... strategy Tables 10. 1, 10. 3, 10. 5, 10. 7, and 10. 9 present annualized returns, standard deviations, and Sharpe ratios of these portfolios and Tables 10. 2, 10. 4, 10. 6, 10. 8, and 10. 10 present the ... Table 10. 1 presents summary statistics for the agriculture portfolios, and Table 10. 2 presents the correlation matrix The top 50 percent monthly standard deviation, top 50 percent gain standard ... percent monthly standard deviation portfolios with the top and bottom 50 percent average monthly gain portfolios, and the top and bottom 50 percent semideviation portfolios with the top and bottom 50...