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Agriculture & Nutrition

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

ABT 3.45%PG 3.45%TTEK 3.45%OI 3.45%CCK 3.45%UL 3.45%HRL 3.45%PFGC 3.45%CHEF 3.45%PEP 3.45%KO 3.45%K 3.45%BG 3.45%SJM 3.45%MNST 3.45%TSN 3.45%CAG 3.45%SAM 3.45%ADM 3.45%INGR 3.45%IFF 3.45%NSRGY 3.45%DE 3.45%CNHI 3.45%AGCO 3.45%CTVA 3.45%NTR.TO 3.45%BAS.DE 3.45%CF 3.45%EquityEquity
PositionCategory/SectorTarget Weight
ABT
Abbott Laboratories		Healthcare
3.45%
ADM
Archer-Daniels-Midland Company		Consumer Defensive
3.45%
AGCO
AGCO Corporation		Industrials
3.45%
BAS.DE
BASF SE		Basic Materials
3.45%
BG
Bunge Limited		Consumer Defensive
3.45%
CAG
Conagra Brands, Inc.		Consumer Defensive
3.45%
CCK
Crown Holdings, Inc.		Consumer Cyclical
3.45%
CF
CF Industries Holdings, Inc.		Basic Materials
3.45%
CHEF
The Chefs' Warehouse, Inc.		Consumer Defensive
3.45%
CNHI
CNH Industrial N.V.		Industrials
3.45%
CTVA
Corteva, Inc.		Basic Materials
3.45%
DE
Deere & Company		Industrials
3.45%
HRL
Hormel Foods Corporation		Consumer Defensive
3.45%
IFF
International Flavors & Fragrances Inc.		Basic Materials
3.45%
INGR
Ingredion Incorporated		Consumer Defensive
3.45%
K
Kellogg Company		Consumer Defensive
3.45%
KO
The Coca-Cola Company		Consumer Defensive
3.45%
MNST
Monster Beverage Corporation		Consumer Defensive
3.45%
NSRGY
Nestlé S.A.		Consumer Defensive
3.45%
NTR.TO
Nutrien Ltd.		Basic Materials
3.45%
OI
O-I Glass, Inc.		Consumer Cyclical
3.45%
PEP
PepsiCo, Inc.		Consumer Defensive
3.45%
PFGC
Performance Food Group Company		Consumer Defensive
3.45%
PG
The Procter & Gamble Company		Consumer Defensive
3.45%
SAM
The Boston Beer Company, Inc.		Consumer Defensive
3.45%
SJM
The J. M. Smucker Company		Consumer Defensive
3.45%
TSN
Tyson Foods, Inc.		Consumer Defensive
3.45%
TTEK
Tetra Tech, Inc.		Industrials
3.45%
UL
The Unilever Group		Consumer Defensive
3.45%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is May 24, 2019, corresponding to the inception date of CTVA

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
Agriculture & Nutrition7.82%2.64%2.19%7.40%11.68%N/A
Portfolio components:
ABT
Abbott Laboratories		19.27%0.57%13.58%33.34%9.81%12.68%
PG
The Procter & Gamble Company		2.61%5.84%-4.04%5.79%10.15%11.07%
TTEK
Tetra Tech, Inc.		-11.98%12.99%-15.52%-16.08%17.29%21.90%
OI
O-I Glass, Inc.		20.94%-0.83%4.05%3.31%6.72%-5.85%
CCK
Crown Holdings, Inc.		19.78%1.87%7.55%18.67%8.51%6.55%
UL
The Unilever Group		14.49%1.38%8.48%20.45%6.45%7.39%
HRL
Hormel Foods Corporation		-0.29%4.67%-3.55%2.83%-5.93%3.12%
PFGC
Performance Food Group Company		5.93%8.44%1.50%28.68%25.49%N/A
CHEF
The Chefs' Warehouse, Inc.		29.32%6.41%42.65%61.80%30.56%13.27%
PEP
PepsiCo, Inc.		-12.79%-1.72%-18.17%-21.44%2.75%6.26%
KO
The Coca-Cola Company		16.66%0.63%13.35%18.00%11.91%9.22%
K
Kellogg Company		2.76%-0.30%3.07%41.17%9.70%7.11%
BG
Bunge Limited		2.36%-0.48%-11.31%-24.93%16.74%1.36%
SJM
The J. M. Smucker Company		4.32%-0.92%-2.47%4.86%2.91%2.46%
MNST
Monster Beverage Corporation		21.67%6.49%16.00%23.17%12.02%11.77%
TSN
Tyson Foods, Inc.		-0.53%-6.79%-11.42%1.34%1.60%5.35%
CAG
Conagra Brands, Inc.		-15.16%-4.07%-14.55%-19.33%-3.64%0.65%
SAM
The Boston Beer Company, Inc.		-23.38%-4.05%-27.32%-26.72%-16.18%-1.23%
ADM
Archer-Daniels-Midland Company		-2.39%1.91%-9.69%-19.60%6.46%2.07%
INGR
Ingredion Incorporated		2.33%5.04%-4.46%21.25%13.37%8.21%
IFF
International Flavors & Fragrances Inc.		-8.99%-3.16%-15.38%-18.97%-8.52%-1.78%
NSRGY
Nestlé S.A.		34.57%0.66%26.69%3.42%2.47%6.23%
DE
Deere & Company		19.90%5.11%9.46%37.10%27.86%20.63%
CNHI
CNH Industrial N.V.		0.00%0.00%0.00%0.00%11.99%N/A
AGCO
AGCO Corporation		5.43%3.23%-2.62%-7.57%14.35%9.20%
CTVA
Corteva, Inc.		24.63%13.04%14.37%28.01%21.32%N/A
NTR.TO
Nutrien Ltd.		32.97%3.87%28.41%3.97%12.62%N/A
BAS.DE
BASF SE		14.71%1.05%12.95%-3.49%1.26%-1.29%
CF
CF Industries Holdings, Inc.		7.60%13.20%2.39%16.54%26.12%6.56%
*Annualized

Monthly Returns

The table below presents the monthly returns of Agriculture & Nutrition, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.84%0.52%-0.21%1.17%3.31%0.00%7.82%
2024-2.40%2.18%4.40%-3.11%2.05%-3.37%3.89%3.94%1.60%-3.49%2.72%-5.22%2.55%
20233.68%-4.64%0.78%1.13%-7.76%5.74%5.35%-5.35%-5.41%-5.11%4.20%5.44%-3.35%
2022-2.45%2.48%3.66%-1.36%0.73%-7.59%5.75%-2.36%-7.91%11.31%6.86%-3.36%4.00%
2021-0.53%6.75%5.84%3.16%1.06%-2.68%-1.71%1.26%-2.15%3.30%-2.95%8.89%21.22%
2020-2.65%-8.97%-12.53%10.52%3.32%0.24%7.57%6.95%-0.82%-0.69%13.91%4.22%19.35%
2019-2.60%8.20%1.65%-1.20%1.46%-2.10%3.01%3.78%12.38%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Agriculture & Nutrition has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Agriculture & Nutrition is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Agriculture & Nutrition is 4242
Overall Rank
The Sharpe Ratio Rank of Agriculture & Nutrition is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of Agriculture & Nutrition is 4848
Sortino Ratio Rank
The Omega Ratio Rank of Agriculture & Nutrition is 3535
Omega Ratio Rank
The Calmar Ratio Rank of Agriculture & Nutrition is 5959
Calmar Ratio Rank
The Martin Ratio Rank of Agriculture & Nutrition is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABT
Abbott Laboratories		1.571.921.251.056.24
PG
The Procter & Gamble Company		0.300.401.060.340.73
TTEK
Tetra Tech, Inc.		-0.48-0.410.94-0.32-0.59
OI
O-I Glass, Inc.		0.070.671.080.160.78
CCK
Crown Holdings, Inc.		0.731.471.180.482.65
UL
The Unilever Group		1.071.461.211.172.41
HRL
Hormel Foods Corporation		0.130.421.050.100.56
PFGC
Performance Food Group Company		0.991.661.221.434.07
CHEF
The Chefs' Warehouse, Inc.		1.772.461.342.487.08
PEP
PepsiCo, Inc.		-1.09-1.290.84-0.62-1.43
KO
The Coca-Cola Company		1.051.511.191.082.32
K
Kellogg Company		1.967.332.272.5527.82
BG
Bunge Limited		-0.90-1.110.86-0.57-0.96
SJM
The J. M. Smucker Company		0.200.371.040.090.45
MNST
Monster Beverage Corporation		0.911.411.220.984.05
TSN
Tyson Foods, Inc.		0.060.381.050.090.43
CAG
Conagra Brands, Inc.		-0.80-0.900.89-0.46-1.13
SAM
The Boston Beer Company, Inc.		-0.94-1.010.89-0.26-1.22
ADM
Archer-Daniels-Midland Company		-0.73-0.870.89-0.35-1.01
INGR
Ingredion Incorporated		0.821.691.231.212.51
IFF
International Flavors & Fragrances Inc.		-0.69-0.860.88-0.37-1.11
NSRGY
Nestlé S.A.		0.150.361.050.080.24
DE
Deere & Company		1.272.211.261.837.07
CNHI
CNH Industrial N.V.		———0.00—
AGCO
AGCO Corporation		-0.190.201.02-0.05-0.21
CTVA
Corteva, Inc.		1.052.031.301.636.81
NTR.TO
Nutrien Ltd.		0.140.731.090.181.40
BAS.DE
BASF SE		-0.110.341.040.050.18
CF
CF Industries Holdings, Inc.		0.520.941.130.461.62

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Agriculture & Nutrition Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 0.56
  • 5-Year: 0.73
  • All Time: 0.53

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Agriculture & Nutrition compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Agriculture & Nutrition provided a 2.26% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.26%2.56%2.49%2.11%1.91%1.97%1.96%2.09%1.60%1.70%1.76%1.66%
Portfolio components:
ABT
Abbott Laboratories		1.71%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
PG
The Procter & Gamble Company		2.40%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%
TTEK
Tetra Tech, Inc.		0.68%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%0.79%
OI
O-I Glass, Inc.		0.00%0.00%0.00%0.00%0.00%0.42%1.68%0.00%0.00%0.00%0.00%0.00%
CCK
Crown Holdings, Inc.		1.29%1.21%1.04%1.07%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UL
The Unilever Group		3.03%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
HRL
Hormel Foods Corporation		3.73%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%
PFGC
Performance Food Group Company		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHEF
The Chefs' Warehouse, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.		4.14%3.52%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%
KO
The Coca-Cola Company		2.73%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
K
Kellogg Company		3.44%2.79%3.99%3.28%3.59%3.66%3.27%3.86%3.12%2.77%2.74%2.90%
BG
Bunge Limited		3.51%3.48%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%
SJM
The J. M. Smucker Company		3.84%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%
MNST
Monster Beverage Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSN
Tyson Foods, Inc.		3.54%3.43%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%
CAG
Conagra Brands, Inc.		6.12%5.05%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%
SAM
The Boston Beer Company, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.03%
ADM
Archer-Daniels-Midland Company		4.18%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
INGR
Ingredion Incorporated		2.29%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%
IFF
International Flavors & Fragrances Inc.		2.09%1.89%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%
NSRGY
Nestlé S.A.		3.19%4.17%2.76%2.64%2.18%2.34%2.24%3.12%2.68%3.16%3.11%3.31%
DE
Deere & Company		1.22%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
CNHI
CNH Industrial N.V.		0.00%4.10%3.14%1.88%0.68%1.40%1.59%1.61%0.77%1.47%3.14%3.42%
AGCO
AGCO Corporation		1.18%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%
CTVA
Corteva, Inc.		1.19%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%
NTR.TO
Nutrien Ltd.		2.68%3.36%2.84%2.61%2.55%2.94%2.83%2.54%0.00%0.00%0.00%0.00%
BAS.DE
BASF SE		5.31%8.01%6.97%7.33%5.34%5.10%4.75%5.13%3.27%3.28%3.96%3.86%
CF
CF Industries Holdings, Inc.		2.20%2.34%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Agriculture & Nutrition. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Agriculture & Nutrition was 34.29%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Agriculture & Nutrition drawdown is 0.91%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.29%Feb 6, 202033Mar 23, 2020109Aug 24, 2020142
-17.69%Feb 2, 2023191Oct 27, 2023231Sep 19, 2024422
-16.12%Apr 21, 2022117Sep 30, 202245Dec 2, 2022162
-10.91%Oct 1, 2024134Apr 8, 202523May 12, 2025157
-8.27%May 10, 202197Sep 21, 202169Dec 27, 2021166
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 29 assets, with an effective number of assets of 29.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSAMNSRGYBAS.DEKCFSJMHRLCHEFABTNTR.TOULCAGPGTTEKBGOIPFGCTSNMNSTCNHICTVAIFFPEPCCKAGCODEINGRKOADMPortfolio
^GSPC1.000.370.320.380.180.330.180.180.460.500.380.350.230.360.570.370.480.530.330.530.530.460.550.420.540.500.520.440.430.430.70
SAM0.371.000.210.160.110.100.130.160.230.260.130.200.200.200.230.140.210.260.230.340.200.200.240.270.270.190.210.200.230.160.39
NSRGY0.320.211.000.170.290.070.300.310.130.390.140.510.300.400.230.170.130.200.230.330.220.190.280.430.250.160.180.250.410.200.40
BAS.DE0.380.160.171.000.100.260.070.110.260.150.370.230.120.120.260.280.400.290.230.190.470.340.330.120.330.410.400.310.210.320.50
K0.180.110.290.101.000.090.590.560.090.270.090.380.620.480.150.190.120.140.360.280.130.140.200.510.200.110.130.330.450.300.39
CF0.330.100.070.260.091.000.110.070.260.100.650.090.130.050.260.460.350.280.260.160.370.520.270.100.310.420.440.340.190.500.52
SJM0.180.130.300.070.590.111.000.580.110.290.100.350.620.470.130.200.150.140.350.310.120.160.230.530.200.150.170.340.470.310.42
HRL0.180.160.310.110.560.070.581.000.110.280.110.360.550.460.170.200.150.140.420.340.100.170.210.530.250.150.160.330.450.310.42
CHEF0.460.230.130.260.090.260.110.111.000.190.300.200.170.130.350.280.360.610.280.300.330.330.320.170.310.360.340.360.280.320.55
ABT0.500.260.390.150.270.100.290.280.191.000.140.390.290.460.320.190.200.250.240.400.240.250.340.450.370.220.270.280.440.250.46
NTR.TO0.380.130.140.370.090.650.100.110.300.141.000.120.140.090.300.470.410.310.270.200.450.490.320.130.350.460.470.330.220.510.58
UL0.350.200.510.230.380.090.350.360.200.390.121.000.360.540.300.150.210.250.300.370.210.190.290.490.320.190.210.310.490.240.45
CAG0.230.200.300.120.620.130.620.550.170.290.140.361.000.460.180.220.200.210.390.310.190.190.260.530.260.190.190.400.460.330.47
PG0.360.200.400.120.480.050.470.460.130.460.090.540.461.000.280.170.170.210.340.430.170.200.300.670.310.170.210.320.620.290.46
TTEK0.570.230.230.260.150.260.130.170.350.320.300.300.180.281.000.310.330.400.260.350.380.360.400.280.410.400.420.370.310.350.56
BG0.370.140.170.280.190.460.200.200.280.190.470.150.220.170.311.000.380.320.350.220.390.440.300.230.340.480.480.460.290.720.60
OI0.480.210.130.400.120.350.150.150.360.200.410.210.200.170.330.381.000.380.310.270.440.440.400.220.490.490.460.420.260.430.63
PFGC0.530.260.200.290.140.280.140.140.610.250.310.250.210.210.400.320.381.000.350.360.390.390.380.260.360.440.410.400.350.340.61
TSN0.330.230.230.230.360.260.350.420.280.240.270.300.390.340.260.350.310.351.000.290.290.340.310.380.350.320.300.460.420.430.57
MNST0.530.340.330.190.280.160.310.340.300.400.200.370.310.430.350.220.270.360.291.000.280.310.380.550.360.280.300.330.510.300.54
CNHI0.530.200.220.470.130.370.120.100.330.240.450.210.190.170.380.390.440.390.290.281.000.420.430.180.420.610.580.390.290.440.64
CTVA0.460.200.190.340.140.520.160.170.330.250.490.190.190.200.360.440.440.390.340.310.421.000.410.240.420.500.520.400.320.510.64
IFF0.550.240.280.330.200.270.230.210.320.340.320.290.260.300.400.300.400.380.310.380.430.411.000.320.450.430.400.410.360.380.61
PEP0.420.270.430.120.510.100.530.530.170.450.130.490.530.670.280.230.220.260.380.550.180.240.321.000.350.200.240.370.700.340.53
CCK0.540.270.250.330.200.310.200.250.310.370.350.320.260.310.410.340.490.360.350.360.420.420.450.351.000.440.440.380.400.390.64
AGCO0.500.190.160.410.110.420.150.150.360.220.460.190.190.170.400.480.490.440.320.280.610.500.430.200.441.000.780.430.270.540.68
DE0.520.210.180.400.130.440.170.160.340.270.470.210.190.210.420.480.460.410.300.300.580.520.400.240.440.781.000.420.320.540.68
INGR0.440.200.250.310.330.340.340.330.360.280.330.310.400.320.370.460.420.400.460.330.390.400.410.370.380.430.421.000.430.520.66
KO0.430.230.410.210.450.190.470.450.280.440.220.490.460.620.310.290.260.350.420.510.290.320.360.700.400.270.320.431.000.390.59
ADM0.430.160.200.320.300.500.310.310.320.250.510.240.330.290.350.720.430.340.430.300.440.510.380.340.390.540.540.520.391.000.69
Portfolio0.700.390.400.500.390.520.420.420.550.460.580.450.470.460.560.600.630.610.570.540.640.640.610.530.640.680.680.660.590.691.00
The correlation results are calculated based on daily price changes starting from May 27, 2019
Go to the full Correlations tool for more customization options