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American Beacon AHL Trend ETF (AHLT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

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 Trend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

American Beacon AHL Trend ETF (AHLT) has returned 7.28% so far this year and 22.29% over the past 12 months.


American Beacon AHL Trend ETF

1D
-0.09%
1M
-4.09%
YTD
7.28%
6M
18.06%
1Y
22.29%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 31, 2023, AHLT's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 58% of months were positive and 42% 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 55% 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%7.28%
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 1.37%, beta of 0.44, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since September 01, 2023.

  • This ETF captured 19.20% 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 0.44 may look defensive, but with R² of 0.15 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 0.15 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
1.37%
Beta
0.44
0.15
Upside Capture
19.20%
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 63 for risk / return — better than 63% 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: 6363
Overall Rank
AHLT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AHLT Sortino Ratio Rank: 6262
Sortino Ratio Rank
AHLT Omega Ratio Rank: 5757
Omega Ratio Rank
AHLT Calmar Ratio Rank: 8080
Calmar Ratio Rank
AHLT Martin Ratio Rank: 4848
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 a chosen benchmark (S&P 500 Index).


AHLTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.90

+0.31

Sortino ratio

Return per unit of downside risk

1.64

1.39

+0.25

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

2.27

1.40

+0.87

Martin ratio

Return relative to average drawdown

4.80

6.61

-1.81

Explore AHLT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

American Beacon AHL Trend ETF provided a 1.58% 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

1.58%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
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 4.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.18%Oct 4, 2023404May 14, 2025152Dec 19, 2025556
-6.63%Jan 30, 202636Mar 23, 2026
-3.28%Dec 29, 20253Dec 31, 20253Jan 6, 20266
-1.91%Jan 15, 20263Jan 20, 20262Jan 22, 20265
-1.78%Jan 7, 20262Jan 8, 20262Jan 12, 20264

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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