Nasdaq - Delayed Quote USD
American Beacon AHL Mgd Futs Strat A (AHLAX)
8.85
0.00
(0.00%)
At close: 8:00:04 PM EDT
Fund Summary
The fund seeks to achieve its investment objective by implementing a quantitative trading strategy and systematic investment process designed to capitalize on price trends in a broad range of global markets by utilizing derivative instruments to seek exposure to stock indices, bonds, currencies, and interest rates. It invests primarily in derivatives, including futures contracts, and forward contracts, such as foreign currency forward contracts and non-deliverable forwards (“NDFs”). It is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 16.53% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 6 |
| Number of Years Down | 4 |
Performance & Risk
| YTD Return | -10.43% |
| 5y Average Return | 1.91% |
| Rank in Category (ytd) | 81 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.27 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| AHLAX | Category Average | AHLAX | Category Average | AHLAX | Category Average | |
| Alpha | -3.95 | 0.02 | 1.36 | -0.01 | 1.46 | -0 |
| BETA | -0.27 | 0 | -0.07 | 0 | -0.11 | 0 |
| Mean Annual Return | -0.03 | 0 | 0.27 | 0 | 0.21 | 0 |
| R-squared | 19.67 | 0.1 | 1.24 | 0.09 | 3.12 | 0.04 |
| Standard Deviation | 9.76 | 0.1 | 9.63 | 0.1 | 9.54 | 0.09 |
| Sharpe Ratio | -0.5 | 0 | 0.05 | 0 | 0.06 | 0 |
| Treynor Ratio | 20.17 | -0.04 | -0.65 | -1.01 | -1.25 | -0.27 |
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