PortfoliosLab logoPortfoliosLab logo
ISIN
US14956P1580
Inception Date
Dec 25, 2017
Min. Investment
$100
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

APENX Performance Chart

Cavanal Hill Strategic Enhanced Yield Fund (APENX) is up 0.6% since the beginning of the year. APENX is currently trading at $9 per share. Investors who bought $1,000 worth of APENX shares 5 years ago would now be looking at an investment worth $1,033.


Loading charts...

S&P 500 Index

Returns By Period

Cavanal Hill Strategic Enhanced Yield Fund (APENX) has returned 0.61% so far this year and 5.55% over the past 12 months.


Cavanal Hill Strategic Enhanced Yield Fund

1D
0.00%
1M
1.07%
YTD
0.61%
6M
1.15%
1Y
5.55%
3Y*
5.03%
5Y*
0.66%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APENX Monthly Returns History

Based on dividend-adjusted daily data since Dec 26, 2017, APENX's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +4.2%, while the worst month was Apr 2022 at -3.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, APENX closed higher 43% of trading days. The best single day was Nov 10, 2022 with a return of +1.3%, while the worst single day was Jun 13, 2022 at -1.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.16%1.52%-1.55%0.33%0.28%-0.11%0.61%
20250.59%2.17%-0.08%0.13%-0.44%1.61%0.01%1.38%1.11%0.66%0.64%-0.13%7.88%
20240.07%-0.85%1.36%-1.67%1.34%1.07%1.99%1.84%1.04%-2.29%1.02%-1.57%3.28%
20232.75%-2.60%2.31%0.00%-0.68%-0.23%-0.07%-0.63%-1.92%-1.67%4.19%3.58%4.87%
2022-1.94%-1.46%-1.49%-3.14%-0.38%-1.85%1.61%-1.39%-2.63%-1.02%-0.26%0.34%-12.87%
2021-0.54%-0.92%-0.93%0.45%0.56%0.75%0.66%0.27%-0.39%-0.10%0.28%-0.08%-0.01%

Benchmark Metrics

Cavanal Hill Strategic Enhanced Yield Fund has an annualized alpha of 2.21%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 26, 2017.

  • This fund participated in 12.02% of S&P 500 Index downside but only 10.26% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.21%
Beta
-0.00
0.00
Upside Capture
10.26%
Downside Capture
12.02%

Expense Ratio

APENX has a high expense ratio of 1.01%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

APENX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


APENX Risk / Return Rank: 3333
Overall Rank
APENX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
APENX Sortino Ratio Rank: 3535
Sortino Ratio Rank
APENX Omega Ratio Rank: 3131
Omega Ratio Rank
APENX Calmar Ratio Rank: 3636
Calmar Ratio Rank
APENX Martin Ratio Rank: 3030
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 Strategic Enhanced Yield Fund (APENX) 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.


APENXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.63

Martin ratioReturn relative to average drawdown

6.45

12.44

-5.99

Dividends

Dividend History

Cavanal Hill Strategic Enhanced Yield Fund provided a 3.94% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.35$0.36$0.39$0.32$0.33$0.21$0.34$0.42$0.20

Dividend yield

3.94%4.03%4.51%3.66%3.72%2.00%3.20%4.02%2.02%

Monthly Dividends

The table displays the monthly dividend distributions for Cavanal Hill Strategic Enhanced Yield Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.03$0.03$0.03$0.03$0.00$0.14
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2024$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.39
2023$0.03$0.03$0.03$0.00$0.03$0.03$0.03$0.04$0.03$0.00$0.04$0.04$0.32
2022$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.05$0.03$0.03$0.03$0.33
2021$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Cavanal Hill Strategic Enhanced Yield Fund. 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 Strategic Enhanced Yield Fund was 16.63%, occurring on Oct 19, 2023. Recovery took 495 trading sessions.

The current Cavanal Hill Strategic Enhanced Yield Fund drawdown is 1.05%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-16.63%Oct 2023
3y 2mo1y 11mo
5y 2moAug 2020 - Oct 2025
COVID crash2020
-4.14%Mar 2020
9d3mo 22d
4mo 1dMar 2020 - Jul 2020
2026 pullback2026
-2.65%May 2026
2mo 18d
3mo 23dMar 2026 - now
2019 pullback2019
-2.15%Sep 2019
8d4mo 16d
4mo 24dSep 2019 - Jan 2020
2018 pullback2018
-1.40%Feb 2018
1mo 20d21d
2mo 11dJan 2018 - Mar 2018

Drawdown Indicators


APENXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-56.78%

+40.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-9.10%

+6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.14%

-18.90%

+13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-25.43%

+9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.05%

-1.80%

+0.75%

Average Drawdown

Average peak-to-trough decline

-4.46%

-10.71%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.03%

-1.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with APENX

Add Cavanal Hill Strategic Enhanced Yield Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with APENX