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Inception Date
Aug 30, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$49M

Share Price Chart


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Performance

AHLT Performance Chart

American Beacon AHL Trend ETF (AHLT) is up 12.7% since the beginning of the year. AHLT is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

American Beacon AHL Trend ETF (AHLT) has returned 12.65% so far this year and 37.17% over the past 12 months.


American Beacon AHL Trend ETF

1D
0.37%
1M
3.10%
YTD
12.65%
6M
16.87%
1Y
37.17%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHLT Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 2023, AHLT's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Sep 2025 with a return of +7.8%, while the worst month was Nov 2023 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AHLT closed higher 56% of trading days. The best single day was Oct 13, 2025 with a return of +4.3%, while the worst single day was Nov 14, 2023 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.68%3.88%-4.09%2.02%1.37%1.54%12.65%
20253.55%-4.23%0.61%-7.66%-0.23%2.54%-1.94%3.74%7.78%3.47%2.58%3.69%13.73%
2024-0.58%6.43%3.40%3.81%1.32%-1.93%-4.11%-4.94%3.05%-5.02%-0.32%5.68%6.08%
20235.96%0.68%-9.30%-5.26%-8.33%

Benchmark Metrics

American Beacon AHL Trend ETF has an annualized alpha of 1.04%, beta of 0.42, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since September 01, 2023.

  • This ETF captured 20.54% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.67%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.42 may look defensive, but with R2 of 0.13 this ETF 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 ETF's risk.
  • R2 of 0.13 means this ETF 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
1.04%
Beta
0.42
0.13
Upside Capture
20.54%
Downside Capture
-8.67%

Expense Ratio

AHLT has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AHLT ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


AHLT Risk / Return Rank: 6767
Overall Rank
AHLT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AHLT Sortino Ratio Rank: 5757
Sortino Ratio Rank
AHLT Omega Ratio Rank: 6464
Omega Ratio Rank
AHLT Calmar Ratio Rank: 8383
Calmar Ratio Rank
AHLT Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for American Beacon AHL Trend ETF (AHLT) and compare them to S&P 500 Index.


AHLTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.18

2.39

-0.20

Sortino ratio

Return per unit of downside risk

2.78

3.25

-0.48

Omega ratio

Gain probability vs. loss probability

1.40

1.43

-0.04

Calmar ratio

Return relative to maximum drawdown

4.52

3.11

+1.41

Martin ratio

Return relative to average drawdown

12.21

14.38

-2.17

Dividends

Dividend History

American Beacon AHL Trend ETF provided a 1.51% dividend yield over the last twelve months, with an annual payout of $0.45 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.45$0.45$0.00$0.83

Dividend yield

1.51%1.70%0.00%3.72%

Monthly Dividends

The table displays the monthly dividend distributions for American Beacon AHL Trend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.45$0.45
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$0.83$0.83

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 Trend ETF. 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 Trend ETF was 20.18%, occurring on May 14, 2025. Recovery took 152 trading sessions.

The current American Beacon AHL Trend ETF drawdown is 0.60%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-20.18%May 2025
1y 7mo7mo 9d
2y 2moOct 2023 - Dec 2025
2026 pullback2026
-6.63%Mar 2026
1mo 22d1mo 20d
3mo 12dJan 2026 - May 2026
2025 pullback2025
-3.28%Dec 2025
2d6d
8dDec 2025 - Jan 2026
2026 pullback2026
-2.14%May 2026
13d
19d 23hMay 2026 - now
2026 pullback2026
-1.91%Jan 2026
5d2d
7dJan 2026 - Jan 2026

Drawdown Indicators


AHLTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.18%

-56.78%

+36.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-9.10%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-9.41%

-10.72%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.97%

+1.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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