Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2005
Fund without Sales Charge (%) (NAV) -1.82 0.48 1.14 4.13 4.18
Fund with Sales Charge (%) (POP) -2.77 0.48 1.14 4.13 4.18
Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index (%) 11.73 8.13 6.08 6.39 5.90
MSCI All Country World Index (%) 16.67 11.63 9.10 9.73 7.57
Bloomberg Barclays Multiverse Index (%) 6.61 4.40 2.79 2.76 3.74
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2005
Fund without Sales Charge (%) (NAV) 6.55 2.02 1.52 4.19 4.41
Fund with Sales Charge (%) (POP) 5.55 2.02 1.52 4.19 4.41
Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index (%) 17.04 8.82 5.89 6.17 5.93
MSCI All Country World Index (%) 27.30 13.06 9.00 9.37 7.70
Bloomberg Barclays Multiverse Index (%) 7.13 4.41 2.51 2.68 3.68

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) 6.55 -10.23 11.03 5.02 -3.31 -1.07 16.03 17.27 -6.29
Fund with Sales Charge (%) (POP) 5.55 -11.10 10.03 4.02 -4.22 -2.01 15.03 16.27 -7.18
Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index (%) 17.04 -5.06 15.89 5.80 -2.36 2.63 10.00 10.86 -0.56
MSCI All Country World Index (%) 27.30 -8.93 24.62 8.49 -1.84 4.71 23.44 16.80 -6.86
Bloomberg Barclays Multiverse Index (%) 7.13 -1.36 7.69 2.84 -3.29 0.47 -2.19 4.84 5.55

Cumulative Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2005
Fund without Sales Charge (%) (NAV) -2.83 -1.82 1.45 5.83 49.88 81.62
Fund with Sales Charge (%) (POP) -3.80 -2.77 1.45 5.83 49.88 81.62
Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index (%) 0.05 11.73 26.42 34.35 85.71 130.80
MSCI All Country World Index (%) -1.08 16.67 39.08 54.57 153.15 189.90
Bloomberg Barclays Multiverse Index (%) 1.19 6.61 13.78 14.75 31.25 70.83
Quarter EndAs of 12/31/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2005
Fund without Sales Charge (%) (NAV) 6.55 6.55 6.20 7.83 50.72 86.91
Fund with Sales Charge (%) (POP) 5.55 5.55 6.20 7.83 50.72 86.91
Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index (%) 17.04 17.04 28.85 33.11 82.02 130.68
MSCI All Country World Index (%) 27.30 27.30 44.48 53.85 144.90 193.07
Bloomberg Barclays Multiverse Index (%) 7.13 7.13 13.80 13.18 30.28 68.82

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -2.74 -0.33 0.30 3.10
Fund without Sales Charge (%) (NAV) After Shares Sold -0.62 0.24 0.73 3.00
Fund with Sales Charge (%) (POP) Before Shares Sold -3.69 -0.33 0.30 3.10
Fund with Sales Charge (%) (POP) After Shares Sold -1.18 0.24 0.73 3.00
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 5.54 1.20 0.68 3.16
Fund without Sales Charge (%) (NAV) After Shares Sold 4.35 1.41 1.01 3.03
Fund with Sales Charge (%) (POP) Before Shares Sold 4.54 1.20 0.68 3.16
Fund with Sales Charge (%) (POP) After Shares Sold 3.75 1.41 1.01 3.03

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

Gross Expense Ratio 1.97%
Net Expense Ratio [further-information] 1.94%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Beta 0.79
Sharpe Ratio -0.12
Standard Deviation 9.80

Benchmarks

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

  • Blended 50% MSCI All Country World Index + 50% Bloomberg Barclays Multiverse Index
  • MSCI All Country World Index
  • Bloomberg Barclays Multiverse Index