American Beacon Quarterly Top 10s

Information as of 03/31/2019
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort7.6
Euro / US DollarShort6.6
US TreasuriesLong6.4
Australian Dollar / US DollarShort4.3
Canadian Dollar / US DollarShort4.3
Australian SPI 200 IndexLong3.8
S&P 500 IndexLong3.3
Mexican Peso / US DollarLong3
S&P TSX 60 IndexLong2.5
Taiwan MSCI IndexLong2.5

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).


For a prospectus containing more information, including expenses, click here. Read it carefully before you invest or send money. Past performance is no guarantee of future results.