American Beacon AHL Managed Futures Strategy Fund (AHLPX)
The investment seeks capital growth. The fund seeks to achieve its investment objective by implementing a quantitative trading strategy and systematic investment process designed to capitalize on price trends in a broad range of global markets including stock indices, bonds and bond futures, currency and currency futures, and interest rates by utilizing derivative instruments. It invests primarily in derivatives, including futures, and forward contracts,foreign currency forward contracts, including non-deliverable forwards (NDFs), and non-U.S. currency futures contracts. It is non-diversified.
Fund Info
US0245256518
024525651
Aug 18, 2014
$2,500
Expense Ratio
AHLPX has a high expense ratio of 1.83%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in American Beacon AHL Managed Futures Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
American Beacon AHL Managed Futures Strategy Fund had a return of 1.65% year-to-date (YTD) and 1.65% in the last 12 months. Over the past 10 years, American Beacon AHL Managed Futures Strategy Fund had an annualized return of 0.75%, while the S&P 500 had an annualized return of 11.11%, indicating that American Beacon AHL Managed Futures Strategy Fund did not perform as well as the benchmark.
AHLPX
1.65%
0.30%
-4.73%
1.65%
1.85%
0.75%
^GSPC (Benchmark)
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
Monthly Returns
The table below presents the monthly returns of AHLPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.23% | 4.90% | 4.37% | 2.57% | -1.58% | -1.51% | -2.68% | -3.54% | 1.22% | -2.22% | 0.00% | 1.65% | |
| 2023 | 0.49% | -0.68% | -3.53% | 0.81% | 0.50% | 1.71% | -0.79% | -3.98% | 4.25% | -0.20% | -3.88% | 1.36% | -4.20% |
| 2022 | -0.19% | 2.23% | 7.41% | 3.27% | -0.60% | 0.86% | -2.31% | 3.32% | 7.95% | -1.41% | -4.13% | -11.76% | 3.12% |
| 2021 | -0.28% | 4.84% | 1.09% | 1.97% | 1.67% | -0.78% | -0.26% | -0.70% | -0.62% | 2.04% | -4.16% | -2.92% | 1.58% |
| 2020 | -0.60% | 2.50% | 5.75% | -1.29% | -1.40% | -1.99% | 2.32% | 0.94% | -3.18% | -1.55% | 3.34% | 3.25% | 7.97% |
| 2019 | -3.91% | -0.50% | 2.99% | 2.81% | -0.19% | 0.09% | 3.59% | 3.73% | -4.57% | -4.23% | 1.54% | -2.61% | -1.77% |
| 2018 | 7.30% | -7.52% | -0.68% | -1.07% | 0.20% | 0.98% | -0.78% | 2.26% | -2.01% | 0.29% | 0.88% | 2.38% | 1.59% |
| 2017 | -1.74% | 2.66% | 0.10% | -0.96% | 0.77% | -1.63% | 3.02% | 1.71% | -2.70% | 4.40% | -0.92% | -3.70% | 0.68% |
| 2016 | 4.80% | 2.11% | -2.33% | -1.20% | -2.79% | 1.34% | 0.38% | -2.07% | -2.88% | -0.99% | 1.80% | 1.47% | -0.67% |
| 2015 | 4.21% | -0.53% | 1.41% | -1.57% | -1.33% | -3.58% | 3.25% | 0.54% | 1.70% | -4.58% | 1.48% | -3.60% | -2.98% |
| 2014 | 1.10% | 1.39% | 1.46% | 5.48% | 2.44% | 12.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AHLPX is 15, meaning it’s performing worse than 85% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund (AHLPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
American Beacon AHL Managed Futures Strategy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.06 | $0.49 | $0.42 | $0.31 | $0.23 | $0.10 | $0.00 | $0.00 | $0.20 | $0.31 |
Dividend yield | 0.00% | 0.63% | 4.75% | 4.09% | 2.96% | 2.26% | 0.91% | 0.00% | 0.00% | 1.91% | 2.80% |
Monthly Dividends
The table displays the monthly dividend distributions for American Beacon AHL Managed Futures Strategy Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2014 | $0.31 | $0.31 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the American Beacon AHL Managed Futures Strategy 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 American Beacon AHL Managed Futures Strategy Fund was 22.66%, occurring on Jan 17, 2024. The portfolio has not yet recovered.
The current American Beacon AHL Managed Futures Strategy Fund drawdown is 19.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.66% | Sep 28, 2022 | 327 | Jan 17, 2024 | — | — | — |
| -15.37% | Mar 20, 2015 | 413 | Nov 4, 2016 | 709 | Sep 3, 2019 | 1122 |
| -10.79% | Sep 4, 2019 | 104 | Jan 31, 2020 | 245 | Jan 21, 2021 | 349 |
| -10.64% | May 11, 2021 | 179 | Jan 24, 2022 | 41 | Mar 23, 2022 | 220 |
| -5.65% | Jul 15, 2022 | 20 | Aug 11, 2022 | 17 | Sep 6, 2022 | 37 |
Volatility
Volatility Chart
The current American Beacon AHL Managed Futures Strategy Fund volatility is 2.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.