Anchor Pacific’s June 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 0 of 20 asset classes
Top 3
US Long Term Treasury Bonds -1.27% | US Total Bond Market -1.55% | Gold -1.57%
Bottom 3
International Developed Equities (EAFE) -9.17% | Canadian Equities -8.66% | US Small Cap Equities -8.37%
Canadian Markets
Equities -8.66% | Bonds -2.21% | IG Credit -1.94% | CAD -1.76%
Past 3 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities +1.99% | Canadian Dollar -2.93% | US Total Bond Market -4.58%
Bottom 3
US Small Cap Equities -17.28% | US Large Cap Equities -16.11% | US REITs -15.39%
Canadian Markets
Equities -13.22% | Bonds -5.73% | IG Credit -5.11% | CAD -2.93%
Past 12 months
Positive returns for 2 of 20 asset classes
Top 3
Commodities +43.57% | Gold +1.71% | Canadian Dollar -4.02%
Bottom 3
US Small Cap Equities -25.37% | Emerging Markets Broad -21.03% | US Long Term Treasury Bonds -19.11%
Canadian Markets
Equities -5.13% | Bonds -11.65% | IG Credit -10.95% | CAD -4.02%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 2.98% (13 bps higher)
30 year Government 3.14% (7 bps higher)
Yield Curve (2-30) 22 bps (flatter by 32 bps)
High Yield spread 587 bps (wider by 165 bps)
Volatility (VIX): 29.62 (13.10% M-O-M, 44.07% from 3 months ago)
Oil: $105.76 (-7.77% M-O-M, 5.46% from 3 months ago)
Gold: $1,807.30 (-2.22% M-O-M, -7.77% from 3 months ago)
USD / Euro: €0.95 (Euro weaker by 2.15% M-O-M, weaker by 5.56% from 3 months
ago)
USD / Yen: ¥135.73 (Yen weaker by 5.48% M-O-M, weaker by 11.57% from 3 months ago)
*Information above is from 2022.06 Investment Scorecard
