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