AZSPX Performance — American Beacon Zebra Small Cap Equity Fund, Investor Class
Data updated: 2023-07-27
AZSPX returned −9.55% over one year to May 2023. The annualised 3-year return is +11.06%. Against its Money Market category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $137, against $110 for the category, and to $90 over one year, against $97. Volatility over the past three years was 20.52% a year. In the 12 months to May 2023 the fund lost a net $16.7M, and assets reached $24.24M.
AZSPX Growth of $100
What $100 invested in American Beacon Zebra Small Cap Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | AZSPX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $90 | $97 |
| 3 years (Jun 2020 – May 2023) | $137 | $110 |
| Since data start (Sep 2019 – May 2023) | $123 | $107 |
AZSPX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.55% |
| 3 years (annualised) | +11.06% |
AZSPX Annual Returns
Calendar-year total returns of American Beacon Zebra Small Cap Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | −1.26% |
| 2022 | −17.69% |
| 2021 | +25.68% |
| 2020 | +6.87% |
| 2019 (Sep–Dec) | +13.05% |
AZSPX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +8.7% | −1.4% | −4.4% | −3.3% | −0.4% | — | — | — | — | — | — | — |
| 2022 | −7.4% | +0.7% | +1.7% | −7.8% | +2.7% | −8.0% | +8.5% | −6.6% | −10.6% | +11.8% | +2.8% | −4.4% |
| 2021 | +5.2% | +8.2% | +1.6% | +1.2% | +3.4% | −1.2% | −0.1% | +2.6% | −4.3% | +4.7% | −3.5% | +6.1% |
| 2020 | −4.8% | −11.0% | −18.1% | +10.5% | +3.9% | +3.3% | +2.3% | +1.8% | −3.4% | +2.4% | +16.0% | +8.6% |
| 2019 | — | — | — | — | — | — | — | — | +5.4% | +2.8% | +2.4% | +1.9% |
AZSPX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 20.52%
- 3-year Sharpe ratio: 0.32 (vs 4.5% risk-free rate)
- Best month: +16.04% (Nov 2020)
- Worst month: −10.63% (Sep 2022)
AZSPX Fund Flows
Monthly money in and out of American Beacon Zebra Small Cap Equity Fund, from SEC Form N-PORT.
- 12-month net flow: −$16.7M
- 12-month gross sales (incl. reinvestments): $9.0M
- Sales ÷ redemptions: 0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $171K | $6.6M | −$6.4M |
| Apr 2023 | $172K | $882K | −$710K |
| Mar 2023 | $222K | $920K | −$698K |
| Feb 2023 | $261K | $850K | −$588K |
| Jan 2023 | $1.5M | $5.9M | −$4.4M |
| Dec 2022 | $3.4M | $2.2M | $1.2M |
| Nov 2022 | $200K | $3.5M | −$3.3M |
| Oct 2022 | $303K | $1.5M | −$1.2M |
| Sep 2022 | $517K | $801K | −$283K |
| Aug 2022 | $1.7M | $984K | $712K |
| Jul 2022 | $303K | $656K | −$354K |
| Jun 2022 | $194K | $827K | −$632K |
AZSPX Assets Under Management
Net assets of American Beacon Zebra Small Cap Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $24.24M |
| 2023-02-28 | $34.71M |
| 2022-11-30 | $40.50M |
| 2022-08-31 | $44.26M |
| 2022-05-31 | $47.76M |
| 2022-02-28 | $57.45M |
| 2021-11-30 | $69.96M |
| 2021-08-31 | $86.42M |
| 2021-05-31 | $92.14M |
| 2021-02-28 | $92.00M |
| 2020-11-30 | $77.14M |
| 2020-08-31 | $68.83M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.