American Beacon Backtesting

ALVCX -- USA Fund  

USD 24.37  0.14  0.57%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of American Beacon Large Cap Value C and determine expected loss or profit from investing in American Beacon over given investment horizon. Check also American Beacon Hype Analysis, American Beacon Correlation, Portfolio Optimization, American Beacon Volatility as well as analyze American Beacon Alpha and Beta and American Beacon Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

American Beacon 'What if' Analysis

October 14, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 13, 2018
0.00
If you would invest  0.00  in American Beacon on October 14, 2018 and sell it all today you would earn a total of 0.00 from holding American Beacon Large Cap Value C or generate 0.0% return on investment in American Beacon over 60 days. American Beacon is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, American Funds, and MFS Value. The investment seeks long-term capital appreciation and current income

American Beacon Upside/Downside Indicators

Information Ratio(0.08)
Maximum Drawdown5.3
Value At Risk(2.80)
Potential Upside1.71
  

American Beacon Market Premium Indicators

Risk Adjusted Performance(0.27)
Jensen Alpha(0.27)
Total Risk Alpha(0.11)
Treynor Ratio(11.41)

American Beacon Large Backtested Returns

Macroaxis considers American Beacon to be not too volatile. American Beacon Large secures Sharpe Ratio (or Efficiency) of -0.1365 which signifies that American Beacon Large had -0.1365% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. American Beacon Large Cap Value C exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American Beacon Large Mean Deviation of 1.04 and Risk Adjusted Performance of (0.27) to double-check risk estimate we provide. The organization shows Beta (market volatility) of 0.024 which signifies that as returns on market increase, American Beacon returns are expected to increase less than the market. However during bear market, the loss on holding American Beacon will be expected to be smaller as well.. Even though it is essential to pay attention to American Beacon Large historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. American Beacon Large Cap Value C exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.29) 
correlation synergy

Weak reverse predictability

American Beacon Large Cap Value C has weak reverse predictability. Overlapping area represents the amount of predictability between American Beacon time series from October 14, 2018 to November 13, 2018 and November 13, 2018 to December 13, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Beacon Large price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current American Beacon price fluctuation can be explain by its past prices. Given that American Beacon Large Cap Value C has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of American Beacon for similar time interval.
Correlation Coefficient-0.29
Spearman Rank Test-0.09
Residual Average0.0
Price Variance0.31

American Beacon Large lagged returns against current returns

 Current and Lagged Values 
      Timeline 

American Beacon regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

American Beacon Lagged Returns

 Regressed Prices 
      Timeline 

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American Beacon Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for American Beacon and American Funds American. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Check also American Beacon Hype Analysis, American Beacon Correlation, Portfolio Optimization, American Beacon Volatility as well as analyze American Beacon Alpha and Beta and American Beacon Performance. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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