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Agriculture & Nutrition

Last updated Mar 18, 2023

Expense Ratio

0.00%

Dividend Yield

2.58%

Asset Allocation


ABT 3.33%PG 3.33%TTEK 3.33%OI 3.33%CCK 3.33%UL 3.33%HRL 3.33%PFGC 3.33%CHEF 3.33%PEP 3.33%KO 3.33%TWNK 3.33%K 3.33%BG 3.33%SJM 3.33%MNST 3.33%TSN 3.33%CAG 3.33%SAM 3.33%ADM 3.33%INGR 3.33%IFF 3.33%NSRGY 3.33%DE 3.33%CNHI 3.33%AGCO 3.33%CTVA 3.33%NTR.TO 3.33%BAS.DE 3.33%CF 3.33%EquityEquity

Performance

The chart shows the growth of $10,000 invested in Agriculture & Nutrition in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,041 for a total return of roughly 60.41%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
5.71%
6.48%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Agriculture & Nutrition returned -5.38% Year-To-Date and 12.82% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%8.69%8.69%
Agriculture & Nutrition-6.59%-5.38%1.28%-0.06%12.82%12.82%
ABT
Abbott Laboratories
-9.56%-11.24%-6.81%-17.36%7.72%7.72%
PG
The Procter & Gamble Company
2.62%-5.10%5.39%-2.11%10.34%10.34%
TTEK
Tetra Tech, Inc.
-5.71%-4.02%4.58%-14.25%21.28%21.28%
OI
O-I Glass, Inc.
-4.20%26.67%51.33%59.62%6.26%6.26%
CCK
Crown Holdings, Inc.
-10.30%-6.49%-20.88%-38.55%6.98%6.98%
UL
The Unilever Group
-4.32%-1.51%10.21%13.18%-2.54%-2.54%
HRL
Hormel Foods Corporation
-14.76%-15.31%-15.57%-20.60%0.76%0.76%
PFGC
Performance Food Group Company
-9.48%-6.63%10.95%5.99%8.15%8.15%
CHEF
The Chefs' Warehouse, Inc.
-15.42%-4.21%-7.27%6.73%-1.84%-1.84%
PEP
PepsiCo, Inc.
0.31%-2.41%6.95%12.62%11.14%11.14%
KO
The Coca-Cola Company
1.49%-4.92%2.32%3.93%8.36%8.36%
TWNK
Hostess Brands, Inc.
8.20%8.73%2.18%17.70%16.92%16.92%
K
Kellogg Company
-2.81%-8.32%-6.39%9.81%7.37%7.37%
BG
Bunge Limited
-7.27%-7.10%2.28%-9.39%19.99%19.99%
SJM
The J. M. Smucker Company
3.29%-3.49%10.67%20.80%7.79%7.79%
MNST
Monster Beverage Corporation
-1.21%1.44%17.88%33.42%13.18%13.18%
TSN
Tyson Foods, Inc.
-3.09%-5.21%-17.56%-31.09%-5.74%-5.74%
CAG
Conagra Brands, Inc.
-1.50%-7.39%7.58%16.21%8.77%8.77%
SAM
The Boston Beer Company, Inc.
-19.56%-5.86%-5.74%-16.85%-1.98%-1.98%
ADM
Archer-Daniels-Midland Company
-9.20%-19.58%-12.05%-7.08%20.76%20.76%
INGR
Ingredion Incorporated
-2.04%-1.36%18.39%19.19%8.60%8.60%
IFF
International Flavors & Fragrances Inc.
-13.82%-21.06%-20.22%-31.82%-9.52%-9.52%
NSRGY
Nestlé S.A.
-2.70%2.05%4.53%-2.56%6.52%6.52%
DE
Deere & Company
-5.82%-10.09%8.10%0.53%31.56%31.56%
CNHI
CNH Industrial N.V.
-15.82%-14.51%12.63%-9.35%13.48%13.48%
AGCO
AGCO Corporation
-11.69%-14.05%11.33%-4.53%18.89%18.89%
CTVA
Corteva, Inc.
-8.74%-3.46%-8.44%4.39%20.23%20.23%
NTR.TO
Nutrien Ltd.
-2.77%1.00%-14.18%-14.48%14.92%14.92%
BAS.DE
BASF SE
-12.03%-3.18%6.30%-12.92%-2.73%-2.73%
CF
CF Industries Holdings, Inc.
-17.07%-16.36%-29.27%-18.22%17.98%17.98%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Agriculture & Nutrition Sharpe ratio is -0.28. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
-0.28
-0.62
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

Dividends

Agriculture & Nutrition granted a 2.58% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.58%2.04%1.93%2.06%2.11%2.33%1.79%1.96%2.06%2.00%1.77%1.98%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-9.58%
-18.34%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Agriculture & Nutrition. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Agriculture & Nutrition is 33.84%, recorded on Mar 23, 2020. It took 109 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.84%Feb 6, 202033Mar 23, 2020109Aug 24, 2020142
-15.12%Apr 21, 2022117Sep 30, 202243Nov 30, 2022160
-9.58%Feb 2, 202332Mar 17, 2023
-7.74%May 10, 202163Aug 4, 202196Dec 16, 2021159
-6.58%Sep 3, 202015Sep 23, 202011Oct 8, 202026
-5.98%Oct 26, 20205Oct 30, 20206Nov 9, 202011
-5.54%Jul 31, 201911Aug 14, 201921Sep 12, 201932
-5.05%Sep 16, 201917Oct 8, 201935Nov 26, 201952
-4.95%Feb 10, 202219Mar 8, 20229Mar 21, 202228
-4.86%Jan 18, 20227Jan 26, 202210Feb 9, 202217

Volatility Chart

Current Agriculture & Nutrition volatility is 22.14%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
19.30%
21.17%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components