Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 25.13 9.54 7.96 9.92 8.80
Fund with Sales Charge (%) (POP) 25.13 9.54 7.96 9.92 8.80
MSCI World Index (%) 28.40 13.21 9.36 10.08
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 25.13 9.54 7.96 9.92 8.80
Fund with Sales Charge (%) (POP) 25.13 9.54 7.96 9.92 8.80
MSCI World Index (%) 28.40 13.21 9.36 10.08

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 23.60 7.77 5.95 8.48
Fund without Sales Charge (%) (NAV) After Shares Sold 15.67 7.15 5.86 7.87
Fund with Sales Charge (%) (POP) Before Shares Sold 23.60 7.77 5.95 8.48
Fund with Sales Charge (%) (POP) After Shares Sold 15.67 7.15 5.86 7.87
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 23.60 7.77 5.95 8.48
Fund without Sales Charge (%) (NAV) After Shares Sold 15.67 7.15 5.86 7.87
Fund with Sales Charge (%) (POP) Before Shares Sold 23.60 7.77 5.95 8.48
Fund with Sales Charge (%) (POP) After Shares Sold 15.67 7.15 5.86 7.87

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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.34 25.13 25.13 31.45 46.67 157.55 12,694.77
Fund with Sales Charge (%) (POP) 8.34 25.13 25.13 31.45 46.67 157.55 12,694.77
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.34 25.13 25.13 31.45 46.67 157.55 12,694.77
Fund with Sales Charge (%) (POP) 8.34 25.13 25.13 31.45 46.67 157.55 12,694.77
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.59 11.19 11.43
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.90 0.92 0.84
Sharpe Ratio 0.75 0.62 0.82
Information Ratio -0.98 -0.38 -0.04
Tracking Error 3.74 3.65 4.07

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.79
Beta Bear 0.79 0.87 0.83
Bull Bear Capture Ratio 0.85 0.94 1.03
% of Positive Months 75.00 66.67 65.83
Gains/Losses 1.92 1.71 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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.75
Standard Deviation 10.59

Benchmarks

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

  • MSCI World Index