Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -15.49 -4.04 -0.19 5.33 9.37
Fund with Sales Charge (%) (POP) -15.49 -4.04 -0.19 5.33 9.37
MSCI World Index (%) 3.40 7.29 7.50 10.57 7.98
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1992
Fund without Sales Charge (%) (NAV) -15.49 -4.04 -0.19 5.33 9.37
Fund with Sales Charge (%) (POP) -15.49 -4.04 -0.19 5.33 9.37
MSCI World Index (%) 3.40 7.29 7.50 10.57 7.98

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.84 -5.44 -1.77 3.98
Fund without Sales Charge (%) (NAV) After Shares Sold -7.77 -2.84 -0.05 4.36
Fund with Sales Charge (%) (POP) Before Shares Sold -16.84 -5.44 -1.77 3.98
Fund with Sales Charge (%) (POP) After Shares Sold -7.77 -2.84 -0.05 4.36
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -16.84 -5.44 -1.77 3.98
Fund without Sales Charge (%) (NAV) After Shares Sold -7.77 -2.84 -0.05 4.36
Fund with Sales Charge (%) (POP) Before Shares Sold -16.84 -5.44 -1.77 3.98
Fund with Sales Charge (%) (POP) After Shares Sold -7.77 -2.84 -0.05 4.36

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 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.75 -21.87 -15.49 -11.62 -0.96 68.01 1,073.70
Fund with Sales Charge (%) (POP) 11.75 -21.87 -15.49 -11.62 -0.96 68.01 1,073.70
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 726.17
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1992
Fund without Sales Charge (%) (NAV) 11.75 -21.87 -15.49 -11.62 -0.96 68.01 1,073.70
Fund with Sales Charge (%) (POP) 11.75 -21.87 -15.49 -11.62 -0.96 68.01 1,073.70
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 726.17

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.65 15.18 13.11
Standard Deviation (MSCI World Index) 16.02 14.32 13.79
Beta 1.05 1.00 0.90
Sharpe Ratio -0.32 -0.09 0.36
Information Ratio -2.07 -1.55 -1.14
Tracking Error 5.49 4.96 4.62

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

3 YR 5 YR 10 YR
Beta Bull 0.91 0.83 0.76
Beta Bear 1.21 1.21 1.12
Bull Bear Capture Ratio 0.59 0.67 0.77
% of Positive Months 58.33 65.00 65.00
Gains/Losses 0.89 1.06 1.45
Maximum Drawdown
30.09 30.09 30.09

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

Gross Expense Ratio 1.51%
Net Expense Ratio [further-information] 1.51%
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 1.05
Sharpe Ratio -0.32
Standard Deviation 17.65

Benchmarks

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

  • MSCI World Index