Market Statistics – August 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 – August 2021

Scroll right Income

Canadian Fixed Income

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Inflation (one month lag)	0.64	3.57	3.72	1.95	2.00	1.72	1.87	1.81	1.23
Treasury Bills	0.01	0.08	0.13	1.05	0.94	0.89	1.70	2.94	0.22
Short Term bonds	0.02	-0.12	0.51	3.13	1.98	2.17	3.60	5.10	1.41
Total Bond Market	-0.26	-2.72	-1.80	4.42	2.60	3.65	5.00	6.57	4.30

Global Fixed Income

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Short Term Bonds (Hedged to CAD)	-0.07	-0.06	0.17	2.48	1.57	1.89	2.93	4.43	0.99
Total Bond Market (Hedged to CAD)	-0.20	-0.49	0.68	4.42	2.63	3.84	4.52	N/A	2.80

Other Income Securities

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Canadian REITs	1.12	28.56	42.79	9.81	9.90	8.87	10.72	N/A	17.11
Canadian Utilities	1.03	9.10	22.53	19.02	12.08	8.89	9.89	N/A	11.38
Canadian Preferred Shares	1.06	16.43	25.15	4.69	7.08	3.10	N/A	N/A	13.30
U.S. High Yield (USD)	0.51	4.55	10.14	7.11	6.66	7.07	7.73	7.96	7.34
Global REITs	3.11	23.57	31.98	8.46	5.95	11.99	8.51	10.05	13.55

Scroll right Equities

Canadian Equity

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Total Market	1.63	20.16	28.24	11.58	10.40	8.10	8.10	8.73	13.54
Large & Mid Cap Value	1.06	25.05	36.87	6.92	9.25	8.06	7.69	8.82	16.21
Large & Mid Cap Growth	1.85	13.95	17.51	13.48	10.35	7.44	7.83	7.33	12.75
Small Cap	1.83	19.32	33.14	14.16	10.40	6.11	8.09	N/A	19.60
Small Cap Value	0.64	22.74	41.40	11.68	8.30	5.30	8.31	N/A	21.46
Small Cap Growth	3.14	15.80	25.20	16.23	12.30	6.62	8.26	N/A	18.64

U.S. Equity

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Total Market	4.11	19.42	29.03	16.63	17.08	19.22	8.48	11.18	12.43
Total Market in USD	2.85	20.39	33.04	17.85	17.97	16.20	9.59	10.80	15.61
Large & Mid Cap Value	3.23	19.35	32.33	10.29	10.84	15.96	7.01	10.60	12.74
Large & Mid Cap Growth	5.01	20.09	24.65	23.30	23.42	22.55	9.64	11.41	13.57
Small Cap	3.49	14.89	42.64	9.59	13.53	16.57	9.05	9.05	17.84
Small Cap Value	3.94	24.41	54.68	7.28	10.82	15.06	8.15	11.55	19.04
Small Cap Growth	3.07	6.05	31.52	11.10	15.70	17.77	8.61	9.38	17.96

International Equity (Developed)

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Large & Mid Cap	3.01	10.68	22.32	7.86	8.90	10.12	5.06	6.32	10.91
Large & Mid Cap in Local Currencies	2.25	15.74	27.61	8.15	9.36	9.76	5.08	5.56	12.80
Large & Mid Cap Value	2.37	10.75	23.16	3.30	5.76	8.00	3.98	6.47	12.95
Large & Mid Cap Growth	3.61	10.30	21.18	12.13	11.78	12.07	6.02	6.04	10.41
Small Cap	4.14	13.17	28.80	8.96	11.00	12.78	8.54	N/A	12.94
Small Cap Value	3.76	14.44	31.44	6.04	8.57	11.45	8.60	N/A	13.31
Small Cap Growth	4.51	11.66	26.00	11.58	13.24	13.96	8.46	N/A	13.34

Emerging Markets

-	1 month	Year-to-date	1 year	3 years	5 years	10 years	20 years	30 years	5-year Std Dev
Large & Mid Cap	3.91	2.23	17.83	9.10	9.97	7.95	9.49	8.49	12.78
Large & Mid Cap Value	4.07	7.15	25.98	5.79	7.41	5.74	9.22	N/A	12.97
Large & Mid Cap Growth	3.75	-2.31	10.57	12.12	12.30	10.01	9.64	N/A	14.09
Small Cap	2.47	18.92	39.92	11.83	10.03	8.66	10.53	N/A	15.77
Small Cap Value	2.82	18.88	42.75	10.42	10.07	8.71	12.62	N/A	15.77
Small Cap Growth	2.13	18.87	37.06	13.02	9.82	8.51	8.63	N/A	16.12