Methodology in preparation
The full methodology document for the Demeter Ag Aggregate · Capped (DAA-CAP) is in preparation. DAA-CAP is a daily total-return USD equity index covering the global listed agriculture complex, weighted by capped market capitalisation with a 10% per-name cap applied at each daily rebalance, with history from 2005 onwards.
The DAA-CAP methodology will document the constituent universe and inclusion rules, the daily capping and rebalancing procedure, the total-return calculation including dividend treatment, and the corporate-action and currency-translation conventions. The methodology is shared across the DAA family — see also DAA-EQ (equal-weighted) and DAA-GP (gross-profit-weighted) — with the per-variant weighting rule the only material difference.
For early access to the methodology document or to discuss DAA-CAP for research and licensing purposes, please contact the index team.