American Beacon AHL Trend ETF

10-Year Study

AHLT.US · · US · ETF

Executive Summary: American Beacon AHL Trend ETF has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 16.2% and an annualized volatility of 33.1%.

1Y CAGR
+38.2%
3Y CAGR
+6.9%
5Y CAGR
+6.9%
10Y CAGR
+6.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +13.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 6.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.73.9-4.12.01.4-1.4——————9.3%
20253.5-4.20.6-7.7-0.22.5-1.93.77.83.52.63.713.7%
2024-0.66.43.43.81.3-1.9-4.1-4.93.1-5.0-0.35.76.1%
2023————————6.00.7-9.3-5.3-8.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 33.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 3.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-08-0110000
2023-09-0110596.482241154168
2023-10-0110668.23981894753
2023-11-019676.020204649756
2023-12-019166.579191562081
2024-01-019113.758224409334
2024-02-019699.995381314478
2024-03-0110029.85350369285
2024-04-0110412.112712721959
2024-05-0110548.783816125931
2024-06-0110345.645629253917
2024-07-019920.43264486927
2024-08-019430.809991476426
2024-09-019718.554099503282
2024-10-019230.988860570284
2024-11-019201.681201530046
2024-12-019723.928569929
2025-01-0110069.070342580502
2025-02-019643.017597191842
2025-03-019701.632915272314
2025-04-018958.948283318568
2025-05-018937.87028211771
2025-06-019164.941657604246
2025-07-018987.416181354785
2025-08-019323.908415664902
2025-09-0110048.832102383662
2025-10-0110397.248942950837
2025-11-0110666.014452286881
2025-12-0111058.81266191642
2026-01-0111907.811036978877
2026-02-0112369.679589188918
2026-03-0111863.723584267918
2026-04-0112103.05547041312
2026-05-0112268.908268706726
2026-06-0112092.558457862895
Annual Return Matrix
YearAnnual Return
20240.06080233058805207
20250.13727827003126247
20260.09347710532310738
Total Factor Risk
0.3309624460917875
VTI.US Exposure
0.024809179746462576
VEA.US Exposure
0.014602003934998121
VWO.US Exposure
0.00007567247755580655
QQQ.US Exposure
0.010799877831594352
VTV.US Exposure
0.0007196324000677196
IJR.US Exposure
0.007733107908006441
QUAL.US Exposure
0.005240044673287159
SHV.US Exposure
0.5076340458792229
TLT.US Exposure
-0.01055338994806683
LQD.US Exposure
0.24711843049790536
HYG.US Exposure
0.008739298960463856
GLD.US Exposure
0.011559144790007423
USO.US Exposure
0.005059574855153047
VNQ.US Exposure
0.051222049454291235
BTC-USD.CC Exposure
-0.0010393054829688161
CPER.US Exposure
0.03191629928673669
VIX.INDX Exposure
0.0022189430582588753
UUP.US Exposure
0.03316218692149958
TIP.US Exposure
0.010309212077251976
Idiosyncratic Exposure
0.038673990678272506
Value Score
30.2
Growth Score
50
Profit Score
75
Health Score
21.3
Yield Score
18.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.3x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued18.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.55%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$230.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.07
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
29
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.6%
50.0% retracement+13.0%
61.8% retracement+17.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is American Beacon AHL Trend ETF a high-risk investment?

American Beacon AHL Trend ETF (AHLT.US) has an annualized volatility of 33.1% and experienced a maximum drawdown of 16.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AHLT.US?

Over the past 10 years, AHLT.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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