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Agriculture & Nutrition

Last updated Dec 9, 2023

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
PositionCategory/SectorWeight
ABT
Abbott Laboratories
Healthcare3.33%
PG
3.33%
TTEK
3.33%
OI
3.33%
CCK
Crown Holdings, Inc.
Consumer Cyclical3.33%
UL
3.33%
HRL
Hormel Foods Corporation
Consumer Defensive3.33%
PFGC
3.33%
CHEF
The Chefs' Warehouse, Inc.
Consumer Defensive3.33%
PEP
3.33%
KO
The Coca-Cola Company
Consumer Defensive3.33%
TWNK
3.33%
K
Kellogg Company
Consumer Defensive3.33%
BG
Bunge Limited
Consumer Defensive3.33%
SJM
3.33%
MNST
Monster Beverage Corporation
Consumer Defensive3.33%
TSN
3.33%
CAG
Conagra Brands, Inc.
Consumer Defensive3.33%
SAM
3.33%
ADM
Archer-Daniels-Midland Company
Consumer Defensive3.33%
INGR
Ingredion Incorporated
Consumer Defensive3.33%
IFF
International Flavors & Fragrances Inc.
Basic Materials3.33%
NSRGY
Nestlé S.A.
Consumer Defensive3.33%
DE
Deere & Company
Industrials3.33%
CNHI
CNH Industrial N.V.
Industrials3.33%
AGCO
AGCO Corporation
Industrials3.33%
CTVA
Corteva, Inc.
Basic Materials3.33%
NTR.TO
Nutrien Ltd.
Basic Materials3.33%
BAS.DE
BASF SE
Basic Materials3.33%
CF
CF Industries Holdings, Inc.
Basic Materials3.33%

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


40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
60.78%
62.93%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Agriculture & Nutrition-5.22%4.20%-2.05%-6.19%N/AN/A
ABT
Abbott Laboratories
-2.90%10.31%3.84%-0.30%10.20%13.09%
PG
N/AN/AN/AN/AN/AN/A
TTEK
N/AN/AN/AN/AN/AN/A
OI
N/AN/AN/AN/AN/AN/A
CCK
Crown Holdings, Inc.
8.91%9.01%6.28%9.93%13.68%7.70%
UL
N/AN/AN/AN/AN/AN/A
HRL
Hormel Foods Corporation
-29.14%-3.36%-22.03%-32.26%-4.59%5.44%
PFGC
N/AN/AN/AN/AN/AN/A
CHEF
The Chefs' Warehouse, Inc.
-15.84%19.39%-12.77%-17.74%-5.30%1.05%
PEP
N/AN/AN/AN/AN/AN/A
KO
The Coca-Cola Company
-4.95%3.48%-0.78%-5.25%6.90%7.30%
TWNK
N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
MNST
Monster Beverage Corporation
6.21%-3.13%-5.82%6.20%13.45%17.76%
TSN
N/AN/AN/AN/AN/AN/A
CAG
Conagra Brands, Inc.
-20.51%6.38%-12.09%-20.07%2.55%4.60%
SAM
N/AN/AN/AN/AN/AN/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/AN/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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-7.61%5.61%5.01%-4.64%-4.58%-4.93%4.05%

Sharpe Ratio

The current Agriculture & Nutrition Sharpe ratio is -0.35. 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.

-1.000.001.002.003.00-0.35

The Sharpe ratio of Agriculture & Nutrition is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.35
1.56
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

Dividend yield

Agriculture & Nutrition granted a 2.52% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Agriculture & Nutrition2.52%2.04%1.87%1.95%1.94%2.06%1.56%1.65%1.69%1.60%1.36%1.49%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SAMSJMHRLNSRGYCFBAS.DEKTWNKCHEFABTNTR.TOCAGULPGOIBGTSNPFGCCTVAMNSTIFFTTEKPEPCCKAGCODECNHIINGRKOADM
SAM1.000.090.110.210.110.130.100.190.240.290.130.170.220.210.180.140.200.270.180.360.220.270.260.270.190.200.210.180.230.15
SJM0.091.000.580.280.120.080.640.270.110.270.100.600.340.450.140.180.310.130.140.280.200.160.490.180.120.140.130.290.440.29
HRL0.110.581.000.300.060.100.590.270.110.270.110.510.360.470.120.170.380.120.130.320.190.200.500.210.120.140.110.280.440.29
NSRGY0.210.280.301.000.080.160.300.250.160.420.130.300.530.430.130.180.220.230.180.370.300.280.460.280.170.180.240.250.420.20
CF0.110.120.060.081.000.290.090.220.310.100.670.130.100.050.370.480.290.310.550.180.290.290.100.320.440.470.410.370.220.53
BAS.DE0.130.080.100.160.291.000.090.190.300.190.390.150.280.150.420.290.280.320.350.220.370.300.140.370.430.420.550.370.270.35
K0.100.640.590.300.090.091.000.290.100.290.070.660.410.520.120.180.360.140.130.300.210.170.530.210.110.130.130.320.470.31
TWNK0.190.270.270.250.220.190.291.000.270.230.210.330.300.300.240.260.290.280.260.310.280.310.330.310.260.250.270.340.380.30
CHEF0.240.110.110.160.310.300.100.271.000.190.330.190.200.140.390.330.320.630.340.330.340.380.200.310.400.360.390.410.310.37
ABT0.290.270.270.420.100.190.290.230.191.000.140.280.390.460.210.220.240.240.250.430.370.370.470.380.240.290.270.280.440.28
NTR.TO0.130.100.110.130.670.390.070.210.330.141.000.140.140.100.420.500.300.320.490.200.340.320.120.360.480.490.500.360.240.54
CAG0.170.600.510.300.130.150.660.330.190.280.141.000.370.460.210.190.360.230.180.300.250.210.490.250.190.190.220.370.440.31
UL0.220.340.360.530.100.280.410.300.200.390.140.371.000.540.220.160.290.280.200.400.290.330.510.330.200.220.250.300.490.25
PG0.210.450.470.430.050.150.520.300.140.460.100.460.541.000.190.160.320.220.210.470.290.330.690.310.180.220.200.300.630.31
OI0.180.140.120.130.370.420.120.240.390.210.420.210.220.191.000.390.330.380.420.290.390.370.220.500.510.460.480.450.310.45
BG0.140.180.170.180.480.290.180.260.330.220.500.190.160.160.391.000.360.370.460.230.310.340.220.360.500.510.450.490.320.72
TSN0.200.310.380.220.290.280.360.290.320.240.300.360.290.320.330.361.000.390.340.280.310.320.340.350.350.310.330.470.420.46
PFGC0.270.130.120.230.310.320.140.280.630.240.320.230.280.220.380.370.391.000.390.380.400.430.280.360.470.430.440.430.390.39
CTVA0.180.140.130.180.550.350.130.260.340.250.490.180.200.210.420.460.340.391.000.320.400.380.240.420.510.520.470.410.340.53
MNST0.360.280.320.370.180.220.300.310.330.430.200.300.400.470.290.230.280.380.321.000.400.420.580.380.310.310.330.330.530.32
IFF0.220.200.190.300.290.370.210.280.340.370.340.250.290.290.390.310.310.400.400.401.000.430.320.450.460.400.480.410.380.40
TTEK0.270.160.200.280.290.300.170.310.380.370.320.210.330.330.370.340.320.430.380.420.431.000.340.460.450.460.440.410.370.41
PEP0.260.490.500.460.100.140.530.330.200.470.120.490.510.690.220.220.340.280.240.580.320.341.000.350.190.240.210.330.720.34
CCK0.270.180.210.280.320.370.210.310.310.380.360.250.330.310.500.360.350.360.420.380.450.460.351.000.460.460.480.380.410.42
AGCO0.190.120.120.170.440.430.110.260.400.240.480.190.200.180.510.500.350.470.510.310.460.450.190.461.000.780.690.480.310.57
DE0.200.140.140.180.470.420.130.250.360.290.490.190.220.220.460.510.310.430.520.310.400.460.240.460.781.000.640.460.350.57
CNHI0.210.130.110.240.410.550.130.270.390.270.500.220.250.200.480.450.330.440.470.330.480.440.210.480.690.641.000.460.340.51
INGR0.180.290.280.250.370.370.320.340.410.280.360.370.300.300.450.490.470.430.410.330.410.410.330.380.480.460.461.000.420.56
KO0.230.440.440.420.220.270.470.380.310.440.240.440.490.630.310.320.420.390.340.530.380.370.720.410.310.350.340.421.000.43
ADM0.150.290.290.200.530.350.310.300.370.280.540.310.250.310.450.720.460.390.530.320.400.410.340.420.570.570.510.560.431.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.58%
-4.01%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components

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, 202033Mar 23, 2020109Aug 24, 2020142
-15.95%Feb 2, 2023191Oct 27, 2023
-15.67%Apr 21, 2022117Sep 30, 202243Nov 30, 2022160
-7.92%May 10, 202163Aug 4, 2021101Dec 23, 2021164
-6.69%Sep 3, 202015Sep 23, 202011Oct 8, 202026

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
2.42%
Agriculture & Nutrition
Benchmark (^GSPC)
Portfolio components
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