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CUSIP
14956P547
Inception Date
Feb 3, 2014
Region
Global (Global)
Leveraged
1x (No leverage)
Min. Investment
$1,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

AIWEX Performance Chart

Cavanal Hill World Energy Fund Institutional Class (AIWEX) is up 24.9% since the beginning of the year. AIWEX is currently trading at $22 per share. Investors who bought $1,000 worth of AIWEX shares 5 years ago would now be looking at an investment worth $2,534.


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S&P 500 Index

Returns By Period

Cavanal Hill World Energy Fund Institutional Class (AIWEX) has returned 24.90% so far this year and 31.02% over the past 12 months. Over the last ten years, AIWEX has returned 11.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


Cavanal Hill World Energy Fund Institutional Class

1D
0.18%
1M
-6.12%
YTD
24.90%
6M
25.37%
1Y
31.02%
3Y*
23.73%
5Y*
20.44%
10Y*
11.61%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIWEX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, AIWEX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +24.6%, while the worst month was Mar 2020 at -24.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AIWEX closed higher 50% of trading days. The best single day was Oct 4, 2022 with a return of +9.7%, while the worst single day was Mar 9, 2020 at -13.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.06%10.61%4.09%5.56%-5.90%-2.55%24.90%
20254.07%-4.31%0.15%-4.92%11.30%7.99%2.56%0.12%5.24%1.92%0.55%-3.55%21.74%
2024-2.99%3.56%9.28%-2.40%3.33%-1.37%2.21%-3.77%-1.11%4.64%8.94%-6.33%13.42%
20234.58%-4.91%-2.67%1.31%-8.60%8.60%9.53%1.73%0.77%-2.65%-1.13%-0.26%4.93%
202212.40%4.47%7.89%-4.39%15.21%-17.08%9.12%2.70%-10.33%19.35%0.53%-4.84%32.76%
20215.66%14.62%0.31%1.37%6.41%3.35%-9.95%1.25%8.04%9.10%-7.48%1.66%36.90%

Benchmark Metrics

Cavanal Hill World Energy Fund Institutional Class has an annualized alpha of 0.13%, beta of 0.93, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participated in 92.81% of S&P 500 Index downside but only 83.19% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.43 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.13%
Beta
0.93
0.43
Upside Capture
83.19%
Downside Capture
92.81%

Expense Ratio

AIWEX has an expense ratio of 0.91%, placing it in the medium range.


Return for Risk

Risk / Return Rank

AIWEX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AIWEX Risk / Return Rank: 5353
Overall Rank
AIWEX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AIWEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AIWEX Omega Ratio Rank: 3737
Omega Ratio Rank
AIWEX Calmar Ratio Rank: 8484
Calmar Ratio Rank
AIWEX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Cavanal Hill World Energy Fund Institutional Class (AIWEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIWEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

3.70

2.66

+1.05

Martin ratioReturn relative to average drawdown

11.97

11.86

+0.11

Dividends

Dividend History

Cavanal Hill World Energy Fund Institutional Class provided a 0.90% dividend yield over the last twelve months, with an annual payout of $0.20 per share.


1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.20$0.14$0.29$0.23$0.28$0.16$0.13$0.17$0.12$0.06$0.12$0.08

Dividend yield

0.90%0.81%1.97%1.80%2.18%1.63%1.81%2.27%1.65%0.67%1.22%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for Cavanal Hill World Energy Fund Institutional Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.02$0.14
2024$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.00$0.29
2023$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.03$0.23
2022$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.28
2021$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Cavanal Hill World Energy Fund Institutional Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cavanal Hill World Energy Fund Institutional Class was 57.44%, occurring on Mar 23, 2020. Recovery took 290 trading sessions.

The current Cavanal Hill World Energy Fund Institutional Class drawdown is 8.41%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.44%Mar 2020
1y 10mo1y 1mo
2y 12moMay 2018 - May 2021
2016 bear market2016
-32.76%Jan 2016
8mo 20d2y 3d
2y 8moMay 2015 - Jan 2018
Bear market2022
-25.68%Jul 2022
1mo 6d1y 1mo
1y 3moJun 2022 - Sep 2023
2025 selloff2025
-23.00%Apr 2025
2mo 14d2mo 4d
4mo 18dJan 2025 - Jun 2025
2021 correction2021
-17.56%Aug 2021
1mo 22d1mo 16d
3mo 8dJun 2021 - Oct 2021

Drawdown Indicators


AIWEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.44%

-56.78%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-9.10%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-18.90%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-25.43%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-57.44%

-33.92%

-23.52%

Current Drawdown

Current decline from peak

-8.41%

-2.49%

-5.92%

Average Drawdown

Average peak-to-trough decline

-12.76%

-10.72%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.03%

+0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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