Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1996
Fund without Sales Charge (%) (NAV) 8.73 7.66 4.73 6.47 5.98
Fund with Sales Charge (%) (POP) 8.73 7.66 4.73 6.47 5.98
Blended Benchmark (%) 12.05 8.43 5.97 7.62 6.38
MSCI All Country World Index (%) 13.22 11.94 7.66 9.39 6.79
Bloomberg Barclays Multiverse Index (%) 9.50 2.95 2.27 2.57
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/31/1996
Fund without Sales Charge (%) (NAV) 2.52 6.88 4.82 6.26 5.96
Fund with Sales Charge (%) (POP) 2.52 6.88 4.82 6.26 5.96
Blended Benchmark (%) 4.49 6.99 5.81 7.33 6.32
MSCI All Country World Index (%) 1.95 10.31 7.23 8.93 6.69
Bloomberg Barclays Multiverse Index (%) 7.54 1.81 2.14 2.55

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 6.46 6.21 3.34 5.38
Fund without Sales Charge (%) (NAV) After Shares Sold 6.06 5.66 3.40 4.94
Fund with Sales Charge (%) (POP) Before Shares Sold 6.46 6.21 3.34 5.38
Fund with Sales Charge (%) (POP) After Shares Sold 6.06 5.66 3.40 4.94
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.37 5.44 3.42 5.17
Fund without Sales Charge (%) (NAV) After Shares Sold 2.35 5.06 3.48 4.77
Fund with Sales Charge (%) (POP) Before Shares Sold 0.37 5.44 3.42 5.17
Fund with Sales Charge (%) (POP) After Shares Sold 2.35 5.06 3.48 4.77

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -5.04 14.69 4.71 -2.18 3.89 13.97 9.11 -1.73 11.75 24.37
Fund with Sales Charge (%) (POP) -5.04 14.69 4.71 -2.18 3.89 13.97 9.11 -1.73 11.75 24.37
Blended Benchmark (%) -5.82 17.62 6.42 -2.22 7.13 14.48 10.66 1.80 9.97 17.74
MSCI All Country World Index (%) -8.93 24.62 8.49 -1.84 4.71 23.44 16.80 -6.86 13.21 35.41
Bloomberg Barclays Multiverse Index (%) -1.36 7.69 2.84 -3.29 0.47 -2.19 4.84 5.55 5.84 8.04

Cumulative Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 0.91 13.11 8.73 24.79 25.99 87.25 276.30
Fund with Sales Charge (%) (POP) 0.91 13.11 8.73 24.79 25.99 87.25 276.30
Blended Benchmark (%) 2.18 14.89 12.05 27.47 33.65 108.32 310.73
MSCI All Country World Index (%) 2.53 19.94 13.22 40.24 44.66 145.39 348.43
Bloomberg Barclays Multiverse Index (%) 1.57 7.20 9.50 9.12 11.88 28.82
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 0.27 12.10 2.52 22.10 26.52 83.51 272.95
Fund with Sales Charge (%) (POP) 0.27 12.10 2.52 22.10 26.52 83.51 272.95
Blended Benchmark (%) 0.35 12.69 4.49 22.46 32.59 102.81 302.86
MSCI All Country World Index (%) 0.10 16.71 1.95 34.19 41.79 135.15 336.37
Bloomberg Barclays Multiverse Index (%) 0.63 6.45 7.54 5.52 11.15 28.58

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 7.00 7.34 7.72
Standard Deviation (Blended Benchmark) 7.11 7.53 7.47
Alpha -0.38 -0.84 -1.02
Beta 0.95 0.93 1.00
Sharpe Ratio 0.87 0.51 0.77
Information Ratio -0.41 -0.56 -0.56
Tracking Error 1.86 2.21 2.02
R-Squared 0.93 0.91 0.93

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.97 0.96 0.97
Beta Bull 0.88 0.91 0.98
Beta Bear 1.17 1.22 1.20
Bull Bear Capture Ratio 0.98 0.93 0.92
% of Positive Months 80.56 70.00 66.67
Gains/Losses 2.32 1.67 1.89
Maximum Drawdown
8.54 10.14 11.01

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

Gross Expense Ratio 1.39%
Net Expense Ratio [further-information] 1.39%
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 0.95
Alpha -0.38
Sharpe Ratio 0.87
R-Squared 0.93
Standard Deviation 7.00

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