This chart shows Market Price, NAV Price, and Benchmark returns for the selected Fund. Average annual returns at month and quarter end display for the most recent one year, three year, five year, ten year and since inception ranges. Monthly, quarterly, annual, and cumulative performance is also available in additional chart tabs.
Growth of 10k
The growth of 10,000 graph is a commonly used chart that highlights the change in value of an initial investment of $10,000 in the fund, from initial investment date to the current date shown.
Risk and Volatility
This table shows risk and volatility data for the Fund and Benchmark. R-Squared, Beta, Alpha, Standard Deviation, and Sharpe Ratio are displayed for the Fund. Standard Deviation and Sharpe Ratio are displayed for the Benchmark. Definitions of these attributes are available by hovering over the label. Data will not display until three years after the Fund's inception date.
Risk and Volatility
A measure of how much of a portfolio's performance can be explained by the returns from the overall market (or a benchmark index). If a portfolio's total return precisely matched that of the overall market or benchmark, its R-squared would be 1.00. If a portfolio's return bore no relationship to the market's returns, its R-squared would be 0.
A measure of the magnitude of a portfolio's past share-price fluctuations in relation to the ups and downs of the overall market (or appropriate market index). The market (or index) is assigned a beta of 1.00, so a portfolio with a beta of 1.20 would have seen its share price rise or fall by 12% when the overall market rose or fell by 10%.
A measure of the difference between a portfolio's actual returns and its expected performance, given its level of risk as measured by beta. A positive alpha figure indicates the portfolio has performed better than its beta would predict. In contrast, a negative alpha indicates the portfolio's underperformance, given the expectations established by the portfolio's beta. In addition, a negative alpha can sometimes result from the expenses that are present in a portfolio's returns, but not in the returns of the comparison index.
A measure of the degree to which a portfolio's return varies from its previous returns or from the average of all similar portfolios. The larger the standard deviation, the greater the likelihood (and risk) that a portfolio's performance will fluctuate from the average return.
A measure of risk-adjusted return. To calculate a Sharpe ratio, a portfolio's excess returns (its return in excess of the return generated by risk-free assets such as Treasury bills) is divided by the portfolio's standard deviation. The higher the Sharpe ratio, the better the portfolio's historical risk-adjusted performance.
This table displays fundemental characteristics for the Fund and Benchmark. Number of stocks, Median Market Cap, Price/Earnings Ratio, Price/Book Ratio, Return on Equity, and Earning Growth Rate are available for the Fund and Benchmark as of the most recent quarter end. Definitions for these attributes are available by hovering over the labels. Turnover rate is displayed for the Fund as of the most recent quarter end.
This graph displays the market capitalization of the Fund and Benchmark by percentage, broken into large, medium/large, medium, medium/small, and small cap companies.
Market Capitalization Table
This table shows assets of the Fund and Benchmark as a percentage invested by region. The region categories are Europe, Pacific, Middle East, Emerging Markets, North America, and other. The table below the chart contains the percentage by Fund and Benchmark and indicates the variance between the two.
This table shows the percentage of market allocation for the Fund and Benchmark by Country and Region. The final column of the table displays the weight, or percentage difference between the Fund and Benchmark, when applicable.
This table shows the percentage of the Fund's and Benchmark's assets invested by sector. Sectors categories are based on the Industry Classification Benchmark system, except for the Other category, and may include Financials, Consumer Goods, Industrials, Health Care, Technology, Consumer Services, Basic Materials, Utilities, Oil and Gas, and Telecommunications. The difference between Fund and Benchmark is shown in the final Weight column of the table.
Distribution by credit quality
This table shows the Percentage of the Fund (or Fixed Income portion of the Fund) as a distribution by Credit Quality. Categories are AAA, AA, A, BBB, Less than BBB, and Not Rated.
Distribution by credit issuer
This table displays the percentage of the Fund, or percentage of the fixed income portion of the Fund, invested by credit issuer. Issuers may include Treasury, Goverment-related, Corporate-Industrial, Corporate-Financial Institution, Government-related Agency, Securitized-Mortgage Backed Security Pass through, Corporate-Utility, Government-related Supranational, Securitized-Covered, Government-related Sovereign, Securitized-Commercial Mortgage Backed Security, Securitized-Asset Backed Security, and Other.
Distribution by credit maturity
This table shows the Percentage of the Fund (or Fixed Income portion of the Fund) as a distribution by Credit Maturity. Categories are Under 1 year, 1-5 years, 5-10 years, 10-15 years, 15-20 years, 20-25 years, over 25 years and Other.
This table shows the names of the individual holdings of the Fund, along with the percent of market value, Sector, Market allocation by country, market value amount, and number of shares of each holding.
Prices and Distributions
This table shows the most recent ten NAV Price and Market Price for the Fund by date. All of the price data for the Fund can be exported using the Export button.
NAV Price (USD)
Market Price (USD)
This table displays the distribution data for the Fund: Type (income or capital gains), Ex-dividend date, Record date, Payable date, Cash distribution per unit, Reinvested distribution per unit, and Total distribution per unit. All of these attributes can be downloaded by using the Export all distributions button.