Anchor Pacific’s July 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 16 of 20 asset classes
Top 3
US Small Cap Equities +10.56% | US Large Cap Equities +9.21% | US Large Cap Equities (C$) +8.77%
Bottom 3
Gold -2.59% | Emerging Markets Broad (C$) -1.27% | Emerging Markets Broad -0.79%
Canadian Markets
Equities +4.67% | Bonds +3.92% | IG Credit +5.71% | CAD +0.46%
Past 3 months
Positive returns for 10 of 20 asset classes
Top 3
Canadian IG Credit +3.69% | US IG Credit +2.54% | US Total Bond Market +1.71%
Bottom 3
Gold -7.24% | Emerging Markets Broad (C$) -4.74% | Canadian Equities -4.37%
Canadian Markets
Equities -4.37% | Bonds +1.65% | IG Credit +3.69% | CAD +0.18%
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities +40.67% | Canadian Equities -1.50% | US Large Cap Equities (C$) -2.44%
Bottom 3
US Long Term Treasury Bonds -20.11% | Emerging Markets Broad -16.75% | Emerging Markets Broad (C$) -14.95%
Canadian Markets
Equities -1.50% | Bonds -9.12% | IG Credit -6.74% | CAD -2.94%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 2.67% (31 bps lower)
30 year Government 3.00% (14 bps lower)
Yield Curve (2-30) 11 bps (flatter by 11 bps)
High Yield spread 483 bps (narrower by 104 bps)
Volatility (VIX): 21.33 (-25.71% M-O-M, -36.14% from 3 months ago)
Oil: $97.94 (-7.39% M-O-M, -6.45% from 3 months ago)
Gold: $1,778.70 (-1.58% M-O-M, -6.96% from 3 months ago)
USD / Euro: €0.98 (Euro stronger by 2.58% M-O-M, stronger by 3.16% from 3 months ago)
USD / Yen: ¥133.19 (Yen weaker by 1.87% M-O-M, stronger by 2.59% from 3 months ago)
*Information above is from 2022.07 Investment Scorecard
