Anchor Pacific’s January 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 3 of 20 asset classes
Top 3
Commodities +11.75% | Emerging Markets Broad (C$) +0.96% | Emerging Markets Broad +0.42%
Bottom 3
US Small Cap Equities -9.53% | US REITs -8.42% | US Large Cap Equities -5.27%
Canadian Markets
Equities -0.36% | Bonds -3.51% | IG Credit -3.07% | CAD -0.57%
Past 3 months
Positive returns for 4 of 20 asset classes
Top 3
Commodities +7.11% | Emerging Markets Broad (C$) +1.52% | Gold +0.86%
Bottom 3
US Small Cap Equities -11.49% | International Developed Equities (EAFE) -4.35% | US IG Credit -3.74%
Canadian Markets
Equities -0.38% | Bonds -1.05% | IG Credit -1.34% | CAD -2.80%
Past 12 months
Positive returns for 10 of 20 asset classes
Top 3
Commodities +48.10% | US REITs +28.66% | US Large Cap Equities +23.19%
Bottom 3
Canadian Total Bond Market -4.97% | US Long Term Treasury Bonds -4.88% | Canadian IG Credit -4.11%
Canadian Markets
Equities +23.07% | Bonds -4.97% | IG Credit -4.11% | CAD +0.21%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 1.79% (27 bps higher)
30 year Government 2.11% (21 bps higher)
Yield Curve (2-30) 93 bps (flatter by 24 bps)
High Yield spread 363 bps (tighter by 53 bps)
Volatility (VIX): 24.83 (44.19% M-O-M, 52.71% from 3 months ago)
Oil: $88.15 (17.21% M-O-M, 5.48% from 3 months ago)
Gold: $1,795.00 (-1.38% M-O-M, -0.07% from 3 months ago)
USD / Euro: €0.89 (Euro weaker by 1.19% M-O-M, weaker by 2.91% from 3 months ago)
USD / Yen: ¥115.10 (Yen weaker by 0.02% M-O-M, weaker by 0.96% from 3 months ago)
