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) -0.79 1.51 2.13 5.26 5.53
Fund with Sales Charge (%) (POP) -0.79 1.51 2.13 5.26 5.53
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) 7.57 3.17 2.58 5.32 5.77
Fund with Sales Charge (%) (POP) 7.57 3.17 2.58 5.32 5.77
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 2010
Fund without Sales Charge (%) (NAV) 7.57 -9.19 12.42 5.51 -1.97 -0.43 17.53 18.67 -5.69 12.82
Fund with Sales Charge (%) (POP) 7.57 -9.19 12.42 5.51 -1.97 -0.43 17.53 18.67 -5.69 12.82
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 9.87
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 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) -2.80 -0.79 4.60 11.14 67.02 119.25
Fund with Sales Charge (%) (POP) -2.80 -0.79 4.60 11.14 67.02 119.25
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) 7.57 7.57 9.82 13.59 67.86 125.56
Fund with Sales Charge (%) (POP) 7.57 7.57 9.82 13.59 67.86 125.56
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 -2.04 0.34 0.96 4.00
Fund without Sales Charge (%) (NAV) After Shares Sold 0.07 0.91 1.38 3.86
Fund with Sales Charge (%) (POP) Before Shares Sold -2.04 0.34 0.96 4.00
Fund with Sales Charge (%) (POP) After Shares Sold 0.07 0.91 1.38 3.86
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 6.22 1.99 1.40 4.05
Fund without Sales Charge (%) (NAV) After Shares Sold 5.03 2.17 1.71 3.89
Fund with Sales Charge (%) (POP) Before Shares Sold 6.22 1.99 1.40 4.05
Fund with Sales Charge (%) (POP) After Shares Sold 5.03 2.17 1.71 3.89

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

Gross Expense Ratio 0.97%
Net Expense Ratio [further-information] 0.94%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 0.78
Sharpe Ratio -0.02
Standard Deviation 9.67

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