PortfoliosLab logo

Cavanal Hill Moderate Duration Fund (APFBX)

Mutual Fund · Currency in USD · Last updated Mar 23, 2023

The fund invests primarily in debt obligations such as bonds, notes and debentures, and bills issued by U.S. corporations or the U.S. government, its agencies, or instrumentalities, municipal securities, mortgage-backed securities, asset-backed securities, collateralized mortgage obligations and fixed income ETFs. It invests at least 80% of its net assets in bonds and maintains an average portfolio duration between three and five years.

Share Price Chart


Loading data...

Performance

The chart shows the growth of $10,000 invested in Cavanal Hill Moderate Duration Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,828 for a total return of roughly 148.28%. All prices are adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2023FebruaryMarch
148.28%
1,147.21%
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with APFBX

Return

Cavanal Hill Moderate Duration Fund had a return of 2.14% year-to-date (YTD) and -2.99% in the last 12 months. Over the past 10 years, Cavanal Hill Moderate Duration Fund had an annualized return of 0.99%, while the S&P 500 had an annualized return of 9.73%, indicating that Cavanal Hill Moderate Duration Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month1.27%-3.48%
Year-To-Date2.14%2.54%
6 months1.93%2.10%
1 year-2.99%-11.75%
5 years (annualized)0.46%8.30%
10 years (annualized)0.99%9.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.03%-1.35%
2022-2.52%-0.94%1.73%0.12%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Cavanal Hill Moderate Duration Fund Sharpe ratio is -0.59. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.50-2.00-1.50-1.00-0.50NovemberDecember2023FebruaryMarch
-0.59
-0.50
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

Dividend History

Cavanal Hill Moderate Duration Fund granted a 2.51% dividend yield in the last twelve months. The annual payout for that period amounted to $0.24 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.24$0.19$0.16$0.17$0.24$0.19$0.13$0.21$0.12$0.13$0.18$0.30

Dividend yield

2.51%1.99%1.57%1.62%2.39%1.96%1.40%2.24%1.34%1.40%1.98%3.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.02$0.02
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02
2021$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.01$0.01$0.01
2020$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2018$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.07
2015$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2014$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2013$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2012$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-8.47%
-17.92%
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Cavanal Hill Moderate Duration Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Cavanal Hill Moderate Duration Fund is 20.16%, recorded on Mar 10, 2009. It took 300 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.16%Mar 3, 2008257Mar 10, 2009300May 18, 2010557
-12.69%Aug 5, 2021306Oct 20, 2022
-11.86%Dec 31, 1991790Jan 9, 1995716Oct 7, 19971506
-5.63%Mar 9, 202010Mar 20, 202084Jul 21, 202094
-3.79%Jul 11, 2016120Dec 28, 2016170Aug 31, 2017290
-2.75%Dec 17, 2003102May 13, 200476Sep 1, 2004178
-2.47%Nov 5, 201028Dec 15, 201031Jan 31, 201159
-1.93%Jun 16, 200341Aug 13, 200384Dec 11, 2003125
-1.92%Feb 20, 199198Jul 5, 199128Aug 14, 1991126
-1.91%Aug 19, 201137Oct 11, 201176Jan 31, 2012113

Volatility Chart

Current Cavanal Hill Moderate Duration Fund volatility is 8.93%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
8.93%
21.56%
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)