Agriculture & Nutrition
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ABT Abbott Laboratories | Healthcare | 3.33% |
PG | 3.33% | |
TTEK | 3.33% | |
OI | 3.33% | |
CCK Crown Holdings, Inc. | Consumer Cyclical | 3.33% |
UL | 3.33% | |
HRL Hormel Foods Corporation | Consumer Defensive | 3.33% |
PFGC | 3.33% | |
CHEF The Chefs' Warehouse, Inc. | Consumer Defensive | 3.33% |
PEP | 3.33% | |
KO The Coca-Cola Company | Consumer Defensive | 3.33% |
TWNK | 3.33% | |
K Kellogg Company | Consumer Defensive | 3.33% |
BG Bunge Limited | Consumer Defensive | 3.33% |
SJM | 3.33% | |
MNST Monster Beverage Corporation | Consumer Defensive | 3.33% |
TSN | 3.33% | |
CAG Conagra Brands, Inc. | Consumer Defensive | 3.33% |
SAM | 3.33% | |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.33% |
INGR Ingredion Incorporated | Consumer Defensive | 3.33% |
IFF International Flavors & Fragrances Inc. | Basic Materials | 3.33% |
NSRGY Nestlé S.A. | Consumer Defensive | 3.33% |
DE Deere & Company | Industrials | 3.33% |
CNHI CNH Industrial N.V. | Industrials | 3.33% |
AGCO AGCO Corporation | Industrials | 3.33% |
CTVA Corteva, Inc. | Basic Materials | 3.33% |
NTR.TO Nutrien Ltd. | Basic Materials | 3.33% |
BAS.DE BASF SE | Basic Materials | 3.33% |
CF CF Industries Holdings, Inc. | Basic Materials | 3.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in Agriculture & Nutrition, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 24, 2019, corresponding to the inception date of CTVA
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Agriculture & Nutrition | -5.22% | 4.20% | -2.05% | -6.19% | N/A | N/A |
Portfolio components: | ||||||
ABT Abbott Laboratories | -2.90% | 10.31% | 3.84% | -0.30% | 10.20% | 13.09% |
PG | N/A | N/A | N/A | N/A | N/A | N/A |
TTEK | N/A | N/A | N/A | N/A | N/A | N/A |
OI | N/A | N/A | N/A | N/A | N/A | N/A |
CCK Crown Holdings, Inc. | 8.91% | 9.01% | 6.28% | 9.93% | 13.68% | 7.70% |
UL | N/A | N/A | N/A | N/A | N/A | N/A |
HRL Hormel Foods Corporation | -29.14% | -3.36% | -22.03% | -32.26% | -4.59% | 5.44% |
PFGC | N/A | N/A | N/A | N/A | N/A | N/A |
CHEF The Chefs' Warehouse, Inc. | -15.84% | 19.39% | -12.77% | -17.74% | -5.30% | 1.05% |
PEP | N/A | N/A | N/A | N/A | N/A | N/A |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
TWNK | N/A | N/A | N/A | N/A | N/A | N/A |
K Kellogg Company | -16.37% | 4.42% | -12.95% | -18.90% | 2.70% | 2.93% |
BG Bunge Limited | 7.44% | 2.33% | 12.99% | 11.24% | 15.40% | 5.33% |
SJM | N/A | N/A | N/A | N/A | N/A | N/A |
MNST Monster Beverage Corporation | 6.21% | -3.13% | -5.82% | 6.20% | 13.45% | 17.76% |
TSN | N/A | N/A | N/A | N/A | N/A | N/A |
CAG Conagra Brands, Inc. | -20.51% | 6.38% | -12.09% | -20.07% | 2.55% | 4.60% |
SAM | N/A | N/A | N/A | N/A | N/A | N/A |
ADM Archer-Daniels-Midland Company | -18.73% | 3.02% | 2.84% | -18.34% | 13.66% | 8.60% |
INGR Ingredion Incorporated | 10.75% | 6.10% | 0.78% | 10.34% | 4.85% | 7.14% |
IFF International Flavors & Fragrances Inc. | -24.35% | 8.17% | 0.37% | -25.78% | -8.43% | 1.21% |
NSRGY Nestlé S.A. | 0.49% | 2.95% | -4.79% | -0.84% | 8.52% | 7.43% |
DE Deere & Company | -14.35% | -1.54% | -3.38% | -16.86% | 21.61% | 17.54% |
CNHI CNH Industrial N.V. | -28.93% | 8.39% | -18.85% | -29.58% | 5.21% | 2.32% |
AGCO AGCO Corporation | -11.96% | 1.62% | -5.06% | -9.64% | 18.80% | 8.82% |
CTVA Corteva, Inc. | -22.28% | -6.81% | -19.47% | -28.32% | N/A | N/A |
NTR.TO Nutrien Ltd. | -23.30% | 0.76% | -4.06% | -26.49% | 5.89% | N/A |
BAS.DE BASF SE | 4.84% | 3.71% | -1.81% | 3.26% | 0.33% | -0.20% |
CF CF Industries Holdings, Inc. | -8.27% | -3.73% | 13.77% | -21.95% | 16.17% | 8.21% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -7.61% | 5.61% | 5.01% | -4.64% | -4.58% | -4.93% | 4.05% |
Dividend yield
Agriculture & Nutrition granted a 2.52% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Agriculture & Nutrition | 2.52% | 2.04% | 1.87% | 1.95% | 1.94% | 2.06% | 1.56% | 1.65% | 1.69% | 1.60% | 1.36% | 1.49% |
Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 1.95% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% | 3.06% |
PG | 2.57% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% | 3.26% |
TTEK | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% | 0.00% | 0.00% |
OI | 0.00% | 0.00% | 0.00% | 0.42% | 1.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CCK Crown Holdings, Inc. | 1.08% | 1.07% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UL | 3.91% | 3.61% | 3.77% | 3.07% | 3.18% | 3.49% | 2.82% | 3.44% | 3.06% | 3.72% | 3.39% | 3.17% |
HRL Hormel Foods Corporation | 3.51% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% | 1.51% | 1.92% |
PFGC | 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 | 2.98% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | 3.11% |
KO The Coca-Cola Company | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
TWNK | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
K Kellogg Company | 4.36% | 3.50% | 3.82% | 3.90% | 3.48% | 4.11% | 3.32% | 2.95% | 2.92% | 3.09% | 3.14% | 3.32% |
BG Bunge Limited | 2.46% | 2.31% | 2.20% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% | 1.41% | 1.39% | 1.43% |
SJM | 3.49% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% | 2.32% |
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 | 3.76% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% | 0.67% | 1.39% |
CAG Conagra Brands, Inc. | 4.61% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 1.97% | 2.37% | 2.76% | 2.97% | 3.29% |
SAM | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% |
ADM Archer-Daniels-Midland Company | 2.44% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% | 2.56% |
INGR Ingredion Incorporated | 2.74% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% | 1.43% |
IFF International Flavors & Fragrances Inc. | 4.22% | 3.05% | 2.07% | 2.79% | 2.29% | 2.12% | 1.74% | 2.04% | 1.72% | 1.70% | 1.70% | 1.95% |
NSRGY Nestlé S.A. | 2.82% | 2.64% | 2.20% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.31% | 2.96% | 3.24% |
DE Deere & Company | 1.39% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% | 2.13% |
CNHI CNH Industrial N.V. | 3.44% | 1.88% | 0.69% | 1.40% | 1.59% | 1.61% | 0.77% | 1.47% | 2.73% | 2.98% | 0.00% | 0.00% |
AGCO AGCO Corporation | 5.26% | 3.89% | 4.10% | 0.62% | 0.82% | 1.08% | 0.78% | 0.90% | 1.06% | 0.97% | 0.61% | 0.00% |
CTVA Corteva, Inc. | 1.37% | 0.99% | 1.14% | 1.34% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR.TO Nutrien Ltd. | 3.77% | 2.55% | 2.93% | 3.97% | 3.74% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAS.DE BASF SE | 7.52% | 7.33% | 5.34% | 5.10% | 4.75% | 5.13% | 3.27% | 3.28% | 3.96% | 3.86% | 3.36% | 3.51% |
CF CF Industries Holdings, Inc. | 2.09% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% | 0.79% |
Expense Ratio
The Agriculture & Nutrition has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
ABT Abbott Laboratories | 0.08 | ||||
PG | N/A | ||||
TTEK | N/A | ||||
OI | N/A | ||||
CCK Crown Holdings, Inc. | 0.41 | ||||
UL | N/A | ||||
HRL Hormel Foods Corporation | -1.52 | ||||
PFGC | N/A | ||||
CHEF The Chefs' Warehouse, Inc. | -0.59 | ||||
PEP | N/A | ||||
KO The Coca-Cola Company | -0.36 | ||||
TWNK | N/A | ||||
K Kellogg Company | -1.13 | ||||
BG Bunge Limited | 0.43 | ||||
SJM | N/A | ||||
MNST Monster Beverage Corporation | 0.32 | ||||
TSN | N/A | ||||
CAG Conagra Brands, Inc. | -1.09 | ||||
SAM | N/A | ||||
ADM Archer-Daniels-Midland Company | -0.89 | ||||
INGR Ingredion Incorporated | 0.52 | ||||
IFF International Flavors & Fragrances Inc. | -0.68 | ||||
NSRGY Nestlé S.A. | -0.02 | ||||
DE Deere & Company | -0.62 | ||||
CNHI CNH Industrial N.V. | -0.94 | ||||
AGCO AGCO Corporation | -0.32 | ||||
CTVA Corteva, Inc. | -1.13 | ||||
NTR.TO Nutrien Ltd. | -0.89 | ||||
BAS.DE BASF SE | 0.24 | ||||
CF CF Industries Holdings, Inc. | -0.69 |
Asset Correlations Table
SAM | SJM | HRL | NSRGY | CF | BAS.DE | K | TWNK | CHEF | ABT | NTR.TO | CAG | UL | PG | OI | BG | TSN | PFGC | CTVA | MNST | IFF | TTEK | PEP | CCK | AGCO | DE | CNHI | INGR | KO | ADM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAM | 1.00 | 0.09 | 0.11 | 0.21 | 0.11 | 0.13 | 0.10 | 0.19 | 0.24 | 0.29 | 0.13 | 0.17 | 0.22 | 0.21 | 0.18 | 0.14 | 0.20 | 0.27 | 0.18 | 0.36 | 0.22 | 0.27 | 0.26 | 0.27 | 0.19 | 0.20 | 0.21 | 0.18 | 0.23 | 0.15 |
SJM | 0.09 | 1.00 | 0.58 | 0.28 | 0.12 | 0.08 | 0.64 | 0.27 | 0.11 | 0.27 | 0.10 | 0.60 | 0.34 | 0.45 | 0.14 | 0.18 | 0.31 | 0.13 | 0.14 | 0.28 | 0.20 | 0.16 | 0.49 | 0.18 | 0.12 | 0.14 | 0.13 | 0.29 | 0.44 | 0.29 |
HRL | 0.11 | 0.58 | 1.00 | 0.30 | 0.06 | 0.10 | 0.59 | 0.27 | 0.11 | 0.27 | 0.11 | 0.51 | 0.36 | 0.47 | 0.12 | 0.17 | 0.38 | 0.12 | 0.13 | 0.32 | 0.19 | 0.20 | 0.50 | 0.21 | 0.12 | 0.14 | 0.11 | 0.28 | 0.44 | 0.29 |
NSRGY | 0.21 | 0.28 | 0.30 | 1.00 | 0.08 | 0.16 | 0.30 | 0.25 | 0.16 | 0.42 | 0.13 | 0.30 | 0.53 | 0.43 | 0.13 | 0.18 | 0.22 | 0.23 | 0.18 | 0.37 | 0.30 | 0.28 | 0.46 | 0.28 | 0.17 | 0.18 | 0.24 | 0.25 | 0.42 | 0.20 |
CF | 0.11 | 0.12 | 0.06 | 0.08 | 1.00 | 0.29 | 0.09 | 0.22 | 0.31 | 0.10 | 0.67 | 0.13 | 0.10 | 0.05 | 0.37 | 0.48 | 0.29 | 0.31 | 0.55 | 0.18 | 0.29 | 0.29 | 0.10 | 0.32 | 0.44 | 0.47 | 0.41 | 0.37 | 0.22 | 0.53 |
BAS.DE | 0.13 | 0.08 | 0.10 | 0.16 | 0.29 | 1.00 | 0.09 | 0.19 | 0.30 | 0.19 | 0.39 | 0.15 | 0.28 | 0.15 | 0.42 | 0.29 | 0.28 | 0.32 | 0.35 | 0.22 | 0.37 | 0.30 | 0.14 | 0.37 | 0.43 | 0.42 | 0.55 | 0.37 | 0.27 | 0.35 |
K | 0.10 | 0.64 | 0.59 | 0.30 | 0.09 | 0.09 | 1.00 | 0.29 | 0.10 | 0.29 | 0.07 | 0.66 | 0.41 | 0.52 | 0.12 | 0.18 | 0.36 | 0.14 | 0.13 | 0.30 | 0.21 | 0.17 | 0.53 | 0.21 | 0.11 | 0.13 | 0.13 | 0.32 | 0.47 | 0.31 |
TWNK | 0.19 | 0.27 | 0.27 | 0.25 | 0.22 | 0.19 | 0.29 | 1.00 | 0.27 | 0.23 | 0.21 | 0.33 | 0.30 | 0.30 | 0.24 | 0.26 | 0.29 | 0.28 | 0.26 | 0.31 | 0.28 | 0.31 | 0.33 | 0.31 | 0.26 | 0.25 | 0.27 | 0.34 | 0.38 | 0.30 |
CHEF | 0.24 | 0.11 | 0.11 | 0.16 | 0.31 | 0.30 | 0.10 | 0.27 | 1.00 | 0.19 | 0.33 | 0.19 | 0.20 | 0.14 | 0.39 | 0.33 | 0.32 | 0.63 | 0.34 | 0.33 | 0.34 | 0.38 | 0.20 | 0.31 | 0.40 | 0.36 | 0.39 | 0.41 | 0.31 | 0.37 |
ABT | 0.29 | 0.27 | 0.27 | 0.42 | 0.10 | 0.19 | 0.29 | 0.23 | 0.19 | 1.00 | 0.14 | 0.28 | 0.39 | 0.46 | 0.21 | 0.22 | 0.24 | 0.24 | 0.25 | 0.43 | 0.37 | 0.37 | 0.47 | 0.38 | 0.24 | 0.29 | 0.27 | 0.28 | 0.44 | 0.28 |
NTR.TO | 0.13 | 0.10 | 0.11 | 0.13 | 0.67 | 0.39 | 0.07 | 0.21 | 0.33 | 0.14 | 1.00 | 0.14 | 0.14 | 0.10 | 0.42 | 0.50 | 0.30 | 0.32 | 0.49 | 0.20 | 0.34 | 0.32 | 0.12 | 0.36 | 0.48 | 0.49 | 0.50 | 0.36 | 0.24 | 0.54 |
CAG | 0.17 | 0.60 | 0.51 | 0.30 | 0.13 | 0.15 | 0.66 | 0.33 | 0.19 | 0.28 | 0.14 | 1.00 | 0.37 | 0.46 | 0.21 | 0.19 | 0.36 | 0.23 | 0.18 | 0.30 | 0.25 | 0.21 | 0.49 | 0.25 | 0.19 | 0.19 | 0.22 | 0.37 | 0.44 | 0.31 |
UL | 0.22 | 0.34 | 0.36 | 0.53 | 0.10 | 0.28 | 0.41 | 0.30 | 0.20 | 0.39 | 0.14 | 0.37 | 1.00 | 0.54 | 0.22 | 0.16 | 0.29 | 0.28 | 0.20 | 0.40 | 0.29 | 0.33 | 0.51 | 0.33 | 0.20 | 0.22 | 0.25 | 0.30 | 0.49 | 0.25 |
PG | 0.21 | 0.45 | 0.47 | 0.43 | 0.05 | 0.15 | 0.52 | 0.30 | 0.14 | 0.46 | 0.10 | 0.46 | 0.54 | 1.00 | 0.19 | 0.16 | 0.32 | 0.22 | 0.21 | 0.47 | 0.29 | 0.33 | 0.69 | 0.31 | 0.18 | 0.22 | 0.20 | 0.30 | 0.63 | 0.31 |
OI | 0.18 | 0.14 | 0.12 | 0.13 | 0.37 | 0.42 | 0.12 | 0.24 | 0.39 | 0.21 | 0.42 | 0.21 | 0.22 | 0.19 | 1.00 | 0.39 | 0.33 | 0.38 | 0.42 | 0.29 | 0.39 | 0.37 | 0.22 | 0.50 | 0.51 | 0.46 | 0.48 | 0.45 | 0.31 | 0.45 |
BG | 0.14 | 0.18 | 0.17 | 0.18 | 0.48 | 0.29 | 0.18 | 0.26 | 0.33 | 0.22 | 0.50 | 0.19 | 0.16 | 0.16 | 0.39 | 1.00 | 0.36 | 0.37 | 0.46 | 0.23 | 0.31 | 0.34 | 0.22 | 0.36 | 0.50 | 0.51 | 0.45 | 0.49 | 0.32 | 0.72 |
TSN | 0.20 | 0.31 | 0.38 | 0.22 | 0.29 | 0.28 | 0.36 | 0.29 | 0.32 | 0.24 | 0.30 | 0.36 | 0.29 | 0.32 | 0.33 | 0.36 | 1.00 | 0.39 | 0.34 | 0.28 | 0.31 | 0.32 | 0.34 | 0.35 | 0.35 | 0.31 | 0.33 | 0.47 | 0.42 | 0.46 |
PFGC | 0.27 | 0.13 | 0.12 | 0.23 | 0.31 | 0.32 | 0.14 | 0.28 | 0.63 | 0.24 | 0.32 | 0.23 | 0.28 | 0.22 | 0.38 | 0.37 | 0.39 | 1.00 | 0.39 | 0.38 | 0.40 | 0.43 | 0.28 | 0.36 | 0.47 | 0.43 | 0.44 | 0.43 | 0.39 | 0.39 |
CTVA | 0.18 | 0.14 | 0.13 | 0.18 | 0.55 | 0.35 | 0.13 | 0.26 | 0.34 | 0.25 | 0.49 | 0.18 | 0.20 | 0.21 | 0.42 | 0.46 | 0.34 | 0.39 | 1.00 | 0.32 | 0.40 | 0.38 | 0.24 | 0.42 | 0.51 | 0.52 | 0.47 | 0.41 | 0.34 | 0.53 |
MNST | 0.36 | 0.28 | 0.32 | 0.37 | 0.18 | 0.22 | 0.30 | 0.31 | 0.33 | 0.43 | 0.20 | 0.30 | 0.40 | 0.47 | 0.29 | 0.23 | 0.28 | 0.38 | 0.32 | 1.00 | 0.40 | 0.42 | 0.58 | 0.38 | 0.31 | 0.31 | 0.33 | 0.33 | 0.53 | 0.32 |
IFF | 0.22 | 0.20 | 0.19 | 0.30 | 0.29 | 0.37 | 0.21 | 0.28 | 0.34 | 0.37 | 0.34 | 0.25 | 0.29 | 0.29 | 0.39 | 0.31 | 0.31 | 0.40 | 0.40 | 0.40 | 1.00 | 0.43 | 0.32 | 0.45 | 0.46 | 0.40 | 0.48 | 0.41 | 0.38 | 0.40 |
TTEK | 0.27 | 0.16 | 0.20 | 0.28 | 0.29 | 0.30 | 0.17 | 0.31 | 0.38 | 0.37 | 0.32 | 0.21 | 0.33 | 0.33 | 0.37 | 0.34 | 0.32 | 0.43 | 0.38 | 0.42 | 0.43 | 1.00 | 0.34 | 0.46 | 0.45 | 0.46 | 0.44 | 0.41 | 0.37 | 0.41 |
PEP | 0.26 | 0.49 | 0.50 | 0.46 | 0.10 | 0.14 | 0.53 | 0.33 | 0.20 | 0.47 | 0.12 | 0.49 | 0.51 | 0.69 | 0.22 | 0.22 | 0.34 | 0.28 | 0.24 | 0.58 | 0.32 | 0.34 | 1.00 | 0.35 | 0.19 | 0.24 | 0.21 | 0.33 | 0.72 | 0.34 |
CCK | 0.27 | 0.18 | 0.21 | 0.28 | 0.32 | 0.37 | 0.21 | 0.31 | 0.31 | 0.38 | 0.36 | 0.25 | 0.33 | 0.31 | 0.50 | 0.36 | 0.35 | 0.36 | 0.42 | 0.38 | 0.45 | 0.46 | 0.35 | 1.00 | 0.46 | 0.46 | 0.48 | 0.38 | 0.41 | 0.42 |
AGCO | 0.19 | 0.12 | 0.12 | 0.17 | 0.44 | 0.43 | 0.11 | 0.26 | 0.40 | 0.24 | 0.48 | 0.19 | 0.20 | 0.18 | 0.51 | 0.50 | 0.35 | 0.47 | 0.51 | 0.31 | 0.46 | 0.45 | 0.19 | 0.46 | 1.00 | 0.78 | 0.69 | 0.48 | 0.31 | 0.57 |
DE | 0.20 | 0.14 | 0.14 | 0.18 | 0.47 | 0.42 | 0.13 | 0.25 | 0.36 | 0.29 | 0.49 | 0.19 | 0.22 | 0.22 | 0.46 | 0.51 | 0.31 | 0.43 | 0.52 | 0.31 | 0.40 | 0.46 | 0.24 | 0.46 | 0.78 | 1.00 | 0.64 | 0.46 | 0.35 | 0.57 |
CNHI | 0.21 | 0.13 | 0.11 | 0.24 | 0.41 | 0.55 | 0.13 | 0.27 | 0.39 | 0.27 | 0.50 | 0.22 | 0.25 | 0.20 | 0.48 | 0.45 | 0.33 | 0.44 | 0.47 | 0.33 | 0.48 | 0.44 | 0.21 | 0.48 | 0.69 | 0.64 | 1.00 | 0.46 | 0.34 | 0.51 |
INGR | 0.18 | 0.29 | 0.28 | 0.25 | 0.37 | 0.37 | 0.32 | 0.34 | 0.41 | 0.28 | 0.36 | 0.37 | 0.30 | 0.30 | 0.45 | 0.49 | 0.47 | 0.43 | 0.41 | 0.33 | 0.41 | 0.41 | 0.33 | 0.38 | 0.48 | 0.46 | 0.46 | 1.00 | 0.42 | 0.56 |
KO | 0.23 | 0.44 | 0.44 | 0.42 | 0.22 | 0.27 | 0.47 | 0.38 | 0.31 | 0.44 | 0.24 | 0.44 | 0.49 | 0.63 | 0.31 | 0.32 | 0.42 | 0.39 | 0.34 | 0.53 | 0.38 | 0.37 | 0.72 | 0.41 | 0.31 | 0.35 | 0.34 | 0.42 | 1.00 | 0.43 |
ADM | 0.15 | 0.29 | 0.29 | 0.20 | 0.53 | 0.35 | 0.31 | 0.30 | 0.37 | 0.28 | 0.54 | 0.31 | 0.25 | 0.31 | 0.45 | 0.72 | 0.46 | 0.39 | 0.53 | 0.32 | 0.40 | 0.41 | 0.34 | 0.42 | 0.57 | 0.57 | 0.51 | 0.56 | 0.43 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 34.05%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.05% | Feb 6, 2020 | 33 | Mar 23, 2020 | 109 | Aug 24, 2020 | 142 |
-15.95% | Feb 2, 2023 | 191 | Oct 27, 2023 | — | — | — |
-15.67% | Apr 21, 2022 | 117 | Sep 30, 2022 | 43 | Nov 30, 2022 | 160 |
-7.92% | May 10, 2021 | 63 | Aug 4, 2021 | 101 | Dec 23, 2021 | 164 |
-6.69% | Sep 3, 2020 | 15 | Sep 23, 2020 | 11 | Oct 8, 2020 | 26 |
Volatility Chart
The current Agriculture & Nutrition volatility is 3.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.