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 12/31/1996
Fund without Sales Charge (%) (NAV) -6.07 2.05 2.25 4.59 5.41
Fund with Sales Charge (%) (POP) -6.07 2.05 2.25 4.59 5.41
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
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) -6.07 2.05 2.25 4.59 5.41
Fund with Sales Charge (%) (POP) -6.07 2.05 2.25 4.59 5.41
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) 17.05 -5.04 14.69 4.71 -2.18 3.89 13.97 9.11 -1.73 11.75
Fund with Sales Charge (%) (POP) 17.05 -5.04 14.69 4.71 -2.18 3.89 13.97 9.11 -1.73 11.75
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 03/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) -12.54 -6.07 6.27 11.76 56.70 240.60
Fund with Sales Charge (%) (POP) -12.54 -6.07 6.27 11.76 56.70 240.60
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
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) -12.54 -6.07 6.27 11.76 56.70 240.60
Fund with Sales Charge (%) (POP) -12.54 -6.07 6.27 11.76 56.70 240.60
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 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.06 0.15 0.69 3.36
Fund without Sales Charge (%) (NAV) After Shares Sold -2.02 1.55 1.67 3.50
Fund with Sales Charge (%) (POP) Before Shares Sold -8.06 0.15 0.69 3.36
Fund with Sales Charge (%) (POP) After Shares Sold -2.02 1.55 1.67 3.50
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.06 0.15 0.69 3.36
Fund without Sales Charge (%) (NAV) After Shares Sold -2.02 1.55 1.67 3.50
Fund with Sales Charge (%) (POP) Before Shares Sold -8.06 0.15 0.69 3.36
Fund with Sales Charge (%) (POP) After Shares Sold -2.02 1.55 1.67 3.50

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

Gross Expense Ratio 1.39%
Net Expense Ratio [further-information] 1.39%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 0.95
Alpha -0.70
Sharpe Ratio 0.04
R-Squared 0.96
Standard Deviation 9.16

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