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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bloomberg Agriculture Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Bloomberg Agriculture Index (^BCOMAG) has returned 6.22% so far this year and -1.37% over the past 12 months. Over the last ten years, ^BCOMAG has returned 0.58% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Bloomberg Agriculture Index
- 1D
- 0.07%
- 1M
- 4.02%
- YTD
- 6.22%
- 6M
- 5.83%
- 1Y
- -1.37%
- 3Y*
- -5.86%
- 5Y*
- 2.41%
- 10Y*
- 0.58%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 1991, ^BCOMAG's average daily return is 0.00%, while the average monthly return is -0.01%.
Historically, 49% of months were positive and 51% were negative. The best month was Feb 2008 with a return of +16.0%, while the worst month was Sep 2011 at -19.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^BCOMAG closed higher 50% of trading days. The best single day was Oct 29, 2008 with a return of +6.8%, while the worst single day was Oct 6, 2008 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.63% | 2.76% | 4.02% | 6.22% | |||||||||
| 2025 | 4.45% | -2.62% | -0.75% | 0.82% | -3.63% | -2.28% | -1.73% | 3.75% | -3.74% | 4.27% | 1.38% | -5.74% | -6.26% |
| 2024 | -1.51% | -4.76% | 2.09% | -1.48% | 3.20% | -6.29% | -5.29% | 0.85% | 7.19% | -4.53% | 1.55% | 0.79% | -8.72% |
| 2023 | 1.88% | -3.58% | 0.63% | -2.03% | -4.65% | 4.60% | 2.12% | -1.93% | -4.63% | 1.86% | 1.49% | -4.85% | -9.25% |
| 2022 | 5.80% | 8.85% | 4.04% | 5.64% | -2.01% | -9.16% | -2.22% | 3.32% | -1.88% | 0.77% | -0.65% | 1.26% | 13.22% |
| 2021 | 4.80% | 3.75% | -1.78% | 14.05% | -0.94% | -0.19% | -0.98% | 0.05% | -0.11% | 2.94% | -0.37% | 3.60% | 26.61% |
Benchmark Metrics
Bloomberg Agriculture Index has an annualized alpha of -1.46%, beta of 0.13, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 04, 1991.
- This index participated in 37.84% of S&P 500 Index downside but only 12.75% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.13 may look defensive, but with R² of 0.02 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.02 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.46%
- Beta
- 0.13
- R²
- 0.02
- Upside Capture
- 12.75%
- Downside Capture
- 37.84%
Return for Risk
Risk / Return Rank
^BCOMAG ranks 11 for risk / return — in the bottom 11% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bloomberg Agriculture Index (^BCOMAG) and compare them to a chosen benchmark (S&P 500 Index).
| ^BCOMAG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.90 | -1.00 |
Sortino ratioReturn per unit of downside risk | -0.06 | 1.39 | -1.45 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.40 | -1.52 |
Martin ratioReturn relative to average drawdown | -0.19 | 6.61 | -6.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^BCOMAG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Bloomberg Agriculture Index. 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 Bloomberg Agriculture Index was 76.17%, occurring on Jun 26, 2020. The portfolio has not yet recovered.
The current Bloomberg Agriculture Index drawdown is 60.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.17% | May 30, 1997 | 5797 | Jun 26, 2020 | — | — | — |
| -22.95% | Mar 6, 1991 | 572 | Jun 16, 1993 | 233 | May 23, 1994 | 805 |
| -19.65% | May 20, 1996 | 118 | Nov 5, 1996 | 139 | May 29, 1997 | 257 |
| -10.01% | Jul 19, 1994 | 103 | Dec 14, 1994 | 146 | Jul 17, 1995 | 249 |
| -7.22% | May 24, 1994 | 22 | Jun 23, 1994 | 11 | Jul 11, 1994 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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