Market Statistics – October 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 – October 2020

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)	-0.07	0.37	0.51	1.53	1.50	1.59	1.78	1.86	1.21
Treasury Bills	0.01	0.84	1.13	1.33	1.00	0.97	1.91	3.23	0.21
Short Term bonds	0.01	4.80	4.72	3.15	2.27	2.44	3.99	5.52	1.36
Total Bond Market	-0.76	7.18	6.46	5.25	4.15	4.25	5.49	7.16	4.04

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)	0.03	3.04	3.04	2.47	1.90	2.08	3.29	4.81	1.03
Total Bond Market (Hedged to CAD)	-	4.48	4.10	4.39	3.79	4.12	4.97	N/A	2.78

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	-2.35	-24.21	-24.51	0.86	4.09	5.78	9.83	N/A	15.51
Canadian Utilities	-1.11	7.97	11.17	10.83	12.34	8.34	10.02	N/A	11.87
Canadian Preferred Shares	-0.38	-1.45	2.19	-1.83	2.89	1.23	N/A	N/A	14.82
U.S. High Yield (USD)	0.51	1.13	3.49	4.24	6.32	6.25	7.41	8.86	7.88
Global REITs	-3.23	-18.82	-20.90	0.33	1.96	8.84	7.99	9.34	13.50

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	-3.11	-6.11	-2.30	2.24	6.07	5.19	5.15	8.25	12.86
Large & Mid Cap Value	-1.42	-22.57	-19.75	-4.69	3.63	4.27	6.14	8.31	15.17
Large & Mid Cap Growth	-5.27	8.24	12.59	7.20	7.13	5.26	1.77	6.86	12.18
Small Cap	-0.60	0.43	9.77	3.82	7.26	3.21	6.97	N/A	19.78
Small Cap Value	0.80	-10.62	-0.75	-1.15	2.99	1.51	6.72	N/A	21.16
Small Cap Growth	-1.92	11.95	20.41	8.64	11.40	4.67	5.94	N/A	19.16

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	-2.33	6.05	11.74	11.29	11.91	15.89	5.82	11.18	12.50
Total Market in USD	-2.16	3.14	10.15	10.04	11.48	12.80	6.54	10.69	15.23
Large & Mid Cap Value	-1.49	-10.28	-6.23	3.09	6.22	12.48	5.29	10.44	12.31
Large & Mid Cap Growth	-3.57	23.50	31.09	20.11	17.77	19.49	5.76	11.55	13.57
Small Cap	1.91	-4.14	1.31	3.34	7.68	12.64	7.44	7.44	17.16
Small Cap Value	3.39	-16.44	-12.68	-2.97	4.10	10.00	6.88	11.38	17.75
Small Cap Growth	0.58	7.62	15.01	9.12	10.78	15.02	5.69	9.99	17.46

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	-4.17	-8.28	-5.52	-0.12	3.24	6.67	2.79	5.37	10.81
Large & Mid Cap in Local Currencies	-3.92	-12.99	-9.98	-1.74	2.42	5.64	2.44	4.84	12.45
Large & Mid Cap Value	-4.20	-19.39	-17.24	-6.33	-0.73	4.06	2.07	5.41	12.17
Large & Mid Cap Growth	-4.13	3.29	6.70	6.03	7.04	9.13	3.36	5.20	10.72
Small Cap	-3.66	-4.93	0.06	0.77	5.78	9.47	7.02	N/A	13.47
Small Cap Value	-3.47	-15.22	-11.29	-3.66	2.82	7.63	7.21	N/A	13.30
Small Cap Growth	-3.82	5.57	11.73	5.07	8.59	11.19	5.67	N/A	14.24

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	1.89	4.00	10.19	3.47	8.72	5.60	7.96	9.24	7.54
Large & Mid Cap Value	0.25	-11.10	-6.70	-2.23	4.03	2.53	7.64	N/A	7.31
Large & Mid Cap Growth	3.27	19.76	28.05	8.85	13.14	8.48	8.14	N/A	7.63
Small Cap	-0.72	0.10	4.22	-0.94	4.03	3.63	8.14	N/A	7.74
Small Cap Value	0.36	-5.61	-1.10	-2.52	4.78	3.85	10.55	N/A	10.21
Small Cap Growth	-1.78	5.70	9.39	0.48	3.11	3.33	5.97	N/A	5.64