Anchor Pacific’s May 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 13 of 20 asset classes
Top 3
Commodities +5.74% | US IG Credit +1.86% | International Developed Equities +1.65%
Bottom 3
US REITs -4.69% | Gold -3.26% | US Long Term Treasury Bonds -2.25%
Canadian Markets
Equities +0.03% | Bonds +0.03% | IG Credit +0.04% | CAD +1.51%
Past 3 months
Positive returns for 3 of 20 asset classes
Top 3
Commodities +20.32% | International Developed Equities +0.90% | Canadian Dollar +0.20%
Bottom 3
US Long Term Treasury Bonds -16.28% | Emerging Markets -8.70% | US Small Cap Equities -8.68%
Canadian Markets
Equities -1.11% | Bonds -6.47% | IG Credit -5.87% | CAD +0.20%
Past 12 months
Positive returns for 4 of 20 asset classes
Top 3
Commodities +61.98% | Canadian Equities +8.06% | US Large Cap Equities (C$) +4.52%
Bottom 3
US Small Cap Equities -17.03% | Emerging Markets Broad -16.77% | US Long Term Treasury Bonds -14.43%
Canadian Markets
Equities +8.06% | Bonds -8.68% | IG Credit -8.28% | CAD -4.85%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 2.85% (4 bps lower)
30 year Government 3.07% (11 bps higher)
Yield Curve (2-30) 54 bps (wider by 28 bps)
High Yield spread 422 bps (wider by 25 bps)
Volatility (VIX): 26.19 (-21.59% M-O-M, -13.13% from 3 months ago)
Oil: $114.67 (9.53% M-O-M, 19.80% from 3 months ago)
Gold: $1,848.40 (-3.66% M-O-M, -3.09% from 3 months ago)
USD / Euro: €0.93 (Euro stronger by 1.78% M-O-M, weaker by 4.53% from 3 months
ago)
USD / Yen: ¥128.68 (Yen stronger by 0.89% M-O-M, weaker by 11.91% from 3 months ago)
*Information above is from 2022.05 Investment Scorecard
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