Anchor Pacific’s October 2023 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 3 of 20 asset classes
Top 3
Gold 7.37% | Canadian IG Credit 0.51% | Canadian Total Bond Market 0.09%
Bottom 3
US Small Cap Equities (6.91%) | US Long Term Treasury Bonds (5.46%) | Commodities (3.91%)
Canadian Markets
Equities (3.19%) | Bonds 0.09% | IG Credit 0.51% | CAD (2.06%)
Past 3 months
Positive returns for 2 of 20 asset classes
Top 3
Gold 0.95% | Commodities 0.14% | Canadian IG Credit (1.71%)
Bottom 3
US Small Cap Equities (16.82%) | US Long Term Treasury Bonds (15.71%) | US REITs (13.64%)
Canadian Markets
Equities (7.65%) | Bonds (2.52%) | IG Credit (1.71%) | CAD (4.44%)
Past 12 months
Positive returns for 14 of 20 asset classes
Top 3
Gold 21.18% | International Developed Equities (EAFE) 13.01% | US Large Cap Equities (C$) 11.82%
Bottom 3
US Long Term Treasury Bonds (10.24%) | US Small Cap Equities (8.84%) | US REITs (8.09%)
Canadian Markets
Equities 0.44% | Bonds (0.19%) | IG Credit 3.01% | CAD 0.03%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 4.88% (29 bps higher)
30 year Government 5.04% (31 bps higher)
Yield Curve (3m-10y) (71 bps) (flatter by 25 bps)
High Yield spread 442 bps (wider by 39 bps)
Volatility (VIX): 18.14 (3.54% M-O-M, 33.09% from 3 months ago)
Oil: $81.02 ( (10.76%) M-O-M, (0.95%) from 3 months ago)
Gold: $1,994.30 (5.78% M-O-M, (0.74%) from 3 months ago)
USD / EURO: € 0.95 (Euro stronger by 0.05% M-O-M, weaker by 3.95% from 3 months ago)
USD / Yen: ¥151.67 (Yen weaker by 1.55% M-O-M, weaker by 6.60% from 3 months ago)
*Information above is from 2023.10 Investment Scorecard
