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 07/03/1996
Fund without Sales Charge (%) (NAV) 21.01 5.23 3.34 4.84 8.79
Fund with Sales Charge (%) (POP) 20.01 5.23 3.34 4.84 8.79
MSCI Europe Local Index-NR (%) 23.75 7.76 7.07 7.20 6.81
MSCI Europe Index-NR (%) 23.77 9.77 5.06 5.17 6.33
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/03/1996
Fund without Sales Charge (%) (NAV) 21.01 5.23 3.34 4.84 8.79
Fund with Sales Charge (%) (POP) 20.01 5.23 3.34 4.84 8.79
MSCI Europe Local Index-NR (%) 23.75 7.76 7.07 7.20 6.81
MSCI Europe Index-NR (%) 23.77 9.77 5.06 5.17 6.33

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) 21.01 -11.96 9.37 1.32 -0.16 -4.97 25.44 16.54 -8.90 7.52
Fund with Sales Charge (%) (POP) 20.01 -12.82 8.37 0.34 -1.09 -5.81 24.44 15.54 -9.79 6.52
MSCI Europe Local Index-NR (%) 23.75 -10.59 13.06 7.23 4.91 4.67 21.55 15.61 -9.34 6.83
MSCI Europe Index-NR (%) 23.77 -14.86 25.51 -0.40 -2.84 -6.18 25.23 19.12 -11.06 3.88

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 07/03/1996
Fund without Sales Charge (%) (NAV) 6.68 21.01 21.01 16.51 17.87 60.39 623.67
Fund with Sales Charge (%) (POP) 5.68 20.01 20.01 16.51 17.87 60.39 623.67
MSCI Europe Local Index-NR (%) 4.49 23.75 23.75 25.10 40.73 100.48 369.91
MSCI Europe Index-NR (%) 8.84 23.77 23.77 32.25 27.98 65.49 322.76
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 6.68 21.01 21.01 16.51 17.87 60.39 623.67
Fund with Sales Charge (%) (POP) 5.68 20.01 20.01 16.51 17.87 60.39 623.67
MSCI Europe Local Index-NR (%) 4.49 23.75 23.75 25.10 40.73 100.48 369.91
MSCI Europe Index-NR (%) 8.84 23.77 23.77 32.25 27.98 65.49 322.76

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.92 11.84 12.09
Standard Deviation (MSCI Europe Local Index-NR) 9.64 10.98 11.63
Beta 1.06 1.00 0.99
Sharpe Ratio 0.33 0.19 0.35
Information Ratio -0.64 -0.87 -0.62
Tracking Error 3.92 4.29 3.81

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

3 YR 5 YR 10 YR
% of Positive Months 58.33 61.67 59.17
Gains/Losses 1.44 1.27 1.38
Maximum Drawdown
14.35 17.89 21.02

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.06
Sharpe Ratio 0.33
Standard Deviation 10.92

Benchmarks

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

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