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WisdomTree Agriculture Longer Dated (FAGR.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINJE00B24DMK23
WKNA0SVXY
IssuerWisdomTree
Inception DateOct 10, 2007
CategoryAgricultural Commodities
Index TrackedBloomberg Agriculture 3 Month Forward
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

FAGR.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for FAGR.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Agriculture Longer Dated

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Agriculture Longer Dated, 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%50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
1.89%
225.85%
FAGR.L (WisdomTree Agriculture Longer Dated)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Agriculture Longer Dated had a return of -5.06% year-to-date (YTD) and -6.04% in the last 12 months. Over the past 10 years, WisdomTree Agriculture Longer Dated had an annualized return of -2.04%, while the S&P 500 had an annualized return of 10.33%, indicating that WisdomTree Agriculture Longer Dated did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-5.06%5.21%
1 month-0.75%-4.30%
6 months-5.94%18.42%
1 year-6.04%21.82%
5 years (annualized)10.50%11.27%
10 years (annualized)-2.04%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.81%-3.92%3.50%-0.06%
20230.69%1.46%-2.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAGR.L is 8, indicating that it is in the bottom 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FAGR.L is 88
WisdomTree Agriculture Longer Dated(FAGR.L)
The Sharpe Ratio Rank of FAGR.L is 88Sharpe Ratio Rank
The Sortino Ratio Rank of FAGR.L is 77Sortino Ratio Rank
The Omega Ratio Rank of FAGR.L is 77Omega Ratio Rank
The Calmar Ratio Rank of FAGR.L is 88Calmar Ratio Rank
The Martin Ratio Rank of FAGR.L is 1010Martin 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 WisdomTree Agriculture Longer Dated (FAGR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FAGR.L
Sharpe ratio
The chart of Sharpe ratio for FAGR.L, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00-0.39
Sortino ratio
The chart of Sortino ratio for FAGR.L, currently valued at -0.50, compared to the broader market-2.000.002.004.006.008.00-0.50
Omega ratio
The chart of Omega ratio for FAGR.L, currently valued at 0.95, compared to the broader market0.501.001.502.002.500.95
Calmar ratio
The chart of Calmar ratio for FAGR.L, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.00-0.16
Martin ratio
The chart of Martin ratio for FAGR.L, currently valued at -0.57, compared to the broader market0.0020.0040.0060.00-0.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current WisdomTree Agriculture Longer Dated Sharpe ratio is -0.39. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Agriculture Longer Dated 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.39
1.74
FAGR.L (WisdomTree Agriculture Longer Dated)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Agriculture Longer Dated doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-32.23%
-4.49%
FAGR.L (WisdomTree Agriculture Longer Dated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Agriculture Longer Dated. 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 WisdomTree Agriculture Longer Dated was 63.37%, occurring on Jun 26, 2020. The portfolio has not yet recovered.

The current WisdomTree Agriculture Longer Dated drawdown is 32.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.37%Sep 1, 20112140Jun 26, 2020
-48.94%Jul 4, 200897Dec 5, 2008469Feb 14, 2011566
-17.12%Mar 4, 200813Mar 20, 200866Jun 26, 200879
-12.01%Feb 15, 201185Jul 1, 201132Aug 31, 2011117
-6.28%Jan 18, 20083Jan 22, 20089Feb 4, 200812

Volatility

Volatility Chart

The current WisdomTree Agriculture Longer Dated volatility is 2.98%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.98%
3.91%
FAGR.L (WisdomTree Agriculture Longer Dated)
Benchmark (^GSPC)