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 06/29/1962
Fund without Sales Charge (%) (NAV) -17.72 -3.35 0.60 5.98 8.18
Fund with Sales Charge (%) (POP) -17.72 -3.35 0.60 5.98 8.18
MSCI World Index (%) -9.87 2.49 3.83 7.17
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.72 -3.35 0.60 5.98 8.18
Fund with Sales Charge (%) (POP) -17.72 -3.35 0.60 5.98 8.18
MSCI World Index (%) -9.87 2.49 3.83 7.17

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 -18.73 -4.91 -1.28 4.59
Fund without Sales Charge (%) (NAV) After Shares Sold -9.56 -2.35 0.51 4.83
Fund with Sales Charge (%) (POP) Before Shares Sold -18.73 -4.91 -1.28 4.59
Fund with Sales Charge (%) (POP) After Shares Sold -9.56 -2.35 0.51 4.83
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.73 -4.91 -1.28 4.59
Fund without Sales Charge (%) (NAV) After Shares Sold -9.56 -2.35 0.51 4.83
Fund with Sales Charge (%) (POP) Before Shares Sold -18.73 -4.91 -1.28 4.59
Fund with Sales Charge (%) (POP) After Shares Sold -9.56 -2.35 0.51 4.83

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 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -26.83 -26.83 -17.72 -9.72 3.04 78.76 9,262.03
Fund with Sales Charge (%) (POP) -26.83 -26.83 -17.72 -9.72 3.04 78.76 9,262.03
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -26.83 -26.83 -17.72 -9.72 3.04 78.76 9,262.03
Fund with Sales Charge (%) (POP) -26.83 -26.83 -17.72 -9.72 3.04 78.76 9,262.03
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.75 14.28 13.13
Standard Deviation (MSCI World Index) 14.61 13.45 13.79
Beta 1.03 1.02 0.91
Sharpe Ratio -0.32 -0.04 0.41
Information Ratio -1.29 -0.77 -0.28
Tracking Error 4.51 4.18 4.26

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

3 YR 5 YR 10 YR
Beta Bull 0.98 0.92 0.80
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.72 0.84 0.94
% of Positive Months 66.67 65.00 64.17
Gains/Losses 0.90 1.10 1.48
Maximum Drawdown
26.83 26.83 26.83

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 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.32
Standard Deviation 15.75

Benchmarks

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

  • MSCI World Index