Anchor Pacific’s September 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 1 of 20 asset classes
Top 3
Commodities +5.97% | US High Yield -0.24% | Canadian Dollar -0.39%
Bottom 3
US REITs -5.68% | US Large Cap Equities -4.66% | US Large Cap Equities (C$) -4.32%
Canadian Markets
Equities -2.22% | Bonds -1.51% | IG Credit -1.16% | CAD -0.39%
Past 3 Months
Positive returns for 9 of 20 asset classes
Top 3
Commodities +4.79% | US Large Cap Equities (C$) +2.70% | US Inflation Protected Bonds +1.71%
Bottom 3
Emerging Markets Broad -7.06% | Emerging Markets Broad (C$) -5.15% | US Small Cap Equities -4.34%
Canadian Markets
Equities +0.10% | Bonds -0.70% | IG Credit -0.34% | CAD -2.19%
Past 12 Months
Positive returns for 15 of 20 asset classes
Top 3
Commodities +56.84% | US Small Cap Equities +47.43% | US REITs +33.50%
Bottom 3
US Long Term Treasury Bonds -10.30% | Gold -7.28% | Canadian Total Bond Market -3.52%
Canadian Markets
Equities +28.00% | Bonds -3.52% | IG Credit -1.10% | CAD +4.71%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 1.52% (22.0 bps higher)
30 year Government 2.08% (16.0 bps higher)
Yield Curve (2-30) 180 bps (steeper by 8 bps)
High Yield spread 315 bps (tighter by 6.0 bps)
Volatility (VIX): 23.14 (40.41% M-O-M, 46.18% from 3 months ago)
Oil: $75.03 (9.53% M-O-M, 2.12% from 3 months ago)
Gold: $1755.30 (-3.25% M-O-M, -0.14% from 3 months ago)
USD / Euro: €0.86 (Euro weaker by 1.95% M-O-M, weaker by 2.36% from 3 months ago)
USD / Yen: ¥111.27 (Yen weaker by 1.14% M-O-M, weaker by 0.15% from 3 months ago)
