Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -11.74 0.76 2.17 6.41 5.54
Fund with Sales Charge (%) (POP) -12.56 0.76 2.17 6.41 5.54
S&P 500 Index (%) -6.98 5.10 6.72 10.53 8.13
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.14
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -11.74 0.76 2.17 6.41 5.54
Fund with Sales Charge (%) (POP) -12.56 0.76 2.17 6.41 5.54
S&P 500 Index (%) -6.98 5.10 6.72 10.53 8.13
MSCI World Index (%) -9.87 2.49 3.83 7.17 7.14

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.83 -7.76 19.20 6.82 -1.92 5.69 30.09 14.04 -3.67 12.39
Fund with Sales Charge (%) (POP) 23.83 -8.64 18.20 5.82 -2.85 4.69 29.09 13.04 -4.63 11.39
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

Cumulative Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) -20.24 -11.74 2.30 11.31 86.06 144.98
Fund with Sales Charge (%) (POP) -21.04 -12.56 2.30 11.31 86.06 144.98
S&P 500 Index (%) -19.60 -6.98 16.11 38.47 172.10 266.83
MSCI World Index (%) -20.93 -9.87 7.67 20.69 99.91 214.78
Quarter EndAs of 03/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) -20.24 -11.74 2.30 11.31 86.06 144.98
Fund with Sales Charge (%) (POP) -21.04 -12.56 2.30 11.31 86.06 144.98
S&P 500 Index (%) -19.60 -6.98 16.11 38.47 172.10 266.83
MSCI World Index (%) -20.93 -9.87 7.67 20.69 99.91 214.78

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.28 -0.43 0.96 5.69
Fund without Sales Charge (%) (NAV) After Shares Sold -5.39 0.80 1.76 5.21
Fund with Sales Charge (%) (POP) Before Shares Sold -14.10 -0.43 0.96 5.69
Fund with Sales Charge (%) (POP) After Shares Sold -5.88 0.80 1.76 5.21
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -13.28 -0.43 0.96 5.69
Fund without Sales Charge (%) (NAV) After Shares Sold -5.39 0.80 1.76 5.21
Fund with Sales Charge (%) (POP) Before Shares Sold -14.10 -0.43 0.96 5.69
Fund with Sales Charge (%) (POP) After Shares Sold -5.88 0.80 1.76 5.21

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

Gross Expense Ratio 1.79%
Net Expense Ratio [further-information] 1.79%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.00
Alpha -4.11
Sharpe Ratio -0.06
R-Squared 0.98
Standard Deviation 15.10

Benchmarks

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

  • S&P 500 Index
  • MSCI World Index