Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -17.58 -3.95 -0.66 4.81 10.14
Fund with Sales Charge (%) (POP) -17.58 -3.95 -0.66 4.81 10.14
MSCI World Index (%) -3.46 5.58 5.52 8.29 7.74
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -21.41 -6.33 -1.88 3.95 9.83
Fund with Sales Charge (%) (POP) -21.41 -6.33 -1.88 3.95 9.83
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.35

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.97 -5.46 -2.32 3.39
Fund without Sales Charge (%) (NAV) After Shares Sold -8.91 -2.73 -0.37 3.94
Fund with Sales Charge (%) (POP) Before Shares Sold -18.97 -5.46 -2.32 3.39
Fund with Sales Charge (%) (POP) After Shares Sold -8.91 -2.73 -0.37 3.94
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -22.73 -7.80 -3.53 2.54
Fund without Sales Charge (%) (NAV) After Shares Sold -11.05 -4.37 -1.16 3.34
Fund with Sales Charge (%) (POP) Before Shares Sold -22.73 -7.80 -3.53 2.54
Fund with Sales Charge (%) (POP) After Shares Sold -11.05 -4.37 -1.16 3.34

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 24.80 -10.67 9.98 13.02 -3.23 5.46 25.89
Fund with Sales Charge (%) (POP) 24.80 -10.67 9.98 13.02 -3.23 5.46 25.89
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -21.09 -23.90 -17.58 -11.40 -3.25 60.02 1,299.91
Fund with Sales Charge (%) (POP) -21.09 -23.90 -17.58 -11.40 -3.25 60.02 1,299.91
MSCI World Index (%) -11.74 -12.25 -3.46 17.69 30.80 121.70 666.99
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -29.96 -29.96 -21.41 -17.81 -9.04 47.38 1,188.37
Fund with Sales Charge (%) (POP) -29.96 -29.96 -21.41 -17.81 -9.04 47.38 1,188.37
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91 591.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.60 15.20 13.30
Standard Deviation (MSCI World Index) 15.82 14.22 14.16
Beta 1.06 1.01 0.89
Sharpe Ratio -0.32 -0.12 0.32
Information Ratio -1.77 -1.27 -0.74
Tracking Error 5.38 4.86 4.71

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.92 0.84 0.77
Beta Bear 1.21 1.20 1.07
Bull Bear Capture Ratio 0.64 0.72 0.83
% of Positive Months 61.11 65.00 64.17
Gains/Losses 0.89 1.03 1.40
Maximum Drawdown
29.96 29.96 29.96

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

Gross Expense Ratio 0.91%
Net Expense Ratio [further-information] 0.91%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.06
Sharpe Ratio -0.32
Standard Deviation 17.60

Benchmarks

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

  • MSCI World Index