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) 4.46 6.07 4.59 6.52 6.29
Fund with Sales Charge (%) (POP) 4.46 6.07 4.59 6.52 6.29
Blended Benchmark (%) 6.02 6.47 5.06 7.14 6.23
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) 17.68 8.96 6.02 6.89 6.53
Fund with Sales Charge (%) (POP) 17.68 8.96 6.02 6.89 6.53
Blended Benchmark (%) 19.07 9.69 6.53 7.63 6.50
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 2010
Fund without Sales Charge (%) (NAV) 17.68 -4.57 15.20 5.26 -1.66 4.39 14.56 9.61 -1.24 12.31
Fund with Sales Charge (%) (POP) 17.68 -4.57 15.20 5.26 -1.66 4.39 14.56 9.61 -1.24 12.31
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 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) -3.98 4.46 19.33 25.17 87.99 311.02
Fund with Sales Charge (%) (POP) -3.98 4.46 19.33 25.17 87.99 311.02
Blended Benchmark (%) -4.78 6.02 20.70 28.02 99.30 305.32
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) 17.68 17.68 29.37 33.92 94.72 328.04
Fund with Sales Charge (%) (POP) 17.68 17.68 29.37 33.92 94.72 328.04
Blended Benchmark (%) 19.07 19.07 31.94 37.22 108.50 325.66
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 2.09 3.90 2.84 5.10
Fund without Sales Charge (%) (NAV) After Shares Sold 4.17 4.45 3.33 4.94
Fund with Sales Charge (%) (POP) Before Shares Sold 2.09 3.90 2.84 5.10
Fund with Sales Charge (%) (POP) After Shares Sold 4.17 4.45 3.33 4.94
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 15.00 6.74 4.25 5.47
Fund without Sales Charge (%) (NAV) After Shares Sold 12.05 6.64 4.40 5.22
Fund with Sales Charge (%) (POP) Before Shares Sold 15.00 6.74 4.25 5.47
Fund with Sales Charge (%) (POP) After Shares Sold 12.05 6.64 4.40 5.22

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

Gross Expense Ratio 0.89%
Net Expense Ratio [further-information] 0.89%
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 0.95
Alpha -0.16
Sharpe Ratio 0.58
R-Squared 0.95
Standard Deviation 7.51

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