Anchor Pacific’s October 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 12 of 20 asset classes
Top 3
US Small Cap Equities 11.16% | US Large Cap Equities 8.13% | Commodities 6.17%
Bottom 3
US Long Term Treasury Bonds -5.96% | Emerging Markets Broad -2.85% | Gold -1.78%
Canadian Markets
Equities 5.57% | Bonds -0.77%| IG Credit -0.81%| CAD 1.42%
Past 3 months
Positive returns for 0 of 20 asset classes
Top 3
US Large Cap Equities (C$) -0.05%| Canadian Equities -0.67%| US Small Cap Equities -1.59%
Bottom 3
US Long Term Treasury Bonds -17.64% | US REITs -15.24% | Emerging Markets Broad -13.05%
Canadian Markets
Equities -0.67% | Bonds -4.18%| IG Credit -5.69%| CAD -5.77%
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities 22.41% | Canadian Equities -6.20%| US Large Cap Equities (C$) -6.51%
Bottom 3
US Long Term Treasury Bonds -33.63% | Emerging Markets Broad -27.64% | International Developed Equities (EAFE) -23.50%
Canadian Markets
Equities -6.20%| Bonds -10.55% | IG Credit -10.19% | CAD -9.27%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 4.1% (27 bps higher)
30 year Government 4.22% (43 bps higher)
Yield Curve (2-30) -29 bps (steeper by 14 bps)
High Yield spread 463 bps (tighter by 80 bps)
Volatility (VIX): 25.88 (-18.15% M-O-M, 21.33% from 3 months ago)
Oil: $86.53 (9.92% M-O-M, -7.82% from 3 months ago)
Gold: $1,640.70 (-1.87% M-O-M, -7.38% from 3 months ago)
USD / EURO: € 1.01 (Euro stronger by -0.85% M-O-M, weaker by 3.38% from 3 months ago)
USD / Yen: ¥148.71 (Yen weaker by 2.74% M-O-M, weaker by 11.65% from 3 months ago)
*Information above is from 2022.10 Investment Scorecard
