Anchor Pacific’s January 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 19 of 20 asset classes
Top 3
US REITs 10.40% | US Small Cap Equities 9.82% | International Developed Equities (EAFE) 9.03%
Bottom 3
Commodities (0.09%) | Canadian Dollar 1.94% | US Inflation Protected Bonds 2.08%
Canadian Markets
Equities 7.37% | Bonds 2.96% | IG Credit 3.01% | CAD 1.94%
Past 3 months
Positive returns for 19 of 20 asset classes
Top 3
Emerging Markets Broad 21.07% | International Developed Equities (EAFE) 20.03% | Gold 18.10%
Bottom 3
Commodities (2.93%) | US Inflation Protected Bonds 2.58% | Canadian Dollar 2.75%
Canadian Markets
Equities 7.78% | Bonds 4.27% | IG Credit 5.30% | CAD 2.75%
Past 12 months
Positive returns for 4 of 20 asset classes
Top 3
Commodities 10.93% | Gold 6.73% | International Developed Equities (EAFE-C$H) 2.17%
Bottom 3
US Long Term Treasury Bonds (22.96%) | Emerging Markets Broad (11.52%) | US REITs (11.09%)
Canadian Markets
Equities 1.48% | Bonds (5.74%) | IG Credit (4.14%) | CAD (4.08%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.52% (36 bps lower)
30 year Government 3.65% (32 bps lower)
Yield Curve (3m-10y) (118 bps) (further inverted by 64 bps)
High Yield spread 430 bps (tighter by 51 bps)
Volatility (VIX): 19.40 ( (10.48%) M-O-M, (25.04%) from 3 months ago)
Oil: $79.15 ( (1.64%) M-O-M, (8.53%) from 3 months ago)
Gold: $1,929.50 (5.66% M-O-M, 17.60% from 3 months ago)
USD / EURO: € 0.92 (Euro stronger by 1.42% M-O-M, stronger by 8.96% from 3 months ago)
USD / Yen: ¥130.12 (Yen stronger by 0.76% M-O-M, stronger by 12.50% from 3 months ago)
*Information above is from 2023.01 Investment Scorecard
