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American Beacon Zebra Small Cap Equity Fund (AZSPX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0245246477
CUSIP024524647
IssuerAmerican Beacon
Inception DateJun 1, 2010
CategorySmall Cap Blend Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The American Beacon Zebra Small Cap Equity Fund has a high expense ratio of 1.27%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.27%

Share Price Chart


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American Beacon Zebra Small Cap Equity Fund

Performance

Performance Chart

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


220.00%240.00%260.00%280.00%300.00%Sat 30Mon 02Wed 04Fri 06Oct 08Tue 10Thu 12Sat 14Mon 16
228.74%
308.48%
AZSPX (American Beacon Zebra Small Cap Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A10.16%
1 monthN/A3.47%
6 monthsN/A22.20%
1 yearN/A30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for American Beacon Zebra Small Cap Equity Fund (AZSPX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AZSPX
American Beacon Zebra Small Cap Equity Fund
^GSPC
S&P 500
2.79

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.20Sat 30Mon 02Wed 04Fri 06Oct 08Tue 10Thu 12Sat 14Mon 16
0.24
1.18
AZSPX (American Beacon Zebra Small Cap Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

American Beacon Zebra Small Cap Equity Fund granted a 99.97% dividend yield in the last twelve months. The annual payout for that period amounted to $11.01 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$11.01$0.92$6.35$0.14$0.06$1.55$1.48$0.17$1.45$0.22$1.56

Dividend yield

99.97%8.31%43.49%0.81%0.38%11.94%9.13%1.09%11.45%1.48%10.84%

Monthly Dividends

The table displays the monthly dividend distributions for American Beacon Zebra Small Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$11.01$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.35
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.55
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.48
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22
2013$1.56

Drawdowns

Drawdowns Chart

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


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%Sat 30Mon 02Wed 04Fri 06Oct 08Tue 10Thu 12Sat 14Mon 16
-20.83%
-8.82%
AZSPX (American Beacon Zebra Small Cap Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Beacon Zebra Small Cap Equity 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 Zebra Small Cap Equity Fund was 41.06%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.06%Aug 28, 2018391Mar 18, 2020182Dec 4, 2020573
-27.94%Nov 8, 2021222Sep 26, 2022
-24.85%Apr 7, 2011124Oct 3, 201185Feb 3, 2012209
-19.53%Jun 24, 2015161Feb 11, 2016134Aug 23, 2016295
-13.22%Mar 27, 201247Jun 1, 201272Sep 14, 2012119

Volatility

Volatility Chart

The current American Beacon Zebra Small Cap Equity Fund volatility is 0.00%, 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.


0.00%1.00%2.00%3.00%4.00%Sat 30Mon 02Wed 04Fri 06Oct 08Tue 10Thu 12Sat 14Mon 160
3.69%
AZSPX (American Beacon Zebra Small Cap Equity Fund)
Benchmark (^GSPC)