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American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) Sharpe Ratio: 2.90

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The Fund seeks to capitalize on price trends in approximately 120 global markets through a fully systematic investment approach, aiming for capital growth.

AHLIX's Sharpe Ratio of 2.90 indicates that for each unit of volatility, it generates 2.90 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AHLIX Sharpe Ratio Rank

AHLIX Sharpe Ratio Rank: 92.893
Exceptional

AHLIX ranks above 92.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

AHLIX Sharpe Ratio Market Positioning

The chart shows AHLIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.29+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares American Beacon AHL Managed Futures Strategy Fund Class R5's Sharpe Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how AHLIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QNZNXAQR Trend Total Return Fund3.42
LOTIXLoCorr Market Trend Fund3.42
AQMIXAQR Managed Futures Strategy Fund2.93
AQMNXAQR Managed Futures Strategy Fund Class N2.92
AHLIXAmerican Beacon AHL Managed Futures Strategy Fund Class R52.90
AHLPXAmerican Beacon AHL Managed Futures Strategy Fund2.85
QMHIXAQR Managed Futures Strategy HV Fund2.67
GFIRXGoldman Sachs Managed Futures Strategy Fund2.66
QMHNXAQR Managed Futures Strategy HV Fund Class N2.65
GMSAXGoldman Sachs Managed Futures Strategy Fund Class A2.59

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AHLIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AHLIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does AHLIX fit in your portfolio?

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