Average Annual Total Returns [further-information] As of 01/31/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 01/31/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -4.42 -1.88 3.16 2.74 7.97
Fund with Sales Charge (%) (POP) -5.37 -1.88 3.16 2.74 7.97
MSCI Europe Value Local Index-NR (%) -9.27 -3.77 3.89 3.35 5.99
MSCI Europe Value Index-NR (%) -2.24 -4.58 5.10 2.00 5.66
Quarter EndAs of 12/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) -7.15 -0.36 1.85 3.31 8.09
Fund with Sales Charge (%) (POP) -8.07 -0.36 1.85 3.31 8.09
MSCI Europe Value Local Index-NR (%) -11.37 -2.80 2.90 3.98 6.06
MSCI Europe Value Index-NR (%) -5.07 -2.13 3.80 2.87 5.75

After-Tax Average Annual Total Returns [further-information] As of 01/31/2021

Month EndAs of 01/31/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -4.73 -2.08 2.97 1.98
Fund without Sales Charge (%) (NAV) After Shares Sold -2.43 -1.24 2.64 2.31
Fund with Sales Charge (%) (POP) Before Shares Sold -5.68 -2.08 2.97 1.98
Fund with Sales Charge (%) (POP) After Shares Sold -2.98 -1.24 2.64 2.31
No chart available for this data.
Quarter EndAs of 12/31/2020 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

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) -7.15 21.01 -11.96 9.37 1.32 -0.16 -4.97 25.44 16.54 -8.90
Fund with Sales Charge (%) (POP) -8.07 20.01 -12.82 8.37 0.34 -1.09 -5.81 24.44 15.54 -9.79
MSCI Europe Value Local Index-NR (%) -11.37 17.05 -11.48 10.91 13.29 -1.85 3.23 23.07 14.81 -10.57
MSCI Europe Value Index-NR (%) -5.07 17.40 -15.88 23.25 4.29 -9.64 -7.27 26.83 18.24 -12.38

Cumulative Total Returns [further-information] As of 01/31/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 01/31/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 21.34 -1.93 -4.42 -5.54 16.85 31.04 558.93
Fund with Sales Charge (%) (POP) 20.34 -2.91 -5.37 -5.54 16.85 31.04 558.93
MSCI Europe Value Local Index-NR (%) 19.90 -1.21 -9.27 -10.89 21.05 39.10 317.87
MSCI Europe Value Index-NR (%) 25.75 -1.56 -2.24 -13.13 28.27 21.94 287.46
Quarter EndAs of 12/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 16.85 -7.15 -7.15 -1.08 9.61 38.50 571.90
Fund with Sales Charge (%) (POP) 15.85 -8.07 -8.07 -1.08 9.61 38.50 571.90
MSCI Europe Value Local Index-NR (%) 14.75 -11.37 -11.37 -8.16 15.40 47.74 322.99
MSCI Europe Value Index-NR (%) 20.36 -5.07 -5.07 -6.25 20.50 32.66 293.60

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2021 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 22.13 17.93 15.55
Standard Deviation (MSCI Europe Value Local Index-NR) 20.08 16.46 15.16
Beta 1.07 1.05 0.98
Sharpe Ratio -0.15 0.11 0.14
Information Ratio 0.34 -0.14 -0.13
Tracking Error 5.50 5.12 4.64

ADDITIONAL RISK STATISTICSAs of 01/31/2021 (updated monthly)

3 YR 5 YR 10 YR
% of Positive Months 50.00 58.33 58.33
Gains/Losses 1.02 1.25 1.22
Maximum Drawdown
32.63 32.63 32.63

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

Gross Expense Ratio 2.04%
Net Expense Ratio [further-information] 2.04%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 01/31/2021 Updated Monthly, based on a 3-year period

Beta 1.07
Sharpe Ratio -0.15
Standard Deviation 22.13

Benchmarks

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

  • MSCI Europe Value Local Index-NR
  • MSCI Europe Value Index-NR