- ISIN
- US0245256690
- CUSIP
- 024525669
- Issuer
- American Beacon
- Inception Date
- Aug 19, 2014
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
AHLIX Performance Chart
American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) is up 11.9% since the beginning of the year. AHLIX is currently trading at $11 per share. Investors who bought $1,000 worth of AHLIX shares 5 years ago would now be looking at an investment worth $1,297.
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Returns By Period
American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) has returned 11.86% so far this year and 30.29% over the past 12 months. Over the last ten years, AHLIX has returned 5.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
American Beacon AHL Managed Futures Strategy Fund Class R5
- 1D
- 0.66%
- 1M
- -0.09%
- YTD
- 11.86%
- 6M
- 11.74%
- 1Y
- 30.29%
- 3Y*
- 4.07%
- 5Y*
- 5.34%
- 10Y*
- 5.02%
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%
AHLIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2015, AHLIX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.
Historically, 53% of months were positive and 47% were negative. The best month was Sep 2022 with a return of +7.9%, while the worst month was Feb 2018 at -7.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AHLIX closed higher 50% of trading days. The best single day was Mar 9, 2020 with a return of +3.0%, while the worst single day was Nov 26, 2021 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.67% | 4.47% | -2.19% | 1.26% | 1.63% | 0.66% | 11.86% | ||||||
| 2025 | -1.09% | -3.42% | -1.25% | -5.80% | -1.45% | 3.06% | -1.10% | 2.45% | 5.33% | 2.48% | 1.81% | 2.08% | 2.59% |
| 2024 | -1.21% | 4.90% | 4.38% | 2.61% | -1.55% | -1.48% | -2.62% | -3.56% | 1.30% | -2.27% | 0.00% | 1.97% | 2.07% |
| 2023 | 0.48% | -0.67% | -3.46% | 0.80% | 0.59% | 1.67% | -0.68% | -3.99% | 4.26% | -0.19% | -3.80% | 1.41% | -3.85% |
| 2022 | -0.10% | 2.19% | 7.47% | 3.30% | -0.59% | 0.93% | -2.35% | 3.43% | 7.88% | -1.31% | -4.13% | -0.27% | 16.94% |
| 2021 | -0.28% | 4.96% | 1.16% | 1.94% | 1.73% | -0.68% | -0.26% | -0.77% | -0.52% | 2.00% | -4.09% | 0.05% | 5.09% |
Benchmark Metrics
American Beacon AHL Managed Futures Strategy Fund Class R5 has an annualized alpha of 4.96%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.
- This fund captured 10.13% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.09%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.01 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
- 4.96%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 10.13%
- Downside Capture
- -8.09%
Expense Ratio
AHLIX has a high expense ratio of 1.53%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AHLIX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) 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.
| AHLIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 6.01 | 2.78 | +3.23 |
| Martin ratioReturn relative to average drawdown | 18.89 | 12.44 | +6.46 |
Dividends
Dividend History
American Beacon AHL Managed Futures Strategy Fund Class R5 provided a 7.38% dividend yield over the last twelve months, with an annual payout of $0.79 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.79 | $0.06 | $0.11 | $1.84 | $0.78 | $0.57 | $0.46 | $0.19 | $0.42 | $0.00 | $0.37 |
Dividend yield | 7.38% | 8.25% | 0.55% | 1.10% | 17.63% | 7.44% | 5.33% | 4.47% | 1.83% | 4.01% | 0.00% | 3.51% |
Monthly Dividends
The table displays the monthly dividend distributions for American Beacon AHL Managed Futures Strategy Fund Class R5. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.79 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.84 | $1.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
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 American Beacon AHL Managed Futures Strategy Fund Class R5. 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 American Beacon AHL Managed Futures Strategy Fund Class R5 was 21.62%, occurring on May 14, 2025. Recovery took 176 trading sessions.
The current American Beacon AHL Managed Futures Strategy Fund Class R5 drawdown is 0.93%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -21.62%May 2025 | 1y 28d | 8mo 18d | 1y 9moApr 2024 - Jan 2026 |
2016 correction2016 | -14.27%Nov 2016 | 8mo 26d | 1y 2mo | 1y 11moFeb 2016 - Jan 2018 |
Rate-hike selloffLate 2018 | -12.90%Nov 2018 | 9mo 12d | 9mo 10d | 1y 6moJan 2018 - Aug 2019 |
2024 correction2024 | -12.19%Jan 2024 | 1y 3mo | 2mo 29d | 1y 6moSep 2022 - Apr 2024 |
2019 correction2019 | -10.03%Dec 2019 | 3mo | 3mo 16d | 6mo 16dSep 2019 - Mar 2020 |
Drawdown Indicators
| AHLIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -56.78% | +35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -9.10% | +4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -18.90% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -25.43% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | -33.92% | +12.30% |
Current DrawdownCurrent decline from peak | -0.93% | -1.80% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -10.71% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.03% | -0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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