August 16, 2021 Raymond Kerzérho Evidence Based Investing Market Statistics Market Statistics – July 2021 Published: August 16, 2021 All figures in CAD unless mentioned otherwise Looking for reliable data on recent market performance? Here you’ll find a PDF document of the monthly statistics for the various Canadian, U.S. and international markets that we follow. Source : DFA Web Ce rapport est publié par PWL Capital inc. à titre informatif seulement. Les informations qui ont servi à bâtir ce rapport sont disponibles sur demande. Avant d’effectuer un placement ou d’adopter une stratégie de placement, chaque investisseur devrait évaluer ses objectifs avec son conseiller en placement. Les opinions de PWL Capital reflètent son jugement en date du présent document et peuvent changer sans préavis. Elles sont fournies de bonne foi, mais sans responsabilité à l’égard des erreurs ou omissions que pourrait contenir ce document. Les renseignements contenus dans les présentes ont été puisés auprès de sources que nous considérons dignes de foi, mais ni PWL Capital inc. ni ses employés, ses agents ou ses fournisseurs de renseignements ne peuvent garantir leur exactitude ou leur intégralité. Download Market Statistics – July 2021 Scroll right Income Canadian Fixed Income -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Inflation (one month lag)0.282.913.061.911.841.671.841.791.22 Treasury Bills0.010.060.131.080.950.901.722.960.22 Short Term bonds0.46-0.180.673.272.012.263.685.151.41 Total Bond Market1.09-2.41-2.604.802.693.805.136.654.29 Global Fixed Income -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Short Term Bonds (Hedged to CAD)0.34 - 0.172.541.561.992.974.490.99 Total Bond Market (Hedged to CAD)1.26-0.290.164.572.664.004.58N/A2.76 Other Income Securities -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Canadian REITs4.6427.1438.7110.358.548.6410.85N/A17.24 Canadian Utilities2.957.9919.3518.5911.229.119.92N/A11.51 Canadian Preferred Shares0.8015.2129.474.607.092.93N/AN/A13.37 U.S. High Yield (USD)0.384.0110.627.196.996.587.768.027.37 Global REITs4.8919.8426.897.994.7411.358.639.8813.57 Scroll right Equities Canadian Equity -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Total Market0.8018.2329.1410.6710.107.807.828.6613.61 Large & Mid Cap Value-1.2423.7342.086.229.447.817.648.8416.22 Large & Mid Cap Growth2.7311.8715.7212.179.947.147.217.2312.84 Small Cap0.3817.1734.3413.739.465.538.02N/A19.72 Small Cap Value-0.1821.9645.7111.357.464.568.19N/A21.57 Small Cap Growth1.0012.2723.6515.6711.216.207.80N/A18.78 U.S. Equity -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Total Market2.5214.7029.2916.4616.3418.298.0111.0812.37 Total Market in USD1.6917.0638.7318.1017.3615.169.1110.7915.61 Large & Mid Cap Value1.6215.6129.849.7210.4415.136.7010.5112.70 Large & Mid Cap Growth4.1314.3627.3823.5422.2521.598.9811.3113.51 Small Cap-2.8311.0141.639.9413.2915.408.908.9017.82 Small Cap Value-2.8019.7052.566.8010.6413.848.0011.4719.02 Small Cap Growth-2.862.9031.4112.2815.3916.658.179.3917.94 International Equity (Developed) -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Large & Mid Cap1.577.4421.446.168.409.034.856.1111.06 Large & Mid Cap in Local Currencies0.3913.2029.926.749.088.524.655.4012.91 Large & Mid Cap Value0.578.1923.871.295.746.933.906.2712.95 Large & Mid Cap Growth2.556.4618.8310.7610.8110.965.665.8110.37 Small Cap2.538.6629.287.2610.1111.638.45N/A12.87 Small Cap Value2.0610.2932.504.297.9810.338.58N/A13.24 Small Cap Growth2.986.8425.939.9312.0412.808.27N/A13.28 Emerging Markets -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Large & Mid Cap-5.91-1.6212.776.809.806.809.318.3912.74 Large & Mid Cap Value-3.872.9618.683.727.104.639.16N/A12.91 Large & Mid Cap Growth-7.86-5.857.329.5912.308.829.32N/A14.09 Small Cap-0.4616.0538.3210.2110.047.3910.53N/A15.77 Small Cap Value-0.5415.6340.578.6910.117.4412.68N/A15.78 Small Cap Growth-0.3816.3936.0111.539.797.258.61N/A16.12