Anchor Pacific’s November 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 19 of 20 asset classes
Top 3
Emerging Markets Broad 14.30% | International Developed Equities (EAFE) 12.55% | Gold 8.49%
Bottom 3
Commodities (1.19%) | Canadian Dollar 1.34% | US Inflation Protected Bonds 1.83%
Canadian Markets
Equities 5.50% | Bonds 2.80% | IG Credit 3.16% | CAD 1.34%
Past 3 months
Positive returns for 12 of 20 asset classes
Top 3
International Developed Equities (EAFE) 7.62% | Canadian Equities 6.63% | International Developed Equities (EAFE-C$H) 5.64%
Bottom 3
US Long Term Treasury Bonds (7.54%) | US REITs (4.27%) | US Inflation Protected Bonds (3.67%)
Canadian Markets
Equities 6.63% | Bonds 1.32% | IG Credit 1.34% | CAD (2.21%)
Past 12 months
Positive returns for 3 of 20 asset classes
Top 3
Commodities 35.28% | International Developed Equities (EAFE-C$H) 0.62% | Canadian Equities 0.45%
Bottom 3
US Long Term Treasury Bonds (30.81%) | US IG Credit (16.66%) | Emerging Markets Broad (14.82%)
Canadian Markets
Equities 0.45% | Bonds (8.77%) | IG Credit (7.46%) | CAD (4.92%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.68% (42 bps lower)
30 year Government 3.80% (42 bps lower)
Yield Curve (3m-10y) (69bps) (flatter by 29 bps)
High Yield spread 455 bps (tighter by 8 bps)
Volatility (VIX): 20.58 ( (20.48%) M-O-M, (20.45%) from 3 months ago)
Oil: $80.56 ( (6.90%) M-O-M, (10.04%) from 3 months ago)
Gold: $1,759.90 (7.27% M-O-M, 2.24% from 3 months ago)
USD / EURO: € 0.96 (Euro stronger by (5.14%) M-O-M, stronger by (3.47%) from 3 months ago)
USD / Yen: ¥137.36 (Yen stronger by (7.63%) M-O-M, stronger by (1.15%) from 3 months ago)
*Information above is from 2022.11 Investment Scorecard
