Anchor Pacific’s June 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 17 of 20 asset classes
Top 3
US Small Cap Equities 8.07% | US Large Cap Equities 6.48% | US REITs 5.63%
Bottom 3
Gold (2.22%) | US Total Bond Market (0.37%) | US Inflation Protected Bonds (0.34%)
Canadian Markets
Equities 3.32% | Bonds 0.08% | IG Credit 0.32% | CAD 2.65%
Past 3 months
Positive returns for 12 of 20 asset classes
Top 3
US Large Cap Equities 8.68% | US Small Cap Equities 5.26% | International Developed Equities (EAFE) 3.18%
Bottom 3
Commodities (3.13%) | Gold (2.70%) | US Long Term Treasury Bonds (2.48%)
Canadian Markets
Equities 1.12% | Bonds (0.71%) | IG Credit 0.04% | CAD 2.53%
Past 12 months
Positive returns for 14 of 20 asset classes
Top 3
US Large Cap Equities 19.42% | International Developed Equities (EAFE) 16.36% | US Small Cap Equities 12.38%
Bottom 3
Commodities (15.63%) | US Long Term Treasury Bonds (7.82%) | US REITs (3.97%)
Canadian Markets
Equities 10.28% | Bonds 3.27% | IG Credit 4.81% | CAD (1.52%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.81% (17 bps higher)
30 year Government 3.85% (0 bps lower)
Yield Curve (3m-10y) (162 bps) (further inverted by 26 bps)
High Yield spread 414 bps (tighter by 55 bps)
Volatility (VIX): 13.59 ( (24.25%) M-O-M, (27.33%) from 3 months ago)
Oil: $70.64 (3.75% M-O-M, (6.65%) from 3 months ago)
Gold: $1,929.40 ( (2.66%) M-O-M, (3.73%) from 3 months ago)
USD / EURO: €0.92 (Euro stronger by 2.03% M-O-M, stronger by 0.65% from 3 months ago)
USD / Yen: ¥144.32 (Yen weaker by 3.57% M-O-M, weaker by 8.68% from 3 months ago)
*Information above is from 2023.06 Investment Scorecard
