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 07/03/1996
Fund without Sales Charge (%) (NAV) 1.57 6.10 2.92 5.42 9.93
Fund with Sales Charge (%) (POP) 1.57 6.10 2.92 5.42 9.93
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/03/1996
Fund without Sales Charge (%) (NAV) 1.57 6.10 2.92 5.42 9.93
Fund with Sales Charge (%) (POP) 1.57 6.10 2.92 5.42 9.93
MSCI Europe (Net Returns) Local Index (%) 5.12 8.08 6.14 7.15 6.68
MSCI Europe (Net Returns) Index (%) -0.75 6.57 2.38 4.61 6.01

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 0.94 5.68 1.70 4.47
Fund without Sales Charge (%) (NAV) After Shares Sold 1.80 4.89 2.32 4.46
Fund with Sales Charge (%) (POP) Before Shares Sold 0.94 5.68 1.70 4.47
Fund with Sales Charge (%) (POP) After Shares Sold 1.80 4.89 2.32 4.46
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.94 5.68 1.70 4.47
Fund without Sales Charge (%) (NAV) After Shares Sold 1.80 4.89 2.32 4.46
Fund with Sales Charge (%) (POP) Before Shares Sold 0.94 5.68 1.70 4.47
Fund with Sales Charge (%) (POP) After Shares Sold 1.80 4.89 2.32 4.46

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -10.94 10.63 2.53 0.98 -3.88 26.93
Fund with Sales Charge (%) (POP) -10.94 10.63 2.53 0.98 -3.88 26.93
MSCI Europe (Net Returns) Local Index (%) -10.59 13.06 7.23 4.91 4.67 21.55
MSCI Europe (Net Returns) Index (%) -14.86 25.51 -0.40 -2.84 -6.18 25.23

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 07/03/1996
Fund without Sales Charge (%) (NAV) 2.10 14.37 1.57 19.44 15.49 69.49 803.74
Fund with Sales Charge (%) (POP) 2.10 14.37 1.57 19.44 15.49 69.49 803.74
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 2.10 14.37 1.57 19.44 15.49 69.49 803.74
Fund with Sales Charge (%) (POP) 2.10 14.37 1.57 19.44 15.49 69.49 803.74
MSCI Europe (Net Returns) Local Index (%) 2.03 18.44 5.12 26.24 34.68 99.46 349.72
MSCI Europe (Net Returns) Index (%) -1.80 13.72 -0.75 21.02 12.46 56.98 288.41

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.22 11.87 12.10
Standard Deviation (MSCI Europe (Net Returns) Local Index) 10.05 11.09 11.70
Beta 1.05 1.00
Sharpe Ratio 0.44 0.23 0.45
Information Ratio -0.41 -0.65
Tracking Error 3.91 4.28

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

3 YR 5 YR 10 YR
% of Positive Months 58.33 61.67 60.83
Gains/Losses 1.54 1.30 1.47
Maximum Drawdown
13.71 17.15 20.62

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

Gross Expense Ratio 0.92%
Net Expense Ratio [further-information] 0.91%
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 1.05
Sharpe Ratio 0.44
Standard Deviation 11.22

Benchmarks

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

  • MSCI Europe (Net Returns) Local Index
  • MSCI Europe (Net Returns) Index
No content selected