Barclay Agricultural Traders Index

An equal weighted composite of managed programs that trade agricultural markets, e.g. grains, meats, foods. In 2008 there are 25 agricultural programs included in the index.

1980 - 1990 9.72% 2000 11.86%
1981 - 1991 1.10% 2001 -11.75%
1982 - 1992 1.38% 2002 -0.05%
1983 - 1993 11.33% 2003 -7.60%
1984 - 1994 7.94% 2004 14.44%
1985 - 1995 25.96% 2005 -0.11%
1986 - 1996 10.68% 2006 3.62%
1987 7.06% 1997 -2.14% 2007 3.79%
1988 95.79% 1998 2.22% 2008 10.45%
1989 10.05% 1999 -2.13%    
Estimated YTD performance for 2008 calculated with reported data as of August-28-2008 12:14 US CST

At a Glance from Jan 1987

Compound Annual Return 8.29%
Sharpe Ratio 0.29
Worst Drawdown 19.98%
Correlation vs S&P 500 0.14
Correlation vs US Bonds 0.01
Correlation vs World Bonds -0.05

 

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