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
| ISIN | US0245256518 |
|---|---|
| CUSIP | 024525651 |
| Issuer | American Beacon |
| Inception Date | Aug 18, 2014 |
| Category | Systematic Trend |
| Min. Investment | $2,500 |
| Asset Class | Alternatives |
Expense Ratio
The American Beacon AHL Managed Futures Strategy Fund has a high expense ratio of 1.83%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: AHLPX vs. QQQ
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 10.19% year-to-date (YTD) and 9.75% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.19% | 5.84% |
| 1 month | 2.88% | -2.98% |
| 6 months | 7.13% | 22.02% |
| 1 year | 9.75% | 24.47% |
| 5 years (annualized) | 7.00% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.23% | 4.90% | 4.37% | |||||||||
| 2023 | 4.25% | -0.20% | -3.88% | 1.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
American Beacon AHL Managed Futures Strategy Fund(AHLPX)
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 granted a 0.57% dividend yield in the last twelve months. The annual payout for that period amounted to $0.06 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.06 | $0.06 | $1.80 | $0.74 | $0.54 | $0.42 | $0.15 | $0.42 | $0.00 | $0.35 | $0.31 |
Dividend yield | 0.57% | 0.63% | 17.64% | 7.15% | 5.14% | 4.17% | 1.45% | 4.07% | 0.00% | 3.40% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.80 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 |
| 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 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 |
| 2014 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 14.52%, occurring on Nov 4, 2016. Recovery took 303 trading sessions.
The current American Beacon AHL Managed Futures Strategy Fund drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.52% | Feb 12, 2016 | 186 | Nov 4, 2016 | 303 | Jan 22, 2018 | 489 |
| -13.16% | Jan 29, 2018 | 198 | Nov 7, 2018 | 199 | Aug 26, 2019 | 397 |
| -12.64% | Sep 28, 2022 | 327 | Jan 17, 2024 | 61 | Apr 15, 2024 | 388 |
| -10.03% | Sep 4, 2019 | 64 | Dec 3, 2019 | 72 | Mar 18, 2020 | 136 |
| -9.11% | Mar 20, 2015 | 197 | Dec 29, 2015 | 30 | Feb 11, 2016 | 227 |
Volatility
Volatility Chart
The current American Beacon AHL Managed Futures Strategy Fund volatility is 2.92%, 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.