Assessing the Required Risk Premium for North American Farmland Investment
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In recent years, as North American
farmland prices have continued to rise,
a number of North American public
farmland investment trusts have been
formed to offer investors a liquid and
marketable farmland investment vehicle.
How risky are these farmland REITs?
This paper compares the investment
risk with other popular investment
options such as bonds, stocks, gold, oil
and real estate using several well-known
and accepted methods of risk analysis,
including overall yield variance, CAPM,
Value at Risk (VAR), and Drawdown.
North American Farmland REIT has
less risk than gold, oil, REITs and stock
markets.