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ISIN
US2300017298
CUSIP
230001729
Issuer
Cullen
Inception Date
Dec 14, 2015
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

ENHNX Performance Chart

Cullen Enhanced Equity Income Fund (ENHNX) is up 12.0% since the beginning of the year. ENHNX is currently trading at $11 per share. Investors who bought $1,000 worth of ENHNX shares 5 years ago would now be looking at an investment worth $1,302.


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Benchmark

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Returns By Period

Cullen Enhanced Equity Income Fund (ENHNX) has returned 12.04% so far this year and 17.04% over the past 12 months. Over the last ten years, ENHNX has returned 7.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


Cullen Enhanced Equity Income Fund

1D
-1.05%
1M
0.71%
6M
7.50%
YTD
12.04%
1Y
17.04%
3Y*
8.14%
5Y*
5.42%
10Y*
7.09%
ALL TIME*
7.64%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENHNX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, ENHNX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -12.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ENHNX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.22%4.05%-3.84%2.71%1.09%0.92%2.54%12.04%
20253.02%2.55%-1.29%-5.05%0.89%2.95%-0.48%3.19%-1.52%-2.42%3.37%1.22%6.20%
20240.59%-0.29%4.96%-2.37%1.26%-1.27%4.83%2.73%1.38%-1.19%3.24%-6.59%6.89%
20233.91%-3.50%-0.90%2.38%-6.22%4.17%2.22%-3.30%-3.66%-2.79%5.20%4.35%0.99%
20221.67%-1.30%2.18%-1.40%0.89%-9.79%4.79%-2.80%-8.73%9.15%6.84%-1.73%-1.98%
2021-0.40%4.88%6.80%1.98%3.17%-0.44%0.70%1.38%-2.92%2.94%-3.98%6.28%21.67%

Benchmark Metrics

Cullen Enhanced Equity Income Fund has an annualized alpha of -1.37%, beta of 0.72, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 78.98% of S&P 500 Index downside but only 63.83% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.37%
Beta
0.72
0.70
Upside Capture
63.83%
Downside Capture
78.98%

Expense Ratio

ENHNX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ENHNX ranks 47 for risk / return — above 47% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


ENHNX Risk / Return Rank: 4747
Overall Rank
ENHNX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ENHNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
ENHNX Omega Ratio Rank: 4040
Omega Ratio Rank
ENHNX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ENHNX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Cullen Enhanced Equity Income Fund (ENHNX) 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.


ENHNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

2.27

2.00

+0.27

Martin ratioReturn relative to average drawdown

6.04

8.49

-2.46

Dividends

Dividend History

Cullen Enhanced Equity Income Fund provided a 5.69% dividend yield over the last twelve months, with an annual payout of $0.64 per share.


4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.802016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.64$0.46$0.61$0.63$0.41$0.88$0.59$0.60$0.61$0.73$0.79

Dividend yield

5.69%4.38%5.99%6.22%3.82%7.77%5.86%5.69%6.45%6.82%7.67%

Monthly Dividends

The table displays the monthly dividend distributions for Cullen Enhanced Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.35
2025$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.14$0.46
2024$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.14$0.61
2023$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.16$0.63
2022$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.41
2021$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.45$0.88

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 Cullen Enhanced Equity Income 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 Cullen Enhanced Equity Income Fund was 35.59%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Cullen Enhanced Equity Income Fund drawdown is 1.57%.


Drawdown

Fall

Recovery

Underwater

Related event

-35.59%Mar 2020
2mo 24d8mo 6d
11moDec 2019 - Nov 2020
COVID crash2020
-18.30%Sep 2022
5mo 12d1y 7mo
2y 24dApr 2022 - May 2024
Bear market2022
-13.63%Dec 2018
10mo 29d2mo 24d
1y 1moJan 2018 - Mar 2019
Rate-hike selloffLate 2018
-13.60%Apr 2025
4mo 7d9mo 2d
1y 1moDec 2024 - Jan 2026
2025 selloff2025
-7.27%Jan 2016
14d1mo 17d
2mo 1dJan 2016 - Mar 2016

Drawdown Indicators


ENHNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-56.78%

+21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-9.10%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.60%

-18.90%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

-25.43%

+7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-33.92%

-1.67%

Current Drawdown

Current decline from peak

-1.57%

-1.58%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.02%

-10.70%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.14%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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