) (POP) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
Fund with Sales Charge (%) (POP) 1.21 15.49 3.43 26.91 38.31 149.27 11,709.62
MSCI World Index (%) 0.66 18.15 2.42 36.11 45.51 150.48

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.54 11.18 11.43
Standard Deviation (MSCI World Index) 11.05 11.56 12.95
Beta 0.90 0.92 0.84
Sharpe Ratio 0.74 0.53 0.82
Information Ratio -0.82 -0.33 -0.04
Tracking Error 3.83 3.69 4.18

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

3 YR 5 YR 10 YR
Beta Bull 0.97 0.93 0.78
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.87 0.94 1.02
% of Positive Months 75.00 65.00 65.83
Gains/Losses 1.91 1.62 1.89
Maximum Drawdown
11.89 14.99 17.28

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

Gross Expense Ratio 0.76%
Net Expense Ratio [further-information] 0.74%
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 0.90
Sharpe Ratio 0.74
Standard Deviation 10.54

Benchmarks

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

  • MSCI World Index