Omnigence's Farmland Research Finds Significant Excess Returns

Omnigence Asset Management has published research applying the Information Ratio to its Canadian farmland platform's 18-year quarterly return history.

The study, titled 'The Information Ratio: Measuring Signal vs. Noise in Canadian Farmland Returns', examines the excess returns of the farmland platform from Q2 2008 through Q1 2026 and tests whether they reflect a persistent pattern or statistical noise.

The research finds that the Information Ratio is significant when comparing the farmland platform's returns to inflation, treasury bills, and Canadian bonds, with annualized Information Ratios of 4.24 versus CPI (t = 18.0), 5.29 versus T-bills (t = 22.4), and 2.33 versus Canadian bonds (t = 9.9).

The study's authors emphasize that farmland is not an equity replacement, but rather an independent return stream with a near-zero correlation to public indices.