Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 24.69 9.19 7.60 9.50 8.07
Fund with Sales Charge (%) (POP) 17.86 7.16 6.39 8.89 7.96
MSCI World Index (%) 28.40 13.21 9.36 10.08
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 24.69 9.19 7.60 9.50 8.07
Fund with Sales Charge (%) (POP) 17.86 7.16 6.39 8.89 7.96
MSCI World Index (%) 28.40 13.21 9.36 10.08

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.25 24.69 24.69 30.19 44.23 147.92 8,569.68
Fund with Sales Charge (%) (POP) 2.32 17.86 17.86 23.05 36.29 134.35 8,090.07
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.25 24.69 24.69 30.19 44.23 147.92 8,569.68
Fund with Sales Charge (%) (POP) 2.32 17.86 17.86 23.05 36.29 134.35 8,090.07
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.58 11.18 11.42
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.90 0.92 0.84
Sharpe Ratio 0.72 0.59 0.78
Information Ratio -1.07 -0.48 -0.14
Tracking Error 3.75 3.67 4.10

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.79
Beta Bear 0.79 0.87 0.84
Bull Bear Capture Ratio 0.83 0.92 1.00
% of Positive Months 75.00 66.67 65.83
Gains/Losses 1.88 1.68 1.85
Maximum Drawdown
12.16 15.22 17.45

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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.72
Standard Deviation 10.58

Benchmarks

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

  • MSCI World Index