Anchor Pacific’s November 2021 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 7 of 20 asset classes
Top 3
US Long Term Treasury Bonds +2.77% | US Large Cap Equities (C$) +2.77% | US Inflation Protected Bonds +0.87%
Bottom 3
Commodities -10.59% | International Developed Equities (EAFE) -4.64% | US Small Cap Equities -4.33%
Canadian Markets
Equities -1.49% | Bonds +0.79% | IG Credit +0.12% | CAD -3.29%
Past 3 Months
Positive returns for 6 of 20 asset classes
Top 3
US Large Cap Equities (C$) +2.75% | US Long Term Treasury Bonds +2.24% | US Large Cap Equities +1.21%
Bottom 3
Emerging Markets Broad -4.95% | International Developed Equities (EAFE) -4.90% | Emerging Markets Broad (C$) -4.02%
Canadian Markets
Equities +1.19% | Bonds -1.69% | IG Credit -1.85% | CAD -1.38%
Past 12 Months
Positive returns for 14 of 20 asset classes
Top 3
Commodities +37.00% | US REITs +31.61% | US Large Cap Equities +27.60%
Bottom 3
Canadian Total Bond Market -3.99% | US Long Term Treasury Bonds -3.83% | Canadian IG Credit -2.71%
Canadian Markets
Equities +23.34% | Bonds -3.99% | IG Credit -2.71% | CAD +1.16%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 1.43% (12.0 bps lower)
30 year Government 1.78% (15.0 bps lower)
Yield Curve (2-30) 126 bps (flatter by 19 bps)
High Yield spread 367 bps (wider by 59.0 bps)
Volatility (VIX): 27.19 (67.22% M-O-M, 64.99% from 3 months ago)
Oil: $66.18 (-20.81% M-O-M, -3.39% from 3 months ago)
Gold: $1797.60 (0.07% M-O-M, -0.92% from 3 months ago)
USD / Euro: €0.88 (Euro weaker by 1.99% M-O-M, weaker by 4.16% from 3 months ago)
USD / Yen: ¥113.13 (Yen stronger by 0.76% M-O-M, weaker by 2.83% from 3 months ago)
