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Cavanal Hill Limited Duration Fund (APSTX)

Mutual Fund · Currency in USD · Last updated Apr 1, 2023

The fund invests primarily in debt obligations such as bonds, notes and debentures, and bills issued by U.S. corporations or by the U.S. government, its agencies or instrumentalities, municipal securities, mortgage-backed securities, asset-backed securities, and collateralized mortgage obligations and fixed income ETFs. It invests at least 80% of its net assets in bonds and maintains an average portfolio duration of less than three and one-half years. The fund normally invests at least 65% of its net assets in interest-bearing bonds.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Cavanal Hill Limited Duration Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,367 for a total return of roughly 93.67%. All prices are adjusted for splits and dividends.


100.00%150.00%200.00%250.00%NovemberDecember2023FebruaryMarch
93.67%
253.94%
APSTX (Cavanal Hill Limited Duration Fund)
Benchmark (^GSPC)

S&P 500

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Return

Cavanal Hill Limited Duration Fund had a return of 1.48% year-to-date (YTD) and -1.53% in the last 12 months. Over the past 10 years, Cavanal Hill Limited Duration Fund had an annualized return of 0.76%, while the S&P 500 had an annualized return of 10.16%, indicating that Cavanal Hill Limited Duration Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month0.68%3.51%
Year-To-Date1.48%7.03%
6 months2.37%12.88%
1 year-1.53%-10.71%
5 years (annualized)0.77%9.25%
10 years (annualized)0.76%10.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.37%-0.56%
2022-1.70%-0.70%1.03%0.47%

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 Limited Duration Fund Sharpe ratio is -0.50. 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.


-3.50-3.00-2.50-2.00-1.50-1.00-0.500.00NovemberDecember2023FebruaryMarch
-0.50
-0.46
APSTX (Cavanal Hill Limited Duration Fund)
Benchmark (^GSPC)

Dividend History

Cavanal Hill Limited Duration Fund granted a 2.59% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.23$0.18$0.14$0.15$0.22$0.19$0.13$0.12$0.10$0.08$0.13$0.20

Dividend yield

2.59%2.03%1.49%1.64%2.38%2.16%1.51%1.35%1.17%0.96%1.51%2.43%

Monthly Dividends

The table displays the monthly dividend distributions for Cavanal Hill Limited 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$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2020$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
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$0.01
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$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2012$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-5.39%
-14.33%
APSTX (Cavanal Hill Limited Duration Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Cavanal Hill Limited 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 Limited Duration Fund is 19.31%, recorded on Dec 29, 2008. It took 361 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.31%Mar 3, 2008209Dec 29, 2008361Jun 7, 2010570
-8.57%Feb 2, 2021446Nov 7, 2022
-3.15%Mar 10, 202011Mar 24, 202068Jun 30, 202079
-1.55%Sep 11, 2017113Feb 21, 2018212Dec 24, 2018325
-1.37%Dec 6, 200715Dec 27, 200710Jan 11, 200825
-1.37%May 17, 201377Sep 5, 201399Jan 28, 2014176
-1.36%Mar 1, 200217Mar 25, 200219Apr 22, 200236
-1.35%Dec 5, 200115Dec 26, 200111Jan 11, 200226
-1.18%Apr 11, 200027May 18, 200010Jun 2, 200037
-1.18%Jan 24, 200822Feb 25, 20084Feb 29, 200826

Volatility Chart

Current Cavanal Hill Limited Duration Fund volatility is 4.33%. 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
4.33%
15.42%
APSTX (Cavanal Hill Limited Duration Fund)
Benchmark (^GSPC)