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 06/29/1962
Fund without Sales Charge (%) (NAV) 24.33 8.91 7.33 9.27 5.56
Fund with Sales Charge (%) (POP) 24.33 8.91 7.33 9.27 5.56
MSCI World Index (%) 28.40 13.21 9.36 10.08
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/29/1962
Fund without Sales Charge (%) (NAV) 24.33 8.91 7.33 9.27 5.56
Fund with Sales Charge (%) (POP) 24.33 8.91 7.33 9.27 5.56
MSCI World Index (%) 28.40 13.21 9.36 10.08

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) 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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.19 24.33 24.33 29.20 42.45 142.61 2,145.08
Fund with Sales Charge (%) (POP) 8.19 24.33 24.33 29.20 42.45 142.61 2,145.08
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/29/1962
Fund without Sales Charge (%) (NAV) 8.19 24.33 24.33 29.20 42.45 142.61 2,145.08
Fund with Sales Charge (%) (POP) 8.19 24.33 24.33 29.20 42.45 142.61 2,145.08
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.55 11.16 11.42
Standard Deviation (MSCI World Index) 11.13 11.58 12.94
Beta 0.89 0.91 0.84
Sharpe Ratio 0.69 0.56 0.76
Information Ratio -1.15 -0.55 -0.20
Tracking Error 3.72 3.66 4.07

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

3 YR 5 YR 10 YR
Beta Bull 0.99 0.93 0.79
Beta Bear 0.78 0.87 0.83
Bull Bear Capture Ratio 0.82 0.90 0.99
% of Positive Months 75.00 66.67 65.83
Gains/Losses 1.86 1.65 1.83
Maximum Drawdown
12.31 15.41 17.49

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

Gross Expense Ratio 1.31%
Net Expense Ratio [further-information] 1.31%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.89
Sharpe Ratio 0.69
Standard Deviation 10.55

Benchmarks

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

  • MSCI World Index