Methodology in preparation
The full methodology document for the Demeter Ag Aggregate · Gross-Profit-weighted (DAA-GP) is in preparation. DAA-GP is a daily total-return USD equity index covering the global listed agriculture complex, weighted by gross profit at quarterly rebalances, with history from 2005 onwards.
The DAA-GP methodology will document the constituent universe and inclusion rules, the gross-profit calculation and treatment of negative-gross-profit constituents, the quarterly rebalancing procedure, and the corporate-action and currency-translation conventions. The methodology is shared across the DAA family — see also DAA-CAP (capped market-cap-weighted) and DAA-EQ (equal-weighted).
For early access to the methodology document or to discuss DAA-GP for research and licensing purposes, please contact the index team.