American Beacon Select Etf Performance
The etf shows a Beta (market volatility) of -0.0362, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning American Beacon are expected to decrease at a much lower rate. During the bear market, American Beacon is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
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Over the last 90 days American Beacon Select has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, American Beacon is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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American Beacon Relative Risk vs. Return Landscape
If you would invest 2,183 in American Beacon Select on April 29, 2025 and sell it today you would earn a total of 123.00 from holding American Beacon Select or generate 5.63% return on investment over 90 days. American Beacon Select is currently generating 0.0913% in daily expected returns and assumes 0.7563% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than American, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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American Beacon Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Beacon's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as American Beacon Select, and traders can use it to determine the average amount a American Beacon's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1207
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average American Beacon is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of American Beacon by adding it to a well-diversified portfolio.
About American Beacon Performance
Assessing American Beacon's fundamental ratios provides investors with valuable insights into American Beacon's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the American Beacon is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.