Anchor Pacific’s February 2023 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 2 of 20 asset classes
Top 3
International Developed Equities (EAFE-C$H) 0.21% | US Large Cap Equities (C$) 0.19% | Hedge Funds (0.85%)
Bottom 3
Emerging Markets Broad (6.65%) | US REITs (5.86%) | Gold (5.37%)
Canadian Markets
Equities (2.45%) | Bonds (1.96%) | IG Credit (1.55%) | CAD (2.31%)
Past 3 months
Positive returns for 8 of 20 asset classes
Top 3
International Developed Equities (EAFE-C$H) 3.04% | Gold 3.02% | International Developed Equities (EAFE) 2.94%
Bottom 3
Commodities (5.93%) | US Large Cap Equities (2.35%) | US REITs (1.30%)
Canadian Markets
Equities (0.34%) | Bonds (0.56%) | IG Credit 0.49% | CAD (0.95%)
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
International Developed Equities (EAFE-C$H) 5.77% | US Large Cap Equities (C$) (0.92%) | Canadian Equities (1.27%)
Bottom 3
US Long Term Treasury Bonds (25.48%) | Emerging Markets Broad (14.21%) | US REITs (13.29%)
Canadian Markets
Equities (1.27%) | Bonds (6.91%) | IG Credit (4.60%) | CAD (6.46%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.92% (40 bps higher)
30 year Government 3.93% (28 bps higher)
Yield Curve (3m-10y) (96 bps) (steeper by 22 bps)
High Yield spread 422 bps (tighter by 8 bps)
Volatility (VIX): 20.70 (6.70% M-O-M, 0.58% from 3 months ago)
Oil: $77.05 ( (2.31%) M-O-M, (4.36%) from 3 months ago)
Gold: $1,836.70 ( (4.81%) M-O-M, 4.36% from 3 months ago)
USD / EURO: € 0.95 (Euro weaker by 2.68% M-O-M, stronger by 1.61% from 3 months ago)
USD / Yen: ¥136.20 (Yen weaker by 4.70% M-O-M, stronger by 1.33% from 3 months ago)
*Information above is from 2023.02 Investment Scorecard
