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) 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
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 12/31/2019

Month 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
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 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) 8.07 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
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 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.62 11.19 11.43
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.90 0.92 0.84
Sharpe Ratio 0.64 0.51 0.71
Information Ratio -1.30 -0.70 -0.34
Tracking Error 3.72 3.65 4.08

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 0.83
Bull Bear Capture Ratio 0.79 0.87 0.95
% of Positive Months 75.00 66.67 65.83
Gains/Losses 1.80 1.60 1.77
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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.90
Sharpe Ratio 0.64
Standard Deviation 10.62

Benchmarks

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

  • MSCI World Index