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 06/29/1962
Fund without Sales Charge (%) (NAV) -4.88 -0.24 2.27 7.50 7.65
Fund with Sales Charge (%) (POP) -10.13 -2.10 1.12 6.89 7.54
MSCI World Index (%) 7.37 6.49 6.44 9.89
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
MSCI World Index (%) -9.87 2.49 3.83 7.17

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 -5.98 -1.80 0.43 6.16
Fund without Sales Charge (%) (NAV) After Shares Sold -2.06 -0.17 1.64 5.98
Fund with Sales Charge (%) (POP) Before Shares Sold -11.17 -3.62 -0.70 5.56
Fund with Sales Charge (%) (POP) After Shares Sold -5.21 -1.58 0.75 5.47
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 05/31/2020

Month EndAs of 05/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -7.47 -17.61 -4.88 -0.72 11.90 106.07 7,042.88
Fund with Sales Charge (%) (POP) -12.55 -22.16 -10.13 -6.15 5.74 94.70 6,647.73
MSCI World Index (%) 1.08 -7.95 7.37 20.78 36.62 156.92
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
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 05/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.89 14.98 13.28
Standard Deviation (MSCI World Index) 15.98 14.35 13.84
Beta 1.01 1.00 0.91
Sharpe Ratio -0.11 0.08 0.52
Information Ratio -1.44 -0.96 -0.56
Tracking Error 4.69 4.35 4.27

ADDITIONAL RISK STATISTICSAs of 05/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.95 0.91 0.81
Beta Bear 1.15 1.11 1.06
Bull Bear Capture Ratio 0.73 0.81 0.89
% of Positive Months 66.67 66.67 65.00
Gains/Losses 1.06 1.20 1.60
Maximum Drawdown
26.85 26.85 26.85

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

Gross Expense Ratio 1.07%
Net Expense Ratio [further-information] 1.07%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 05/31/2020 Updated Monthly, based on a 3-year period

Beta 1.01
Sharpe Ratio -0.11
Standard Deviation 16.89

Benchmarks

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

  • MSCI World Index