Market Statistics – May 2020

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
This report is published by PWL Capital Inc. for your information only. Information on which this report is based is available on request. Particular investments or trading strategies should be evaluated relative to each individual’s objectives in consultation with the Investment Advisor. Opinions of PWL Capital constitute its judgment as of the above mentioned date, are subject to change without notice and are provided in good faith but without responsibility for any errors or omissions contained herein. This publication is furnished on the basis and understanding that neither PWL Capital Inc. nor its employees, agents or information suppliers is to be under any responsibility of liability whatsoever in respect thereof.
Download Market Statistics – May 2020

Scroll right Income

  • Canadian Fixed Income
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Inflation (one month lag)-0.66-0.51-0.221.111.461.581.831.881.17
    Treasury Bills0.050.761.731.381.030.982.033.420.20
    Short Term bonds0.283.494.072.442.062.644.105.701.37
    Total Bond Market0.315.747.054.293.734.645.607.264.00
  • Global Fixed Income
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Short Term Bonds (Hedged to CAD)0.122.634.092.411.942.173.435.001.04
    Total Bond Market (Hedged to CAD)0.273.246.504.223.664.345.11N/A2.84
  • Other Income Securities
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Canadian REITs-2.10-23.44-17.371.563.518.0310.31N/A15.67
    Canadian Utilities0.64-0.9912.658.259.218.8710.74N/A11.78
    Canadian Preferred Shares-1.72-14.55-10.02-4.35-2.250.73N/AN/A14.86
    U.S. High Yield (USD)4.41-4.731.323.044.276.717.068.147.93
    Global REITs0.47-17.43-13.33-0.173.5810.578.488.8614.18

Scroll right Equities

  • Canadian Equity
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Total Market3.04-9.70-2.112.813.365.695.197.6213.01
    Large & Mid Cap Value1.15-23.12-16.03-1.772.084.786.857.8415.13
    Large & Mid Cap Growth4.052.889.216.223.625.661.046.3012.51
    Small Cap Value3.96-18.90-4.75-3.48-2.501.916.42N/A21.35
    Small Cap Growth6.36-0.6614.275.656.105.395.11N/A19.18
  • U.S. Equity
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Total Market4.840.5913.9610.3911.4215.955.7610.3112.89
    Total Market in USD5.35-5.6311.469.549.1712.806.189.7115.39
    Large & Mid Cap Value2.92-10.140.573.396.5112.915.689.7412.76
    Large & Mid Cap Growth6.1912.1729.0818.1216.8619.325.1910.6113.67
    Small Cap Value2.37-20.75-12.78-3.422.789.517.229.9417.78
    Small Cap Growth8.92-0.509.738.558.5314.845.368.3918.00
  • International Equity (Developed)
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Large & Mid Cap3.85-8.61-0.640.402.878.212.514.9811.66
    Large & Mid Cap in Local Currencies4.06-12.83-2.720.121.176.282.374.0313.21
    Large & Mid Cap Value2.54-16.92-11.08-4.72-0.895.842.305.1512.90
    Large & Mid Cap Growth4.95-0.409.845.366.4510.442.584.6811.54
    Small Cap Value3.85-16.12-6.59-2.822.799.137.04N/A13.36
    Small Cap Growth9.02-1.299.264.357.8612.444.66N/A14.33
  • Emerging Markets
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Large & Mid Cap0.30-10.35-1.870.993.345.696.318.0513.31
    Large & Mid Cap Value-0.81-16.97-13.40-3.050.173.366.51N/A13.78
    Large & Mid Cap Growth1.24-3.9610.164.786.327.896.01N/A13.79
    Small Cap Value1.15-18.68-15.93-5.36-0.864.638.67N/A15.90
    Small Cap Growth2.55-10.56-5.62-3.55-2.603.683.80N/A15.39