Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 0.30 2.26 3.37 7.43 6.91
Fund with Sales Charge (%) (POP) -0.67 2.26 3.37 7.43 6.91
MSCI World Index (%) 5.23 7.84 6.48 9.36
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 23.74 8.37 6.79 8.71 7.15
Fund with Sales Charge (%) (POP) 22.74 8.37 6.79 8.71 7.15
MSCI World Index (%) 28.40 13.21 9.36 10.08

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.66 0.93 1.73 6.27
Fund without Sales Charge (%) (NAV) After Shares Sold 0.77 1.65 2.42 5.89
Fund with Sales Charge (%) (POP) Before Shares Sold -1.63 0.93 1.73 6.27
Fund with Sales Charge (%) (POP) After Shares Sold 0.19 1.65 2.42 5.89
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.55 6.95 5.09 7.54
Fund without Sales Charge (%) (NAV) After Shares Sold 14.62 6.27 4.99 6.89
Fund with Sales Charge (%) (POP) Before Shares Sold 21.55 6.95 5.09 7.54
Fund with Sales Charge (%) (POP) After Shares Sold 14.03 6.27 4.99 6.89

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 23.74 -9.19 13.25 14.94 -5.06 5.78 27.79 15.29 -3.15 9.96
Fund with Sales Charge (%) (POP) 22.74 -10.02 12.25 13.94 -5.92 4.80 26.79 14.29 -4.10 8.96
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -8.80 -11.11 0.30 6.94 18.03 104.69 4,619.27
Fund with Sales Charge (%) (POP) -9.70 -12.00 -0.67 6.94 18.03 104.69 4,619.27
MSCI World Index (%) -6.18 -8.94 5.23 25.41 36.91 144.61
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) 8.07 23.74 23.74 27.25 38.87 130.48 5,209.18
Fund with Sales Charge (%) (POP) 7.07 22.74 22.74 27.25 38.87 130.48 5,209.18
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.90 11.76 11.84
Standard Deviation (MSCI World Index) 12.30 12.02 13.18
Beta 0.92 0.93 0.86
Sharpe Ratio 0.05 0.19 0.58
Information Ratio -1.48 -0.84 -0.48
Tracking Error 3.76 3.70 4.04

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.99 0.92 0.79
Beta Bear 0.82 0.88 0.86
Bull Bear Capture Ratio 0.72 0.83 0.92
% of Positive Months 69.44 65.00 65.00
Gains/Losses 1.20 1.29 1.62
Maximum Drawdown
12.81 15.76 17.68

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

Gross Expense Ratio 1.81%
Net Expense Ratio [further-information] 1.81%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio 0.05
Standard Deviation 11.90

Benchmarks

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

  • MSCI World Index