Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -11.87 -5.31 -2.69 3.61 8.74
Fund with Sales Charge (%) (POP) -11.87 -5.31 -2.69 3.61 8.74
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -24.01 -7.81 -4.90 1.68 8.22
Fund with Sales Charge (%) (POP) -24.01 -7.81 -4.90 1.68 8.22

After-Tax Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -12.24 -5.69 -3.38 2.62
Fund without Sales Charge (%) (NAV) After Shares Sold -6.16 -3.64 -1.72 3.16
Fund with Sales Charge (%) (POP) Before Shares Sold -12.24 -5.69 -3.38 2.62
Fund with Sales Charge (%) (POP) After Shares Sold -6.16 -3.64 -1.72 3.16
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -24.32 -8.18 -5.58 0.71
Fund without Sales Charge (%) (NAV) After Shares Sold -13.33 -5.39 -3.24 1.75
Fund with Sales Charge (%) (POP) Before Shares Sold -24.32 -8.18 -5.58 0.71
Fund with Sales Charge (%) (POP) After Shares Sold -13.33 -5.39 -3.24 1.75

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 22.35 -10.94 10.63 2.53 0.98 -3.88 26.93
Fund with Sales Charge (%) (POP) 22.35 -10.94 10.63 2.53 0.98 -3.88 26.93
MSCI Europe Local Index-NR (%) 23.75 -10.59 13.06 7.23 4.91 4.67 21.55
MSCI Europe Index-NR (%) 23.77 -14.86 25.51 -0.40 -2.84 -6.18 25.23

Cumulative Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -12.58 -23.26 -11.87 -15.11 -12.72 42.50 641.91
Fund with Sales Charge (%) (POP) -12.58 -23.26 -11.87 -15.11 -12.72 42.50 641.91
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) -32.47 -32.47 -24.01 -21.66 -22.21 18.13 552.87
Fund with Sales Charge (%) (POP) -32.47 -32.47 -24.01 -21.66 -22.21 18.13 552.87

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.90 16.68 14.59
Sharpe Ratio -0.28 -0.15 0.23

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Gains/Losses 0.92 1.01 1.30

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

Gross Expense Ratio 0.94%
Net Expense Ratio [further-information] 0.93%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio -0.28
Standard Deviation 18.90

Benchmarks

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

  • MSCI Europe Local Index-NR
  • MSCI Europe Index-NR