Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -5.16 -0.50 2.01 7.26 5.16
Fund with Sales Charge (%) (POP) -5.16 -0.50 2.01 7.26 5.16
MSCI World Index (%) 7.37 6.49 6.44 9.89
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) -18.22 -3.90 0.02 5.36 4.96
Fund with Sales Charge (%) (POP) -18.22 -3.90 0.02 5.36 4.96
MSCI World Index (%) -9.87 2.49 3.83 7.17

After-Tax Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -6.23 -2.01 0.20 5.95
Fund without Sales Charge (%) (NAV) After Shares Sold -2.27 -0.37 1.43 5.79
Fund with Sales Charge (%) (POP) Before Shares Sold -6.23 -2.01 0.20 5.95
Fund with Sales Charge (%) (POP) After Shares Sold -2.27 -0.37 1.43 5.79
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -19.14 -5.35 -1.76 4.07
Fund without Sales Charge (%) (NAV) After Shares Sold -9.95 -2.77 0.07 4.32
Fund with Sales Charge (%) (POP) Before Shares Sold -19.14 -5.35 -1.76 4.07
Fund with Sales Charge (%) (POP) After Shares Sold -9.95 -2.77 0.07 4.32

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.33 -8.65 13.76 15.58 -4.61 6.31 28.34 15.95 -2.69 10.63
Fund with Sales Charge (%) (POP) 24.33 -8.65 13.76 15.58 -4.61 6.31 28.34 15.95 -2.69 10.63
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 05/31/2020

Month EndAs of 05/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -7.57 -17.72 -5.16 -1.50 10.45 101.57 1,747.32
Fund with Sales Charge (%) (POP) -7.57 -17.72 -5.16 -1.50 10.45 101.57 1,747.32
MSCI World Index (%) 1.08 -7.95 7.37 20.78 36.62 156.92
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) -26.95 -26.95 -18.22 -11.24 0.08 68.49 1,540.04
Fund with Sales Charge (%) (POP) -26.95 -26.95 -18.22 -11.24 0.08 68.49 1,540.04
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.92 14.92 13.18
Standard Deviation (MSCI World Index) 16.02 14.32 13.79
Beta 1.01 1.00 0.91
Sharpe Ratio -0.12 0.12 0.55
Information Ratio -1.61 -1.06 -0.63
Tracking Error 4.74 4.40 4.27

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.97 0.91 0.82
Beta Bear 1.15 1.12 1.06
Bull Bear Capture Ratio 0.70 0.79 0.88
Gains/Losses 1.06 1.24 1.65

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

Gross Expense Ratio 1.32%
Net Expense Ratio [further-information] 1.32%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 1.01
Sharpe Ratio -0.12
Standard Deviation 16.92

Benchmarks

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

  • MSCI World Index