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Global Fund/VA

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Overview

The Strategy typically invests in large-cap U.S. and foreign stocks.

Inception Date
November 12, 1990
Investment Style
Global Equity
Fund Index
MSCI ACWI
CUSIP
683811707
NAV
  • A
(as of 11/16/2018)
$40.79
Total Assets
(as of 10/31/2018)
$2.26 BN
Gross Expense Ratio
(as of 10/31/2018)
0.78%
Net Expense Ratio
(as of 10/31/2018)
0.78%
Performance
Average Annual Total Returns
Cumulative Returns
Calendar Year Returns
Capital Gains Distributions
as of 10/31/2018
  • B
as of 09/30/2018
  • B

Include Sales Charge
Include Sales Charge
Include Sales Charge
Include Sales Charge
  • B
Cumulative
Annualized
ytd as of 2018-09-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
3.22% 10.77% 14.20% 10.08% 10.46% 10.18%
Cumulative
Annualized
ytd as of 2018-09-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
3.22% 10.77% 14.20% 10.08% 10.46% 10.18%
Cumulative
Annualized
ytd as of 2018-10-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
-6.65% -3.38% 7.63% 7.30% 11.84% 9.75%
Cumulative
Annualized
ytd as of 2018-10-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
-6.65% -3.38% 7.63% 7.30% 11.84% 9.75%
Gross Expense Ratio: 0.78% | Net Expense Ratio: 0.78%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.


Year Global Fund/VA
1991 3.39%
1992 -7.11%
1993 70.32%
1994 -5.72%
1995 2.24%
1996 17.80%
1997 22.42%
1998 14.11%
1999 58.48%
2000 5.09%
2001 -12.04%
2002 -22.13%
2003 43.02%
2004 19.16%
2005 14.31%
2006 17.69%
2007 6.32%
2008 -40.19%
2009 39.77%
2010 15.96%
2011 -8.29%
2012 21.27%
2013 27.31%
2014 2.29%
2015 3.94%
2016 0.08%
2017 36.66%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.


Date Global Fund/VA MSCI ACWI S&P 500
10/31/2008 0.00 0.00 0.00
11/30/2008 -7.68 -6.57 -7.18
12/31/2008 -1.70 -3.18 -6.19
1/31/2009 -9.92 -11.45 -14.09
2/28/2009 -17.36 -20.13 -23.24
3/31/2009 -10.20 -13.55 -16.52
4/30/2009 -0.20 -3.34 -8.53
5/31/2009 10.79 6.29 -3.41
6/30/2009 10.28 5.70 -3.22
7/31/2009 21.27 15.00 4.10
8/31/2009 24.69 19.11 7.86
9/30/2009 31.01 24.58 11.88
10/31/2009 28.73 22.65 9.80
11/30/2009 34.75 27.70 16.39
12/31/2009 37.39 30.34 18.64
1/31/2010 33.35 24.71 14.37
2/28/2010 35.47 26.30 17.91
3/31/2010 45.49 34.42 25.03
4/30/2010 44.86 34.65 27.00
5/31/2010 30.77 21.88 16.86
6/30/2010 26.83 18.13 10.74
7/31/2010 38.55 27.74 18.50
8/31/2010 32.35 23.27 13.15
9/30/2010 46.23 35.07 23.25
10/31/2010 52.17 39.95 27.94
11/30/2010 49.07 36.83 27.96
12/31/2010 59.32 46.85 36.51
1/31/2011 63.43 49.16 39.75
2/28/2011 69.42 53.50 44.53
3/31/2011 68.47 53.35 44.59
4/30/2011 77.99 59.62 48.87
5/31/2011 74.21 56.19 47.19
6/30/2011 71.34 53.73 44.73
7/31/2011 65.06 51.23 41.79
8/31/2011 51.81 40.18 34.09
9/30/2011 37.07 26.95 24.66
10/31/2011 53.14 40.55 38.29
11/30/2011 48.78 36.34 37.98
12/31/2011 46.12 36.06 39.39
1/31/2012 53.51 43.98 45.64
2/29/2012 61.65 51.22 51.94
3/31/2012 66.44 52.22 56.94
4/30/2012 61.87 50.48 55.95
5/31/2012 46.44 36.99 46.58
6/30/2012 53.24 43.76 52.62
7/31/2012 54.27 45.73 54.74
8/31/2012 60.09 48.89 58.22
9/30/2012 65.05 53.58 62.31
10/31/2012 66.68 52.56 59.32
11/30/2012 71.74 54.51 60.24
12/31/2012 77.19 58.01 61.70
1/31/2013 88.40 65.29 70.08
2/28/2013 86.93 65.26 72.38
3/31/2013 89.93 68.29 78.85
4/30/2013 96.35 73.09 82.30
5/31/2013 95.80 72.62 86.56
6/30/2013 91.29 67.57 84.05
7/31/2013 101.83 75.60 93.42
8/31/2013 95.65 71.94 87.82
9/30/2013 109.51 80.82 93.71
10/31/2013 115.36 88.08 102.61
11/30/2013 120.49 90.75 108.79
12/31/2013 125.57 94.04 114.07
1/31/2014 117.29 86.28 106.67
2/28/2014 129.55 95.28 116.13
3/31/2014 127.06 96.14 117.94
4/30/2014 126.01 98.01 119.55
5/31/2014 132.53 102.22 124.71
6/30/2014 135.88 106.03 129.35
7/31/2014 129.51 103.53 126.19
8/31/2014 135.24 108.03 135.23
9/30/2014 131.21 101.28 131.94
10/31/2014 131.68 102.70 137.60
11/30/2014 137.22 106.09 143.99
12/31/2014 130.74 102.11 143.38
1/31/2015 129.75 98.95 136.07
2/28/2015 146.80 110.03 149.64
3/31/2015 147.80 106.77 145.69
4/30/2015 149.78 112.77 148.05
5/31/2015 155.63 112.50 151.24
6/30/2015 154.48 107.49 146.37
7/31/2015 159.34 109.30 151.53
8/31/2015 139.52 94.95 136.36
9/30/2015 127.34 87.89 130.51
10/31/2015 145.65 102.63 149.95
11/30/2015 143.63 100.96 150.70
12/31/2015 139.84 97.33 146.74
1/31/2016 117.05 85.43 134.50
2/29/2016 111.18 84.16 134.18
3/31/2016 124.19 97.80 150.07
4/30/2016 128.10 100.72 151.04
5/31/2016 128.73 100.98 155.55
6/30/2016 120.23 99.76 156.21
7/31/2016 133.80 108.37 165.66
8/31/2016 137.37 109.07 166.03
9/30/2016 139.56 110.35 166.08
10/31/2016 136.27 106.78 161.23
11/30/2016 138.81 108.35 170.90
12/31/2016 140.04 112.85 176.25
1/31/2017 149.50 118.67 181.49
2/28/2017 159.09 124.81 192.67
3/31/2017 164.92 127.56 193.01
4/30/2017 175.89 131.10 196.02
5/31/2017 183.50 136.21 200.19
6/30/2017 187.92 137.28 202.06
7/31/2017 195.67 143.91 208.27
8/31/2017 198.51 144.85 209.22
9/30/2017 205.70 149.58 215.59
10/31/2017 216.98 154.76 222.96
11/30/2017 224.38 159.69 232.86
12/31/2017 228.05 163.88 236.56
1/31/2018 252.81 178.77 255.83
2/28/2018 236.55 167.06 242.72
3/31/2018 228.05 161.34 234.01
4/30/2018 230.40 163.84 235.29
5/31/2018 235.52 164.17 243.37
6/30/2018 234.35 162.74 245.48
7/31/2018 243.57 170.66 258.34
8/31/2018 245.30 172.79 270.01
9/30/2018 238.63 173.97 272.12
10/31/2018 206.25 153.44 246.68

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.

$ per share as of 11/16/2018

Date 2014 2015 2016 2017 2018
Short Term 0.0611
Long Term 1.8632 2.7140 2.3742 3.3331
Total Amount of Distribution 1.8632 2.7140 2.4352 3.3331
Record Date 6/16/14 6/15/15 6/20/16 6/18/18
Ex Div Date 6/17/14 6/16/15 6/21/16 6/19/18
Pay Date 6/18/14 6/16/15 6/21/16 6/19/18

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Issuers

(51.8% of assets as of 10/31/2018)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap 5
Country Global Fund/VA MSCI ACWI Overweight / Underweight
United States 50.0% 55.6% -5.6%
Japan 13.6% 7.5% 6.1%
France 9.7% 3.4% 6.3%
Germany 8.0% 2.8% 5.2%
United Kingdom 5.4% 5.3% 0.1%
India 3.2% 0.9% 2.3%
Switzerland 2.4% 2.7% -0.3%
China 2.1% 3.3% -1.2%
Spain 2.0% 0.9% 1.0%
Sweden 1.3% 0.8% 0.4%
Denmark 0.6% 0.5% 0.1%
Italy 0.3% 0.7% -0.4%
Developed Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Americas 50.0% 58.5% -8.6%
Europe 29.6% 19.3% 10.3%
Asia Pacific 13.6% 11.1% 2.6%
Emerging Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Asia Pacific 5.3% 7.9% -2.7%
Equity Sector Global Fund/VA MSCI ACWI Overweight / Underweight
Information Technology 18.6% 15.5% 3.1%
Financials 16.1% 17.3% -1.2%
Industrials 14.9% 10.4% 4.5%
Health Care 14.7% 12.0% 2.7%
Consumer Discretionary 14.5% 10.2% 4.3%
Communication Services 13.1% 8.8% 4.3%
Consumer Staples 3.9% 8.4% -4.4%
Real Estate 1.8% 3.0% -1.1%
Energy 0.9% 6.6% -5.7%
Industry Global Fund/VA MSCI ACWI Overweight / Underweight
Interactive Media & Services 10.0% 3.2% 6.8%
Software 8.2% 3.8% 4.3%
Biotechnology 8.1% 1.7% 6.4%
Capital Markets 6.7% 2.6% 4.2%
Electronic Equipment Instruments & Components 5.9% 1.0% 4.8%
Textiles Apparel & Luxury Goods 5.8% 1.2% 4.6%
Banks 5.1% 9.4% -4.3%
Insurance 4.3% 3.8% 0.5%
Health Care Providers & Services 3.8% 2.1% 1.7%
Aerospace & Defense 3.5% 1.9% 1.6%
Entertainment 3.1% 1.4% 1.7%
Specialty Retail 3.0% 1.5% 1.5%
Industrial Conglomerates 2.6% 1.4% 1.2%
Semiconductors & Semiconductor Equipment 2.6% 3.0% -0.4%
Automobiles 2.6% 1.6% 1.1%
Electrical Equipment 2.4% 0.7% 1.7%
Personal Products 2.1% 0.8% 1.3%
IT Services 1.9% 3.1% -1.2%
Household Products 1.8% 1.1% 0.7%
Real Estate Management & Development 1.8% 0.9% 0.9%
Asset Allocation Global Fund/VA MSCI ACWI Overweight / Underweight
Equity 98.5% 100.0% -1.5%
Market Cap Global Fund/VA MSCI ACWI Overweight / Underweight
Large 83.6% 85.7% -2.1%
Mid 10.9% 14.0% -3.1%
Small 4.0% 0.1% 3.9%
Analytics
(As of 10/31/2018)

Morningstar 10/31/2018 (based on risk adjusted performance)
Overall Rating
Number of Funds
67
Category
World Large Stock
Performance Statistics
3Y
5Y
Alpha
-1.36
0.53
Beta
1.23
1.14
Information Ratio
-0.02
0.25
R-Squared
88.90
87.63
Sharpe Ratio
0.57
0.58
Standard Deviation
12.70
12.55
Upside Capture
122.63
114.55
Downside Capture
141.56
112.15
Sortino Ratio
0.80
0.85
Win Ratio
61.00
62.00
Loss Ratio
39.00
38.00
Margin of Outperformance
0.85
0.95
Margin of Underperformance
-1.29
-1.24
Tracking Error
4.79
4.64
Portfolio Characteristics
Fund
Fund Index
Average Market Cap (weighted)
$117.45 B
$146.25 B
Median Market Cap (weighted)
$54.57 B
$53.57 B
P/E Ratio (LTM)
23.02
16.62
P/E Ratio (NTM)
17.36
13.98
Price/Book
2.56
2.31
Return on Equity
15.33%
16.57%
EPS Growth Rate 3Y
14.46%
9.65%
EPS Growth Rate 5Y
12.13%
8.15%
Sales Growth Rate 3Y
7.81%
5.17%
Sales Growth Rate 5Y
7.78%
5.11%
Debt to Capital Ratio
35.13
43.57
Yield to Maturity
0.02%
-
Yield to Worst
0.02%
-
Average Coupon
0.00%
-
Effective Coupon
0.00%
-
Turnover Ratio
9%
-
Dividends
  • D
Est. Frequency
Annual
Last Pay Date
6/19/2018
Per Share ($)
$0.4714
12-Month Distribution ($)
$0.4714
Distribution Sources
  • D
Net Income
10.40%
Net Profit from Sale
88.90%
Other Capital Sources
0.70%
Documents
  1. 1. Foreign investments may be volatile and involve additional expenses and special risks, including currency fluctuations, foreign taxes, regulatory and geopolitical risks. Emerging and developing market investments may be especially volatile. Eurozone investments may be subject to volatility and liquidity issues. Investments in securities of growth companies may be volatile. Mid-sized company stock is typically more volatile than that of larger company stock. It may take a substantial period of time to realize a gain on an investment in a mid-sized company, if any gain is realized at all. Diversification does not guarantee profit or protect against loss.
  2. 2. The net expense ratio (where applicable) also takes into account contractual fee waivers and/or expense reimbursements without which performance would have been less.  These undertakings may not be amended or withdrawn for one year from the date of the current prospectus, unless approved by the Board.
  3. 3. The MSCI® ACWI is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets. The index is unmanaged, includes the reinvestment of dividends and cannot be purchased directly by investors. Index performance is shown for illustrative purposes only and does not predict or depict performance of the Fund. Past performance does not guarantee future results.
  4. 4. Holdings are subject to change, and are dollar weighted based on total new assets. Negative weightings may result from the use of leverage. Leverage involves the use of various financial instruments or borrowed capital in an attempt to increase investment return. Leverage risks include potential for higher volatility, greater decline of the Fund’s net asset value and fluctuations of dividends and distributions paid by the Fund.
  5. 5. Holdings are subject to change, are dollar-weighted based on assets, and may not reflect the use of leverage in the Fund. Market Cap breakdown is calculated using Morningstar's methodology and those capitalization standards may not align with those in the Fund's prospectus.
  6. A. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
  7. B. The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.
  8. C. "Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund).  These returns would be lower if sales charges were taken into consideration.  Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions.
  9. D. There is no guarantee of the payment of any dividend or other distributions at any level.
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