Anchor Pacific’s March 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 10 of 20 asset classes
Top 3
Commodities +8.84% | US REITs +6.26% | Canadian Equities +4.09%
Bottom 3
US Long Term Treasury Bonds -5.44% | Emerging Markets -3.26% | Canadian Bonds -2.98%
Canadian Markets
Equities +4.09% | Bonds -2.98% | IG Credit -2.73% | CAD +1.41%
Past 3 months
Positive returns for 4 of 20 asset classes
Top 3
Commodities +32.38% | Gold +5.67% | Canadian Equities +4.00%
Bottom 3
US Long Term Treasury Bonds -10.63% | US IG Credit -8.38% | US Small Cap Equities -7.54%
Canadian Markets
Equities +4.00% | Bonds -7.07% | IG Credit -6.73% | CAD +1.01%
Past 12 months
Positive returns for 10 of 20 asset classes
Top 3
Commodities +62.13% | US REITs +21.33% | Canadian Equities +18.73%
Bottom 3
Emerging Markets -8.93% | US Small Cap Equities -6.20% | US IG Credit -4.86%
Canadian Markets
Equities +18.73% | Bonds -4.69% | IG Credit -4.77% | CAD +0.13%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 2.32% (49 bps higher)
30 year Government 2.44% (27 bps higher)
Yield Curve
(2-30) 16 bps (flatter by 57 bps)
(2-10) 4 bp (flatter by 35 bps)
(3m – 10) 180 bp (steeper by 32 bps)
High Yield spread 343 bps (tighter by 34 bps)
Volatility (VIX): 20.56 (-31.8% M-O-M, +19.4% from 3 months ago)
Oil: $100.28 (+4.8% M-O-M, +33.3% from 3 months ago)
Gold: $1,949.2 (+2.6% M-O-M, +6.5% from 3 months ago)
USD / Euro: €0.90 (Euro weaker by 1.4% M-O-M, weaker by 2.7% from 3 months
ago)
USD / Yen: ¥121.66 (Yen weaker by 5.8% M-O-M, weaker by 5.7% from 3 months ago)
