Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 3.50 6.47 4.83 7.36 6.15
Fund with Sales Charge (%) (POP) 3.50 6.47 4.83 7.36 6.15
Blended Benchmark (%) 5.28 7.04 5.62 8.68 6.68
MSCI All Country World Index (%) 4.45 7.54 6.12 8.67 6.53
Bloomberg Barclays Multiverse Index (%) 7.70 4.40 3.04 2.80
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 21.56 10.57 6.86 7.90 6.50
Fund with Sales Charge (%) (POP) 21.56 10.57 6.86 7.90 6.50
Blended Benchmark (%) 23.16 11.39 7.79 9.32 7.07
MSCI All Country World Index (%) 27.30 13.06 9.00 9.37 7.02
Bloomberg Barclays Multiverse Index (%) 7.13 4.41 2.51 2.68

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.06 4.31 3.10 6.21
Fund without Sales Charge (%) (NAV) After Shares Sold 4.04 4.95 3.66 5.86
Fund with Sales Charge (%) (POP) Before Shares Sold 1.06 4.31 3.10 6.21
Fund with Sales Charge (%) (POP) After Shares Sold 4.04 4.95 3.66 5.86
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 18.70 8.33 5.10 6.74
Fund without Sales Charge (%) (NAV) After Shares Sold 14.83 8.05 5.18 6.27
Fund with Sales Charge (%) (POP) Before Shares Sold 18.70 8.33 5.10 6.74
Fund with Sales Charge (%) (POP) After Shares Sold 14.83 8.05 5.18 6.27

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 21.56 -6.68 19.17 5.12 -1.93 4.72 20.67 10.22 -3.40 14.02
Fund with Sales Charge (%) (POP) 21.56 -6.68 19.17 5.12 -1.93 4.72 20.67 10.22 -3.40 14.02
Blended Benchmark (%) 23.16 -7.32 21.06 7.44 -2.00 7.61 22.74 13.98 -0.41 11.76
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) -3.89 -6.26 3.50 20.70 26.57 103.46 298.78
Fund with Sales Charge (%) (POP) -3.89 -6.26 3.50 20.70 26.57 103.46 298.78
Blended Benchmark (%) -4.13 -6.91 5.28 22.63 31.46 129.83 347.52
MSCI All Country World Index (%) -5.79 -9.03 4.45 24.36 34.59 129.79 332.96
Bloomberg Barclays Multiverse Index (%) 2.43 1.72 7.70 13.79 16.14 31.85
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 6.00 21.56 21.56 35.19 39.36 113.81 325.41
Fund with Sales Charge (%) (POP) 6.00 21.56 21.56 35.19 39.36 113.81 325.41
Blended Benchmark (%) 7.35 23.16 23.16 38.18 45.50 143.79 380.74
MSCI All Country World Index (%) 9.07 27.30 27.30 44.48 53.85 144.90 375.94
Bloomberg Barclays Multiverse Index (%) 0.64 7.13 7.13 13.80 13.18 30.28

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

1 YR
Standard Deviation (Fund)

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

3 YR 5 YR 10 YR
Correlation Coefficient 0.99 0.99 0.98
Beta Bull 0.94 0.96
Beta Bear 1.02 1.04
Bull Bear Capture Ratio 0.97 0.94 0.93
Gains/Losses 1.21 1.26 1.54

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

Gross Expense Ratio 1.46%
Net Expense Ratio [further-information] 1.43%
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
Alpha -0.28
Sharpe Ratio
R-Squared
Standard Deviation

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