Building

a

Canadian

Farmland

Portfolio

Using

Factor

Analysis

The report presents a factor-optimized framework for constructing Canadian farmland portfolios, emphasizing diversification, inflation protection, and stable returns. Instead of relying on raw acreage, the analysis incorporates productivity-adjusted pricing, Sharpe ratios, and inflation correlation. This results in overweight allocations to Saskatchewan (44%) and Alberta (37%), with smaller weights across other provinces. By moving beyond simplistic models, the approach highlights Canadian farmland’s unique role as a resilient, diversifying asset class within real asset portfolios

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