Anchor Pacific’s June 2024 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 14 of 20 asset classes
Top 3
US Large Cap Equities 3.53% | Emerging Markets Broad 1.97% | US REITs 1.88%
Bottom 3
International Developed Equities (EAFE) (1.65%) | Canadian Equities (1.41%) | US Small Cap Equities (1.12%)
Canadian Markets
Equities (1.41%) | Bonds 1.30% | IG Credit 0.70% | CAD (0.27%)
Past 3 months
Positive returns for 13 of 20 asset classes
Top 3
Emerging Markets Broad 5.17% | Gold 4.52% | US Large Cap Equities 4.38%
Bottom 3
US Small Cap Equities (3.25%) | US Long Term Treasury Bonds (2.01%) | US REITs (1.94%)
Canadian Markets
Equities (0.55%) | Bonds 0.91% | IG Credit 0.67% | CAD (0.55%)
Past 12 months
Positive returns for 18 of 20 asset classes
Top 3
US Large Cap Equities 24.49% | Gold 20.61% | International Developed Equities (EAFE-C$H) 16.75%
Bottom 3
US Long Term Treasury Bonds (7.39%) | Canadian Dollar (0.93%) | US Inflation Protected Bonds 2.48%
Canadian Markets
Equities 12.09% | Bonds 3.69% | IG Credit 6.11% | CAD (0.93%)
Macro Summary (Key Index Levels and Rates)
US Yields
10 year Government 4.36% (15 bps lower)
30 year Government 4.51% (14 bps lower)
Yield Curve (3m-10y) (112 bps) (further inverted by 17 bps)
High Yield spread 321 bps (wider by 1 bps)
Volatility (VIX): 12.44 ( (3.72%) M-O-M, (4.38%) from 3 months ago)
Oil: $81.54 (5.91% M-O-M, (1.96%) from 3 months ago)
Gold: $2,339.60 (0.24% M-O-M, 5.05% from 3 months ago)
USD / EURO: € 0.93 (Euro weaker by 1.19% M-O-M, weaker by 0.72% from 3 months ago)
USD / Yen: ¥160.83 (Yen weaker by 2.24% M-O-M, weaker by 6.29% from 3 months ago)
*Information above is from 2024.06 Investment Scorecard
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