Canadian

Farmland:

Superior

Risk-Adjusted

Performance

Through

Sortino

Ratios

The report examines Canadian farmland performance through the lens of Sortino ratios, which measure returns relative to downside risk rather than total volatility. Over the past 30 years, farmland in Alberta, Saskatchewan, and across Canada generated Sortino ratios substantially higher than those of the S&P 500, indicating superior risk-adjusted performance when only downside volatility is considered.View Full Report