Anchor Pacific’s February 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 6 of 20 asset classes
Top 3
Commodities +8.84% | Gold +6.12% | US Small Cap Equities +1.03%
Bottom 3
Emerging Markets Broad (C$) -4.06% | Emerging Markets Broad -3.72% | US REITs -3.48%
Canadian Markets
Equities +0.27% | Bonds -0.73% | IG Credit -1.07% | CAD +0.17%
Past 3 months
Positive returns for 4 of 20 asset classes
Top 3
Commodities +30.39% | Gold +7.78% | Canadian Equities +1.40%
Bottom 3
US Long Term Treasury Bonds -7.39% | US Small Cap Equities -6.52% | US IG Credit -5.68%
Canadian Markets
Equities +1.40% | Bonds -2.54% | IG Credit -2.51% | CAD +0.68%
Past 12 months
Positive returns for 10 of 20 asset classes
Top 3
Commodities +46.14% | US REITs +20.06% | Canadian Equities +18.64%
Bottom 3
Emerging Markets Broad (C$) -7.52% | Emerging Markets Broad -6.54% | US Small Cap Equities -5.98%
Canadian Markets
Equities +18.64% | Bonds -3.02% | IG Credit -3.25% | CAD -0.09%
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 1.83% (4 bps higher)
30 year Government 2.17% (6 bps higher)
Yield Curve (2-30) 73 bps (flatter by 20 bps)
High Yield spread 377 bps (higher by 14 bps)
Volatility (VIX): 30.15 (24.43% M-O-M, 10.89% from 3 months ago)
Oil: $95.72 (8.59% M-O-M, 44.64% from 3 months ago)
Gold: $1,900.70 (5.89% M-O-M, 5.74% from 3 months ago)
USD / Euro: €0.89 (Euro stronger by 0.12% M-O-M, stronger by 1.03% from 3 months
ago)
USD / Yen: ¥114.99 (Yen weaker by 0.10% M-O-M, stronger by 1.64% from 3 months ago)
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