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

Month EndAs of 05/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 5.46 4.31 3.68 5.55 5.31
Fund with Sales Charge (%) (POP) 4.49 4.31 3.68 5.55 5.31
Blended Benchmark (%) 6.14 5.07 5.08 7.25 6.17
MSCI All Country World Index (%) 5.98 5.74 5.85 9.05 6.46
Bloomberg Barclays Multiverse Index (%) 5.22 3.37 3.34 3.02
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) -6.53 1.54 1.74 4.07 4.86
Fund with Sales Charge (%) (POP) -7.39 1.54 1.74 4.07 4.86
Blended Benchmark (%) -4.92 2.82 3.33 5.77 5.77
MSCI All Country World Index (%) -10.76 2.05 3.41 6.45 5.85
Bloomberg Barclays Multiverse Index (%) 3.47 3.36 2.67 2.58

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 16.52 -5.54 14.10 4.25 -2.68 3.35 13.41 8.51 -2.17 11.10
Fund with Sales Charge (%) (POP) 15.52 -6.41 13.10 3.25 -3.60 2.35 12.41 7.51 -3.13 10.10
Blended Benchmark (%) 19.07 -5.82 17.62 6.42 -2.22 7.13 14.48 10.66 1.80 9.97
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 03/31/2020

Month EndAs of 05/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) -2.82 5.46 13.50 19.78 71.70 235.62
Fund with Sales Charge (%) (POP) -3.79 4.49 13.50 19.78 71.70 235.62
Blended Benchmark (%) -4.52 6.14 16.01 28.13 101.46 306.41
MSCI All Country World Index (%) -8.94 5.98 18.25 32.92 137.89 333.41
Bloomberg Barclays Multiverse Index (%) 1.57 5.22 10.44 17.84 34.63
Quarter EndAs of 03/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) -12.69 -6.53 4.68 8.99 48.95 201.54
Fund with Sales Charge (%) (POP) -13.56 -7.39 4.68 8.99 48.95 201.54
Blended Benchmark (%) -13.52 -4.92 8.71 17.81 75.19 268.13
MSCI All Country World Index (%) -21.26 -10.76 6.28 18.27 86.80 274.77
Bloomberg Barclays Multiverse Index (%) -1.11 3.47 10.44 14.08 28.99

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

Month EndAs of 05/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.33 2.49 2.21 4.43
Fund without Sales Charge (%) (NAV) After Shares Sold 4.70 3.17 2.69 4.26
Fund with Sales Charge (%) (POP) Before Shares Sold 2.37 2.49 2.21 4.43
Fund with Sales Charge (%) (POP) After Shares Sold 4.12 3.17 2.69 4.26
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.41 -0.24 0.30 2.96
Fund without Sales Charge (%) (NAV) After Shares Sold -2.29 1.20 1.31 3.12
Fund with Sales Charge (%) (POP) Before Shares Sold -9.27 -0.24 0.30 2.96
Fund with Sales Charge (%) (POP) After Shares Sold -2.80 1.20 1.31 3.12

SALES CHARGE, EXPENSES & FEES As of 05/01/2020 (updated annually)

Gross Expense Ratio 1.63%
Net Expense Ratio [further-information] 1.63%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 0.97
Alpha -0.83
Sharpe Ratio 0.31
R-Squared 0.97
Standard Deviation 10.20

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