Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/03/1996
Fund without Sales Charge (%) (NAV) 0.91 5.43 2.25 4.51 8.89
Fund with Sales Charge (%) (POP) 0.91 5.43 2.25 4.51 8.89
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/03/1996
Fund without Sales Charge (%) (NAV) 0.91 5.43 2.25 4.51 8.89
Fund with Sales Charge (%) (POP) 0.91 5.43 2.25 4.51 8.89
MSCI Europe (Net Returns) Local Index (%) 5.12 8.08 6.14 7.15 6.68
MSCI Europe (Net Returns) Index (%) -0.75 6.57 2.38 4.61 6.01

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.43 5.18 1.13 3.64
Fund without Sales Charge (%) (NAV) After Shares Sold 1.37 4.40 1.83 3.74
Fund with Sales Charge (%) (POP) Before Shares Sold 0.43 5.18 1.13 3.64
Fund with Sales Charge (%) (POP) After Shares Sold 1.37 4.40 1.83 3.74
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.43 5.18 1.13 3.64
Fund without Sales Charge (%) (NAV) After Shares Sold 1.37 4.40 1.83 3.74
Fund with Sales Charge (%) (POP) Before Shares Sold 0.43 5.18 1.13 3.64
Fund with Sales Charge (%) (POP) After Shares Sold 1.37 4.40 1.83 3.74

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -11.54 9.92 1.86 0.37 -4.52 26.05 17.16 -8.45 8.02 19.97
Fund with Sales Charge (%) (POP) -11.54 9.92 1.86 0.37 -4.52 26.05 17.16 -8.45 8.02 19.97
MSCI Europe (Net Returns) Local Index (%) -10.59 13.06 7.23 4.91 4.67 21.55 15.61 -9.34 6.83 27.70
MSCI Europe (Net Returns) Index (%) -14.86 25.51 -0.40 -2.84 -6.18 25.23 19.12 -11.06 3.88 35.83

Cumulative Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 1.94 13.84 0.91 17.20 11.77 55.42 623.98
Fund with Sales Charge (%) (POP) 1.94 13.84 0.91 17.20 11.77 55.42 623.98
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/03/1996
Fund without Sales Charge (%) (NAV) 1.94 13.84 0.91 17.20 11.77 55.42 623.98
Fund with Sales Charge (%) (POP) 1.94 13.84 0.91 17.20 11.77 55.42 623.98
MSCI Europe (Net Returns) Local Index (%) 2.03 18.44 5.12 26.24 34.68 99.46 349.72
MSCI Europe (Net Returns) Index (%) -1.80 13.72 -0.75 21.02 12.46 56.98 288.41

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.21 11.86 12.08
Sharpe Ratio 0.38 0.18 0.40

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
% of Positive Months 55.56 60.00 59.17
Gains/Losses 1.49 1.25 1.41
Maximum Drawdown
14.08 17.54 20.84

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

Gross Expense Ratio 1.54%
Net Expense Ratio [further-information] 1.54%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta
Sharpe Ratio 0.38
Standard Deviation 11.21

Benchmarks

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

  • MSCI Europe (Net Returns) Local Index
  • MSCI Europe (Net Returns) Index