Anchor Pacific’s September 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:
September 2022 Investment Scorecard
Summary of Returns
Month-over-Month
Positive returns for 0 of 20 asset classes
Top 3
Canadian Total Bond Market -0.67%| Canadian IG Credit -0.97%| Gold -2.89%
Bottom 3
US REITs -12.87% | Emerging Markets Broad -10.08% | International Developed Equities (EAFE) -9.86%
Canadian Markets
Equities -4.26%| Bonds -0.67%| IG Credit -0.97%| CAD -4.77%
Past 3 months
Positive returns for 3 of 20 asset classes
Top 3
US Large Cap Equities (C$) +2.12% | Canadian IG Credit +0.51% | Canadian Total Bond Market +0.35%
Bottom 3
Emerging Markets Broad -11.20% | US REITs -11.05% | Commodities -10.91%
Canadian Markets
Equities -1.52% | Bonds +0.35% | IG Credit +0.51% | CAD -6.66%
Past 12 months
Positive returns for 1 of 20 asset classes
Top 3
Commodities +22.06% | Gold -5.82%| Canadian Equities -6.66%
Bottom 3
US Long Term Treasury Bonds -27.69% | International Developed Equities (EAFE) -25.55% | Emerging Markets Broad -24.55%
Canadian Markets
Equities -6.66%| Bonds -10.72% | IG Credit -10.19% | CAD -8.41%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 3.83% (68 bps higher)
30 year Government 3.79% (52 bps higher)
Yield Curve (2-30) -43 bps (flatter by 25 bps)
High Yield spread 543 bps (wider by 40 bps)
Volatility (VIX): 31.62 (22.23% M-O-M, 10.14% from 3 months ago)
Oil: $79.49 (-11.23% M-O-M, -24.84% from 3 months ago)
Gold: $1,672.00 (-2.87% M-O-M, -7.73% from 3 months ago)
USD / EURO: € 1.02 (Euro weaker by 2.64% M-O-M, weaker by 6.96% from 3 months ago)
USD / Yen: ¥144.75 (Yen weaker by 4.17% M-O-M, weaker by 6.65% from 3 months ago)
*Information above is from 2022.09 Investment Scorecard
