PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
American Beacon AHL TargetRisk Fund (AHTPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0245263118
CUSIP024526311
IssuerAmerican Beacon
Inception DateDec 30, 2018
CategoryTactical Allocation
Min. Investment$2,500
Asset ClassEquity

Expense Ratio

AHTPX has a high expense ratio of 1.41%, indicating higher-than-average management fees.


Expense ratio chart for AHTPX: current value at 1.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.41%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: AHTPX vs. MAFIX, AHTPX vs. AQRIX, AHTPX vs. CAOS, AHTPX vs. EBSIX, AHTPX vs. GBFFX, AHTPX vs. QIS, AHTPX vs. RSBT, AHTPX vs. QDSIX, AHTPX vs. MTBA, AHTPX vs. PRPFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Beacon AHL TargetRisk Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%JuneJulyAugustSeptemberOctoberNovember
29.81%
139.17%
AHTPX (American Beacon AHL TargetRisk Fund)
Benchmark (^GSPC)

Returns By Period

American Beacon AHL TargetRisk Fund had a return of 7.79% year-to-date (YTD) and 16.16% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.79%25.70%
1 month-0.44%3.51%
6 months0.18%14.80%
1 year16.16%37.91%
5 years (annualized)0.86%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of AHTPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.10%2.19%4.47%-2.23%3.01%0.71%1.05%-2.52%2.77%-3.12%7.79%
20234.47%-2.59%2.76%0.80%-2.07%3.63%3.31%-2.73%-1.84%-1.38%3.70%5.16%13.48%
2022-4.12%-0.77%-0.43%-4.09%0.00%-5.99%5.60%-4.57%-4.31%1.50%3.35%-5.46%-18.32%
2021-0.55%-0.95%1.12%0.71%2.28%3.38%5.27%1.27%-2.65%1.93%-1.47%-7.62%2.13%
20201.15%-4.48%-1.45%0.52%1.03%1.45%2.44%1.23%-1.38%-1.40%4.66%1.03%4.61%
20195.40%0.95%5.26%1.07%-0.35%6.29%2.25%2.94%-0.32%-0.48%0.16%-3.02%21.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHTPX is 21, indicating that it is in the bottom 21% 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 AHTPX is 2121
Combined Rank
The Sharpe Ratio Rank of AHTPX is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of AHTPX is 2121Sortino Ratio Rank
The Omega Ratio Rank of AHTPX is 2626Omega Ratio Rank
The Calmar Ratio Rank of AHTPX is 2020Calmar Ratio Rank
The Martin Ratio Rank of AHTPX is 1515Martin 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 TargetRisk Fund (AHTPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AHTPX
Sharpe ratio
The chart of Sharpe ratio for AHTPX, currently valued at 1.64, compared to the broader market0.002.004.001.64
Sortino ratio
The chart of Sortino ratio for AHTPX, currently valued at 2.21, compared to the broader market0.005.0010.002.21
Omega ratio
The chart of Omega ratio for AHTPX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for AHTPX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.0025.000.67
Martin ratio
The chart of Martin ratio for AHTPX, currently valued at 5.84, compared to the broader market0.0020.0040.0060.0080.00100.005.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current American Beacon AHL TargetRisk Fund Sharpe ratio is 1.64. 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 TargetRisk 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.64
2.97
AHTPX (American Beacon AHL TargetRisk Fund)
Benchmark (^GSPC)

Dividends

Dividend History

American Beacon AHL TargetRisk Fund provided a 3.37% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.0020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.38$0.38$0.31$0.92$0.00$0.02

Dividend yield

3.37%3.63%3.19%7.61%0.00%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for American Beacon AHL TargetRisk 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$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$0.38$0.38
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2020$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
2019$0.02$0.02

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.67%
0
AHTPX (American Beacon AHL TargetRisk Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Beacon AHL TargetRisk 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 TargetRisk Fund was 27.86%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current American Beacon AHL TargetRisk Fund drawdown is 11.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.86%Sep 16, 2021324Dec 28, 2022
-10.51%Sep 9, 2019133Mar 18, 2020191Dec 17, 2020324
-3.07%May 10, 20214May 13, 202111May 28, 202115
-2.72%Feb 12, 202110Feb 26, 202147May 5, 202157
-2.44%Aug 6, 202110Aug 19, 20217Aug 30, 202117

Volatility

Volatility Chart

The current American Beacon AHL TargetRisk Fund volatility is 2.28%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.28%
3.92%
AHTPX (American Beacon AHL TargetRisk Fund)
Benchmark (^GSPC)