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) -17.94 -3.64 0.28 5.60 7.45
Fund with Sales Charge (%) (POP) -22.44 -5.44 -0.86 5.00 7.34
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -17.94 -3.64 0.28 5.60 7.45
Fund with Sales Charge (%) (POP) -22.44 -5.44 -0.86 5.00 7.34

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 -18.89 -5.15 -1.54 4.28
Fund without Sales Charge (%) (NAV) After Shares Sold -9.74 -2.58 0.27 4.52
Fund with Sales Charge (%) (POP) Before Shares Sold -23.34 -6.92 -2.65 3.69
Fund with Sales Charge (%) (POP) After Shares Sold -12.46 -3.92 -0.59 4.02
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.89 -5.15 -1.54 4.28
Fund without Sales Charge (%) (NAV) After Shares Sold -9.74 -2.58 0.27 4.52
Fund with Sales Charge (%) (POP) Before Shares Sold -23.34 -6.92 -2.65 3.69
Fund with Sales Charge (%) (POP) After Shares Sold -12.46 -3.92 -0.59 4.02

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.69 -8.49 14.09 15.80 -4.33 6.48 28.70 16.10 -2.50 10.82
Fund with Sales Charge (%) (POP) 17.86 -13.53 7.51 9.11 -9.80 0.38 21.30 9.41 -8.13 4.41
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

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) -26.85 -26.85 -17.94 -10.54 1.38 72.44 6,242.11
Fund with Sales Charge (%) (POP) -30.89 -30.89 -22.44 -15.46 -4.20 62.93 5,891.26
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) -26.85 -26.85 -17.94 -10.54 1.38 72.44 6,242.11
Fund with Sales Charge (%) (POP) -30.89 -30.89 -22.44 -15.46 -4.20 62.93 5,891.26

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.72 14.26 13.11
Standard Deviation (MSCI World Index) 14.61 13.45 13.79
Beta 1.03 1.01 0.91
Sharpe Ratio -0.34 -0.06 0.38
Information Ratio -1.36 -0.85 -0.37
Tracking Error 4.50 4.19 4.29

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

3 YR 5 YR 10 YR
Beta Bull 0.98 0.92 0.79
Beta Bear 1.15 1.11 1.02
Bull Bear Capture Ratio 0.71 0.82 0.92
Gains/Losses 0.88 1.08 1.45

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

Gross Expense Ratio 1.06%
Net Expense Ratio [further-information] 1.06%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.03
Sharpe Ratio -0.34
Standard Deviation 15.72

Benchmarks

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

  • MSCI World Index