Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -21.88 -6.90 -2.49 3.29 9.01
Fund with Sales Charge (%) (POP) -21.88 -6.90 -2.49 3.29 9.01
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.35
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -21.88 -6.90 -2.49 3.29 9.01
Fund with Sales Charge (%) (POP) -21.88 -6.90 -2.49 3.29 9.01
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.35

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -23.13 -8.26 -4.03 1.98
Fund without Sales Charge (%) (NAV) After Shares Sold -11.43 -4.81 -1.62 2.82
Fund with Sales Charge (%) (POP) Before Shares Sold -23.13 -8.26 -4.03 1.98
Fund with Sales Charge (%) (POP) After Shares Sold -11.43 -4.81 -1.62 2.82
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -23.13 -8.26 -4.03 1.98
Fund without Sales Charge (%) (NAV) After Shares Sold -11.43 -4.81 -1.62 2.82
Fund with Sales Charge (%) (POP) Before Shares Sold -23.13 -8.26 -4.03 1.98
Fund with Sales Charge (%) (POP) After Shares Sold -11.43 -4.81 -1.62 2.82

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.09 -11.24 9.31 12.28 -3.82 4.77 25.02 13.09 -3.17 10.84
Fund with Sales Charge (%) (POP) 24.09 -11.24 9.31 12.28 -3.82 4.77 25.02 13.09 -3.17 10.84
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 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -30.09 -30.09 -21.88 -19.31 -11.85 38.25 950.34
Fund with Sales Charge (%) (POP) -30.09 -30.09 -21.88 -19.31 -11.85 38.25 950.34
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91 591.11
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) -30.09 -30.09 -21.88 -19.31 -11.85 38.25 950.34
Fund with Sales Charge (%) (POP) -30.09 -30.09 -21.88 -19.31 -11.85 38.25 950.34
MSCI World Index (%) -20.93 -20.93 -9.87 7.67 20.69 99.91 591.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.83 14.73 13.04
Standard Deviation (MSCI World Index) 14.61 13.45 13.79
Beta 1.10 1.04 0.89
Sharpe Ratio -0.51 -0.24 0.21
Information Ratio -1.78 -1.33 -0.83
Tracking Error 5.29 4.77 4.66

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.04 0.87 0.76
Beta Bear 1.21 1.20 1.07
Bull Bear Capture Ratio 0.61 0.70 0.80
Gains/Losses 0.75 0.93 1.29

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

Gross Expense Ratio 1.48%
Net Expense Ratio [further-information] 1.48%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.10
Sharpe Ratio -0.51
Standard Deviation 16.83

Benchmarks

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

  • MSCI World Index