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 12/31/1996
Fund without Sales Charge (%) (NAV) 3.05 4.20 3.69 4.96 5.33
Fund with Sales Charge (%) (POP) 3.05 4.20 3.69 4.96 5.33
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 3.05 4.20 3.69 4.96 5.33
Fund with Sales Charge (%) (POP) 3.05 4.20 3.69 4.96 5.33

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 1.00 2.57 2.42 3.79
Fund without Sales Charge (%) (NAV) After Shares Sold 2.87 2.94 2.60 3.64
Fund with Sales Charge (%) (POP) Before Shares Sold 1.00 2.57 2.42 3.79
Fund with Sales Charge (%) (POP) After Shares Sold 2.87 2.94 2.60 3.64
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.00 2.57 2.42 3.79
Fund without Sales Charge (%) (NAV) After Shares Sold 2.87 2.94 2.60 3.64
Fund with Sales Charge (%) (POP) Before Shares Sold 1.00 2.57 2.42 3.79
Fund with Sales Charge (%) (POP) After Shares Sold 2.87 2.94 2.60 3.64

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 12.93 -3.64 10.25 4.15 -2.52 3.10 10.14 7.68 -0.95 9.69
Fund with Sales Charge (%) (POP) 12.93 -3.64 10.25 4.15 -2.52 3.10 10.14 7.68 -0.95 9.69
Blended Benchmark (%) 15.03 -4.30 14.24 5.29 -2.51 6.83 9.76 8.36 2.52 8.30
MSCI All Country World Index (%) 27.30 -8.93 24.62 8.49 -1.84 4.71 23.44 16.80 -6.86 13.21
Bloomberg Barclays Multiverse Index (%) 7.13 -1.36 7.69 2.84 -3.29 0.47 -2.19 4.84 5.55 5.84

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 12/31/1996
Fund without Sales Charge (%) (NAV) 10.24 -0.34 3.05 13.15 19.84 62.29 238.52
Fund with Sales Charge (%) (POP) 10.24 -0.34 3.05 13.15 19.84 62.29 238.52
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 10.24 -0.34 3.05 13.15 19.84 62.29 238.52
Fund with Sales Charge (%) (POP) 10.24 -0.34 3.05 13.15 19.84 62.29 238.52

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 7.83 7.14 6.65
Standard Deviation (Blended Benchmark) 7.68 7.11 6.25
Alpha -0.86 -1.19 -1.19
Beta 0.98 0.94 1.00
Sharpe Ratio 0.33 0.36 0.66
Information Ratio -0.46 -0.58 -0.56
Tracking Error 2.12 2.63 2.29
R-Squared 0.93 0.87 0.88

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.96 0.93 0.94
Beta Bull 0.92 0.92 1.01
Beta Bear 1.11 1.09 1.12
Bull Bear Capture Ratio 0.92 0.88 0.88
Gains/Losses 1.60 1.56 1.81

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

Gross Expense Ratio 1.13%
Net Expense Ratio [further-information] 1.13%
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 0.98
Sharpe Ratio 0.33
Standard Deviation 7.83

Benchmarks

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

  • Blended Benchmark
  • MSCI All Country World Index
  • Bloomberg Barclays Multiverse Index