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American Beacon AHL Managed Futures Strategy Fund ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0245256518
CUSIP024525651
IssuerAmerican Beacon
Inception DateAug 18, 2014
CategorySystematic Trend
Min. Investment$2,500
Asset ClassAlternatives

Expense Ratio

AHLPX has a high expense ratio of 1.83%, indicating higher-than-average management fees.


Expense ratio chart for AHLPX: current value at 1.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.83%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Beacon AHL Managed Futures Strategy Fund

Popular comparisons: AHLPX vs. QQQ, AHLPX vs. DBMF

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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.08%
15.07%
AHLPX (American Beacon AHL Managed Futures Strategy Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

American Beacon AHL Managed Futures Strategy Fund had a return of 6.07% year-to-date (YTD) and 1.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.07%15.04%
1 month-3.64%3.47%
6 months6.08%15.07%
1 year1.81%24.43%
5 years (annualized)5.81%13.22%
10 years (annualized)N/A10.85%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.23%4.90%4.37%2.57%-1.58%6.07%
20230.49%-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%-0.33%16.48%
2021-0.28%4.84%1.09%1.97%1.67%-0.78%-0.26%-0.70%-0.62%2.04%-4.16%0.03%4.67%
2020-0.60%2.50%5.75%-1.29%-1.40%-1.99%2.32%0.94%-3.18%-1.55%3.34%5.54%10.36%
2019-3.91%-0.50%2.99%2.81%-0.19%0.09%3.58%3.73%-4.57%-4.23%1.54%-0.76%0.09%
20187.30%-7.52%-0.68%-1.07%0.20%0.98%-0.78%2.26%-2.02%0.29%0.88%2.94%2.15%
2017-1.74%2.66%0.10%-0.96%0.77%-1.63%3.02%1.70%-2.70%4.40%-0.92%0.23%4.79%
20164.80%2.11%-2.33%-1.20%-2.79%1.34%0.38%-2.07%-2.88%-0.99%1.80%1.47%-0.67%
20154.21%-0.53%1.41%-1.57%-1.33%-3.58%3.25%0.54%1.70%-4.58%1.48%-2.17%-1.55%
20141.10%1.39%1.46%5.48%2.44%12.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHLPX is 8, indicating that it is in the bottom 8% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AHLPX is 88
AHLPX (American Beacon AHL Managed Futures Strategy Fund)
The Sharpe Ratio Rank of AHLPX is 77Sharpe Ratio Rank
The Sortino Ratio Rank of AHLPX is 66Sortino Ratio Rank
The Omega Ratio Rank of AHLPX is 77Omega Ratio Rank
The Calmar Ratio Rank of AHLPX is 1111Calmar Ratio Rank
The Martin Ratio Rank of AHLPX is 88Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


AHLPX
Sharpe ratio
The chart of Sharpe ratio for AHLPX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for AHLPX, currently valued at 0.32, compared to the broader market0.005.0010.000.32
Omega ratio
The chart of Omega ratio for AHLPX, currently valued at 1.04, compared to the broader market1.002.003.004.001.04
Calmar ratio
The chart of Calmar ratio for AHLPX, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.14
Martin ratio
The chart of Martin ratio for AHLPX, currently valued at 0.52, compared to the broader market0.0020.0040.0060.0080.000.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.008.12

Sharpe Ratio

The current American Beacon AHL Managed Futures Strategy Fund Sharpe ratio is 0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of American Beacon AHL Managed Futures Strategy Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.19
2.17
AHLPX (American Beacon AHL Managed Futures Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

American Beacon AHL Managed Futures Strategy Fund granted a 0.59% dividend yield in the last twelve months. The annual payout for that period amounted to $0.06 per share.


PeriodTTM2023202220212020201920182017201620152014
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

0.59%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$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$1.80$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$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$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$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$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$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$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$0.35
2014$0.31$0.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-5.33%
0
AHLPX (American Beacon AHL Managed Futures Strategy Fund)
Benchmark (^GSPC)

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 5.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.52%Feb 12, 2016186Nov 4, 2016303Jan 22, 2018489
-13.16%Jan 29, 2018198Nov 7, 2018199Aug 26, 2019397
-12.64%Sep 28, 2022327Jan 17, 202461Apr 15, 2024388
-10.03%Sep 4, 201964Dec 3, 201972Mar 18, 2020136
-9.11%Mar 20, 2015197Dec 29, 201530Feb 11, 2016227

Volatility

Volatility Chart

The current American Beacon AHL Managed Futures Strategy Fund volatility is 2.99%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.99%
2.33%
AHLPX (American Beacon AHL Managed Futures Strategy Fund)
Benchmark (^GSPC)