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Barclay Agricultural Traders Index
An equal weighted composite of managed programs that trade agricultural markets, e.g. grains, meats, foods. In 2011 there are 29 agricultural programs included in the index.
| 1980 | - | 1991 | 1.10% | 2002 | -0.05% |
| 1981 | - | 1992 | 1.38% | 2003 | -7.60% |
| 1982 | - | 1993 | 11.33% | 2004 | 14.44% |
| 1983 | - | 1994 | 7.94% | 2005 | -0.11% |
| 1984 | - | 1995 | 25.96% | 2006 | 3.62% |
| 1985 | - | 1996 | 10.68% | 2007 | 3.79% |
| 1986 | - | 1997 | -2.14% | 2008 | 9.95% |
| 1987 | 7.06% | 1998 | 2.22% | 2009 | -1.40% |
| 1988 | 95.79% | 1999 | -2.13% | 2010 | 11.74% |
| 1989 | 10.05% | 2000 | 11.86% | 2011 | 1.64% |
| 1990 | 9.72% | 2001 | -11.75% | 2012 | 0.03%† |
| †Estimated YTD performance for 2012 calculated with reported data as of February-3-2012 21:49 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 7.34% |
| Sharpe Ratio | 0.32 |
| Worst Drawdown | 19.94% |
| Correlation vs S&P 500 | 0.10 |
| Correlation vs US Bonds | 0.10 |
| Correlation vs World Bonds | 0.07 |
