Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/05/1982
Fund without Sales Charge (%) (NAV) -0.19 0.99 2.48 4.17 9.67
Fund with Sales Charge (%) (POP) -0.19 0.99 2.48 4.17 9.67
MSCI All Country World ex-US Index (%) 10.50 8.15 5.46 5.69
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/05/1982
Fund without Sales Charge (%) (NAV) 12.96 4.12 3.31 4.25 9.84
Fund with Sales Charge (%) (POP) 12.96 4.12 3.31 4.25 9.84
MSCI All Country World ex-US Index (%) 22.13 10.41 6.01 5.45

After-Tax Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.78 0.56 2.08 3.67
Fund without Sales Charge (%) (NAV) After Shares Sold 0.77 0.99 2.09 3.51
Fund with Sales Charge (%) (POP) Before Shares Sold -0.78 0.56 2.08 3.67
Fund with Sales Charge (%) (POP) After Shares Sold 0.77 0.99 2.09 3.51
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 12.28 3.67 2.90 3.74
Fund without Sales Charge (%) (NAV) After Shares Sold 8.60 3.37 2.71 3.54
Fund with Sales Charge (%) (POP) Before Shares Sold 12.28 3.67 2.90 3.74
Fund with Sales Charge (%) (POP) After Shares Sold 8.60 3.37 2.71 3.54

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 12.96 -15.00 17.57 11.99 -6.93 -10.55 27.32 18.89 -12.57 8.87
Fund with Sales Charge (%) (POP) 12.96 -15.00 17.57 11.99 -6.93 -10.55 27.32 18.89 -12.57 8.87
MSCI All Country World ex-US Index (%) 22.13 -13.78 27.77 5.01 -5.25 -3.44 15.78 17.39 -13.33 11.60

Cumulative Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/05/1982
Fund without Sales Charge (%) (NAV) -0.04 -5.03 -0.19 3.01 13.05 50.51 3,033.62
Fund with Sales Charge (%) (POP) -0.04 -5.03 -0.19 3.01 13.05 50.51 3,033.62
MSCI All Country World ex-US Index (%) 2.48 -2.67 10.50 26.46 30.47 73.89
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/05/1982
Fund without Sales Charge (%) (NAV) 9.29 12.96 12.96 12.89 17.66 51.64 3,199.76
Fund with Sales Charge (%) (POP) 9.29 12.96 12.96 12.89 17.66 51.64 3,199.76
MSCI All Country World ex-US Index (%) 8.99 22.13 22.13 34.55 33.88 69.96

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 12.43 13.79 16.11
Standard Deviation (MSCI All Country World ex-US Index) 11.40 12.51 14.45
Beta 1.04 1.06 1.07
Sharpe Ratio -0.05 0.10 0.22
Information Ratio -1.91 -0.73 -0.32
Tracking Error 3.74 4.10 4.81

ADDITIONAL RISK STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.06 1.13 1.09
Beta Bear 0.93 1.00 1.00
Bull Bear Capture Ratio 0.67 0.86 0.94
% of Positive Months 58.33 55.00 54.17
Gains/Losses 1.11 1.19 1.28
Maximum Drawdown
18.42 23.14 26.95

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

Gross Expense Ratio 0.90%
Net Expense Ratio [further-information] 0.85%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Beta 1.04
Sharpe Ratio -0.05
Standard Deviation 12.43

Benchmarks

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

  • MSCI All Country World ex-US Index