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 12/31/1992
Fund without Sales Charge (%) (NAV) -2.60 0.00 1.29 5.57 9.41
Fund with Sales Charge (%) (POP) -3.51 0.00 1.29 5.57 9.41
MSCI World Index (%) 5.23 7.84 6.48 9.36 7.94
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) 23.43 5.84 4.85 6.99 10.02
Fund with Sales Charge (%) (POP) 22.43 5.84 4.85 6.99 10.02
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.36

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 -4.01 -1.27 -0.15 4.36
Fund without Sales Charge (%) (NAV) After Shares Sold -0.33 0.04 0.95 4.45
Fund with Sales Charge (%) (POP) Before Shares Sold -4.93 -1.27 -0.15 4.36
Fund with Sales Charge (%) (POP) After Shares Sold -0.87 0.04 0.95 4.45
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 21.64 4.50 3.37 5.76
Fund without Sales Charge (%) (NAV) After Shares Sold 15.07 4.39 3.58 5.52
Fund with Sales Charge (%) (POP) Before Shares Sold 20.64 4.50 3.37 5.76
Fund with Sales Charge (%) (POP) After Shares Sold 14.48 4.39 3.58 5.52

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 23.43 -11.70 8.78 11.70 -4.33 4.28 24.39 12.53 -3.64 10.26
Fund with Sales Charge (%) (POP) 22.43 -12.53 7.78 10.70 -5.20 3.30 23.39 11.53 -4.57 9.26
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 12/31/1992
Fund without Sales Charge (%) (NAV) -10.10 -12.71 -2.60 -0.01 6.60 71.93 1,050.73
Fund with Sales Charge (%) (POP) -10.96 -13.58 -3.51 -0.01 6.60 71.93 1,050.73
MSCI World Index (%) -6.18 -8.94 5.23 25.41 36.91 144.61 695.93
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 7.22 23.43 23.43 18.56 26.70 96.51 1,218.22
Fund with Sales Charge (%) (POP) 6.22 22.43 22.43 18.56 26.70 96.51 1,218.22
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 774.08

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.38 11.71 11.41
Standard Deviation (MSCI World Index) 12.30 12.02 13.18
Beta 0.95 0.92 0.82
Sharpe Ratio -0.14 0.02 0.44
Information Ratio -1.99 -1.34 -0.90
Tracking Error 3.95 3.88 4.21

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

3 YR 5 YR 10 YR
Beta Bull 1.03 0.87 0.76
Beta Bear 0.78 0.91 0.85
Bull Bear Capture Ratio 0.63 0.72 0.82
% of Positive Months 61.11 63.33 62.50
Gains/Losses 1.05 1.13 1.48
Maximum Drawdown
14.76 15.51 17.50

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

Gross Expense Ratio 1.98%
Net Expense Ratio [further-information] 1.98%
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 0.95
Sharpe Ratio -0.14
Standard Deviation 12.38

Benchmarks

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

  • MSCI World Index