Anchor Pacific’s December 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
Gold 2.93% | Canadian Dollar (0.53%) | Hedge Funds (0.82%)
Bottom 3
US Small Cap Equities (6.51%) | US Large Cap Equities (5.76%) | US REITs (5.03%)
Canadian Markets
Equities (4.85%) | Bonds (1.49%) | IG Credit (0.90%) | CAD (0.53%)
Past 3 months
Positive returns for 19 of 20 asset classes
Top 3
International Developed Equities (EAFE) 16.78% | Gold 9.68% | Emerging Markets Broad 8.57%
Bottom 3
US Long Term Treasury Bonds (1.88%) | Canadian Total Bond Market 0.49% | Canadian IG Credit 1.40%
Canadian Markets
Equities 5.97% | Bonds 0.49% | IG Credit 1.40% | CAD 2.23%
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities 24.08% | Gold (0.77%) | Canadian Equities (5.82%)
Bottom 3
US Long Term Treasury Bonds (31.23%) | US REITs (26.25%) | US Small Cap Equities (20.48%)
Canadian Markets
Equities (5.82%) | Bonds (11.66%) | IG Credit (9.79%) | CAD (6.44%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.88% (20 bps higher)
30 year Government 3.97% (17 bps higher)
Yield Curve (3m-10y) (54 bps) (steeper by 14 bps)
High Yield spread 481 bps (wider by 26 bps)
Volatility (VIX): 21.67 (5.30% M-O-M, (31.47%) from 3 months ago)
Oil: $80.47 ( (0.11%) M-O-M, 1.23% from 3 months ago)
Gold: $1,826.20 (3.77% M-O-M, 9.22% from 3 months ago)
USD / EURO: € 0.93 (Euro stronger by 2.77% M-O-M, stronger by 8.43% from 3 months ago)
USD / Yen: ¥131.11 (Yen stronger by 5.01% M-O-M, stronger by 9.42% from 3 months ago)
*Information above is from 2022.12 Investment Scorecard
