Anchor Pacific’s August 2022 investment scorecard. See asset class performance, 3-year asset class risk and return, macro summary (key index levels and rates), and yield curves.
To download the complete Monthly Investment Scorecard, please click on the link below:
Summary of Returns
Month-over-Month
Positive returns for 1 of 20 asset classes
Top 3
Emerging Markets Broad (C$) 2.23% | Hedge Funds -1.16% | US Large Cap Equities (C$) -1.36%
Bottom 3
US REITs -6.01% | International Developed Equities (EAFE) -5.82% | US Long Term Treasury Bonds -4.55%
Canadian Markets
Equities -1.72%| Bonds -2.79%| IG Credit -3.99%| CAD -2.44%
Past 3 months
Positive returns for 0 of 20 asset classes
Top 3
US Large Cap Equities (C$) -0.07%| Canadian IG Credit -0.48%| US Small Cap Equities -0.72%
Bottom 3
Commodities -11.14% | International Developed Equities (EAFE) -9.93% | Gold -6.94%
Canadian Markets
Equities -6.05% | Bonds -1.21%| IG Credit -0.48%| CAD -3.71%
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities 39.85% | Canadian Dollar -4.19% | Canadian Equities -4.67%
Bottom 3
US Long Term Treasury Bonds -23.49% | International Developed Equities (EAFE) -20.21% | Emerging Markets Broad -18.91%
Canadian Markets
Equities -4.67%| Bonds -11.48% | IG Credit -10.37% | CAD -4.19%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.15% (48 bps higher)
30 year Government 3.27% (27 bps higher)
Yield Curve (2-30) -18 bps (flatter by 29 bps)
High Yield spread 503 bps (wider by 20 bps)
Volatility (VIX): 25.87 (21.28% M-O-M, -1.22% from 3 months ago)
Oil: $89.55 (-9.20% M-O-M, -21.91% from 3 months ago)
Gold: $1,726.20 (-2.95% M-O-M, -6.61% from 3 months ago)
USD / EURO: € 0.99 (Euro weaker by 1.59% M-O-M, weaker by 6.71% from 3 months ago)
USD / Yen: ¥138.96 (Yen weaker by 4.33% M-O-M, weaker by 7.99% from 3 months ago)
*Information above is from 2022.08 Investment Scorecard
