Anchor Pacific’s October 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 15 of 20 asset classes
Top 3
US REITs +7.13% | US Large Cap Equities +7.02% | Commodities +5.87%
Bottom 3
Emerging Markets Broad (C$) -1.02% | Canadian Total Bond Market -0.97% | Canadian IG Credit -0.81%
Canadian Markets
Equities +5.05% | Bonds -0.97% | IG Credit -0.81% | CAD +2.38%
Past 3 Months
Positive returns for 9 of 20 asset classes
Top 3
Commodities +9.51% | US Large Cap Equities +5.07% | Canadian Equities +4.31%
Bottom 3
Canadian Total Bond Market -2.66% | Canadian IG Credit -2.07% | Gold -1.87%
Canadian Markets
Equities +4.31% | Bonds -2.66% | IG Credit -2.07% | CAD +0.80%
Past 12 Months
Positive returns for 15 of 20 asset classes
Top 3
Commodities +71.97% | US Small Cap Equities +50.39% | US REITs +47.45%
Bottom 3
Gold -5.42% | US Long Term Treasury Bonds -4.87% | Canadian Total Bond Market -3.62%
Canadian Markets
Equities +38.69% | Bonds -3.62% | IG Credit -0.81% | CAD +7.30%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 1.55% (3.0 bps higher)
30 year Government 1.93% (15.0 bps lower)
Yield Curve (2-30) 145 bps (flatter by 35 bps)
High Yield spread 308 bps (tighter by 7.0 bps)
Volatility (VIX): 16.26 (-29.73% M-O-M, -10.86% from 3 months ago)
Oil: $83.57 (11.38% M-O-M, 13.01% from 3 months ago)
Gold: $1796.30 (2.34% M-O-M, -1.75% from 3 months ago)
USD / Euro: €0.86 (Euro weaker by 0.17% M-O-M, weaker by 2.66% from 3 months ago)
USD / Yen: ¥114.00 (Yen weaker by 2.45% M-O-M, weaker by 3.92% from 3 months ago)
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