American Beacon Quarterly Top 10s

Information as of 09/30/2018
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Crude OilLong7.1
US TreasuriesShort6.6
Japanese Yen / US DollarShort6.3
Australian Dollar / US DollarShort4.2
S&P 500 IndexLong3.4
Mexican Peso / US DollarLong3.2
GoldShort2.9
Natural GasLong2.9
Nasdaq 100 IndexLong2.6
RBOB GasolineLong2.6

Value at Risk (VaR) is a measure of the potential loss in value of a portfolio over a defined period for a given confidence interval. A one-day VaR at the 95% confidence level represents that there is a 5% probability that the mark-to-market loss on the portfolio over a one day horizon will exceed this value (assuming normal markets and no trading in the portfolio).


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