Chapter 5: Natural Resources Investments

Understanding Commodities, Farmland, and Timberland

Chapter Contents

1

Introduction to Natural Resources

Natural resources are assets that occur in nature and can be used for economic gain. As an alternative investment class, they include commodities, timberland, and farmland. These investments require specialized knowledge due to their unique characteristics and are increasingly gaining attention due to factors like population growth and ESG considerations.

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Farmland
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Timberland
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Energy
Metals
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Agriculture
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Land-Based Investments: Farmland and Timberland

While both are land investments, farmland and timberland have distinct features compared to traditional real estate.

Key Features and Investment Rationale

Farmland

Food Production Focus

Driven by the basic need for food, farmland generates returns from crop price changes and land appreciation. It is often family-owned and has shorter production cycles.

Investment Methods: Direct (owning a farm) or indirect (through funds or REITs)

Timberland

Biological Growth

Returns are generated from timber price changes and the biological growth of trees. It offers flexibility in harvesting, allowing owners to wait for favorable market conditions.

ESG Benefits: Carbon sequestration and environmental sustainability

Investment Challenges

  • Both are illiquid investments
  • Highly dependent on weather conditions
  • Sensitive to global commodity price fluctuations
  • Require significant sector expertise to manage effectively
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Commodity Investments

Commodities are raw materials or primary agricultural products that can be bought and sold. They are standardized and grouped into sectors like energy, precious metals, and grains.

How to Invest in Commodities

Directly holding physical commodities involves significant storage and insurance costs. Therefore, most investors gain exposure through derivatives:

Futures & Forwards

Provide direct exposure to commodity price movements through standardized contracts.

Options

Give the right but not obligation to buy/sell commodities at specified prices.

Exchange-Traded Products

Funds that trade on exchanges and track commodity prices or baskets.

Managed Futures (CTAs)

Funds managed by Commodity Trading Advisors using futures market strategies.

Basics of Commodity Pricing

The price of a commodity futures contract is linked to the spot price through the concept of "cost of carry."

FORMULA
Futures Price ≈ Spot Price + Cost of Carry - Convenience Yield

Cost of Carry

Includes:

  • Storage costs
  • Insurance
  • Financing costs

Convenience Yield

The benefit of holding the physical commodity (e.g., to avoid a production stoppage).

Contango and Backwardation

CONTANGO

When the futures price is higher than the spot price. This is a typical situation where the cost of carry is positive.

Impact on Long Investors:

Can lead to "negative roll yield" (selling cheaper expiring contracts and buying more expensive new ones).

BACKWARDATION

When the futures price is lower than the spot price. This occurs when the convenience yield is very high, outweighing the cost of carry.

Impact on Long Investors:

Can lead to "positive roll yield" (selling more expensive expiring contracts and buying cheaper new ones).

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Risk, Return, and Diversification Benefits

Natural resources offer unique risk-return profiles and valuable portfolio characteristics.

Risk and Return Drivers

Commodities

Prices are highly volatile and sensitive to supply and demand dynamics, which can be affected by economic cycles, weather, and geopolitical events.

Farmland & Timberland

Returns are influenced by commodity prices, but also by factors like land quality, forest growth cycles, and operational efficiency.

Portfolio Benefits

Why Include Natural Resources?

Natural resources provide powerful diversification benefits and inflation protection that can enhance overall portfolio resilience and risk-adjusted returns.

Diversification

Low Correlation

Commodities, farmland, and timberland have all shown low correlation to traditional stocks and bonds, making them effective portfolio diversifiers that can enhance risk-adjusted returns.

Inflation Hedging

Price Protection

As raw materials, commodity prices often rise with inflation. This makes them a strong hedge against unexpected increases in the general price level. Farmland and timberland also provide a modest inflation hedge.

Key Investment Considerations

Global Exposure

Supply/Demand Dynamics

ESG Considerations

Chapter 4: Real Estate

Chapter 5 of 7

Natural Resources

Next: Hedge Funds