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

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 4.12 7.14 5.49 8.06 6.79
Fund with Sales Charge (%) (POP) 4.12 7.14 5.49 8.06 6.79
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) 22.30 11.26 7.54 8.61 7.14
Fund with Sales Charge (%) (POP) 22.30 11.26 7.54 8.61 7.14
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

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) 22.30 -6.07 19.90 5.77 -1.27 5.38 21.46
Fund with Sales Charge (%) (POP) 22.30 -6.07 19.90 5.77 -1.27 5.38 21.46
Blended Benchmark (%) 23.16 -7.32 21.06 7.44 -2.00 7.61 22.74 13.98 -0.41
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 02/29/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) -6.15 4.12 23.00 30.64 117.16 358.34
Fund with Sales Charge (%) (POP) -6.15 4.12 23.00 30.64 117.16 358.34
Blended Benchmark (%) -6.91 5.28 22.63 31.46 129.83 347.52
MSCI All Country World Index (%) -9.03 4.45 24.36 34.59 129.79 332.96
Bloomberg Barclays Multiverse Index (%) 1.72 7.70 13.79 16.14 31.85
Quarter EndAs of 12/31/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 22.30 22.30 37.74 43.84 128.30 388.39
Fund with Sales Charge (%) (POP) 22.30 22.30 37.74 43.84 128.30 388.39
Blended Benchmark (%) 23.16 23.16 38.18 45.50 143.79 380.74
MSCI All Country World Index (%) 27.30 27.30 44.48 53.85 144.90 375.94
Bloomberg Barclays Multiverse Index (%) 7.13 7.13 13.80 13.18 30.28

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

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.55 4.83 3.61 6.77
Fund without Sales Charge (%) (NAV) After Shares Sold 4.49 5.45 4.15 6.42
Fund with Sales Charge (%) (POP) Before Shares Sold 1.55 4.83 3.61 6.77
Fund with Sales Charge (%) (POP) After Shares Sold 4.49 5.45 4.15 6.42
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 19.29 8.86 5.62 7.31
Fund without Sales Charge (%) (NAV) After Shares Sold 15.36 8.56 5.69 6.83
Fund with Sales Charge (%) (POP) Before Shares Sold 19.29 8.86 5.62 7.31
Fund with Sales Charge (%) (POP) After Shares Sold 15.36 8.56 5.69 6.83

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

Gross Expense Ratio 0.89%
Net Expense Ratio [further-information] 0.80%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.98
Alpha 0.23
Sharpe Ratio 0.55
R-Squared 0.97
Standard Deviation 9.84

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