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Bloomberg Agriculture Total Return Index (^BCOMAGT...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bloomberg Agriculture Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2025FebruaryMarch
22.82%
376.68%
^BCOMAGTR (Bloomberg Agriculture Total Return Index)
Benchmark (^GSPC)

Returns By Period

Bloomberg Agriculture Total Return Index had a return of 2.31% year-to-date (YTD) and 2.06% in the last 12 months. Over the past 10 years, Bloomberg Agriculture Total Return Index had an annualized return of 1.90%, while the S&P 500 had an annualized return of 10.89%, indicating that Bloomberg Agriculture Total Return Index did not perform as well as the benchmark.


^BCOMAGTR

YTD

2.31%

1M

-5.29%

6M

3.17%

1Y

2.06%

5Y*

11.60%

10Y*

1.90%

^GSPC (Benchmark)

YTD

-1.78%

1M

-3.93%

6M

0.76%

1Y

10.70%

5Y*

17.12%

10Y*

10.89%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.83%-2.30%2.31%
2024-1.03%-4.35%2.51%-1.01%3.67%-5.90%-4.84%1.28%7.63%-4.16%1.91%1.18%-3.92%
20232.29%-3.23%1.04%-1.65%-4.19%5.05%2.59%-1.48%-4.22%2.35%1.94%-4.44%-4.44%
20225.81%8.87%4.08%5.70%-1.93%-9.05%-2.05%3.57%-1.63%1.09%-0.30%1.63%15.54%
20214.81%3.75%-1.79%14.05%-0.94%-0.19%-0.97%0.05%-0.11%2.94%-0.36%3.61%26.67%
2020-5.33%-1.58%-3.24%-5.67%-0.91%1.79%2.53%5.50%3.44%3.93%5.76%10.42%16.49%
20193.04%-3.90%-2.22%-3.34%7.57%0.51%-5.12%-5.06%4.18%1.74%-0.44%5.74%1.71%
20181.35%4.71%-2.81%1.44%0.58%-10.47%2.69%-5.97%-2.09%2.16%0.43%-2.39%-10.79%
20173.33%-0.28%-5.83%-1.23%-2.16%3.07%0.85%-6.86%-0.00%-0.92%0.40%-1.49%-11.04%
2016-0.81%-2.79%4.44%7.03%3.43%1.78%-7.41%-4.79%4.25%3.11%-2.86%-2.26%2.09%
2015-5.74%2.21%-5.36%-0.53%-3.50%12.81%-11.11%-3.85%2.22%1.58%-2.71%-1.00%-15.60%
2014-0.47%11.51%4.97%3.49%-7.18%-6.28%-7.31%-2.25%-9.54%8.91%-1.14%-1.92%-9.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^BCOMAGTR is 23, meaning it’s performing worse than 77% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^BCOMAGTR is 2323
Overall Rank
The Sharpe Ratio Rank of ^BCOMAGTR is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BCOMAGTR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^BCOMAGTR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^BCOMAGTR is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^BCOMAGTR is 2323
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

The charts below present risk-adjusted performance metrics for Bloomberg Agriculture Total Return Index (^BCOMAGTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^BCOMAGTR, currently valued at 0.09, compared to the broader market-0.500.000.501.001.502.000.090.74
The chart of Sortino ratio for ^BCOMAGTR, currently valued at 0.23, compared to the broader market-1.000.001.002.000.231.06
The chart of Omega ratio for ^BCOMAGTR, currently valued at 1.03, compared to the broader market0.901.001.101.201.301.031.14
The chart of Calmar ratio for ^BCOMAGTR, currently valued at 0.03, compared to the broader market-0.500.000.501.001.502.002.500.031.01
The chart of Martin ratio for ^BCOMAGTR, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.000.163.53
^BCOMAGTR
^GSPC

The current Bloomberg Agriculture Total Return Index Sharpe ratio is 0.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bloomberg Agriculture Total Return Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.09
0.74
^BCOMAGTR (Bloomberg Agriculture Total Return Index)
Benchmark (^GSPC)

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-30.18%
-5.98%
^BCOMAGTR (Bloomberg Agriculture Total Return Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bloomberg Agriculture Total Return 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 Total Return Index was 63.89%, occurring on Jun 26, 2020. The portfolio has not yet recovered.

The current Bloomberg Agriculture Total Return Index drawdown is 30.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.89%Mar 4, 20083106Jun 26, 2020
-17.45%Jul 18, 2005292Sep 12, 200641Nov 8, 2006333
-10.41%Feb 23, 200752May 8, 200726Jun 14, 200778
-7.27%Jul 16, 200724Aug 16, 200712Sep 4, 200736
-7.22%Dec 1, 200625Jan 9, 200727Feb 16, 200752

Volatility

Volatility Chart

The current Bloomberg Agriculture Total Return Index volatility is 3.56%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
3.56%
6.03%
^BCOMAGTR (Bloomberg Agriculture Total Return Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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