American Beacon Risk Adjusted Performance
AHLPX Fund | USD 9.79 0.04 0.41% |
American |
| = | 0.0229 |
ER[a] | = | Expected return on investing in American Beacon |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
American Beacon Risk Adjusted Performance Peers Comparison
American Risk Adjusted Performance Relative To Other Indicators
American Beacon Ahl is fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 112.39 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Beacon Ahl is roughly 112.39
Risk Adjusted Performance |
Compare American Beacon to Peers |
Thematic Opportunities
Explore Investment Opportunities
American Beacon Technical Signals
All American Beacon Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0229 | |||
Market Risk Adjusted Performance | (0.33) | |||
Mean Deviation | 0.4316 | |||
Semi Deviation | 0.5607 | |||
Downside Deviation | 0.6638 | |||
Coefficient Of Variation | 3071.35 | |||
Standard Deviation | 0.5787 | |||
Variance | 0.3349 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | 0.0095 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | (0.34) | |||
Maximum Drawdown | 2.57 | |||
Value At Risk | (0.92) | |||
Potential Upside | 1.01 | |||
Downside Variance | 0.4407 | |||
Semi Variance | 0.3144 | |||
Expected Short fall | (0.46) | |||
Skewness | (0.24) | |||
Kurtosis | 0.9497 |