Ideas & Insights Our Advisors Our Teams Resources White Papers eBook Market Statistics Model Portfolios Important Documents Recommended Readings Calculators What We Do Who We Are Our Story Our Board Members Management Team Governance & Internal Controls Compliance Safe-Keeping your Assets World Class Partners Research Department Perspective Newsletter Careers Contact Us Evidence Based Investing Market Statistics – October 2020 Download this Document Scroll right Income Canadian Fixed Income -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Inflation (one month lag)-0.070.370.511.531.501.591.781.861.21 Treasury Bills0.010.841.131.331.000.971.913.230.21 Short Term bonds0.014.804.723.152.272.443.995.521.36 Total Bond Market-0.767.186.465.254.154.255.497.164.04 Global Fixed Income -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Short Term Bonds (Hedged to CAD)0.033.043.042.471.902.083.294.811.03 Total Bond Market (Hedged to CAD) - 4.484.104.393.794.124.97N/A2.78 Other Income Securities -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Canadian REITs-2.35-24.21-24.510.864.095.789.83N/A15.51 Canadian Utilities-1.117.9711.1710.8312.348.3410.02N/A11.87 Canadian Preferred Shares-0.38-1.452.19-1.832.891.23N/AN/A14.82 U.S. High Yield (USD)0.511.133.494.246.326.257.418.867.88 Global REITs-3.23-18.82-20.900.331.968.847.999.3413.50 Scroll right Equities Canadian Equity -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Total Market-3.11-6.11-2.302.246.075.195.158.2512.86 Large & Mid Cap Value-1.42-22.57-19.75-4.693.634.276.148.3115.17 Large & Mid Cap Growth-5.278.2412.597.207.135.261.776.8612.18 Small Cap-0.600.439.773.827.263.216.97N/A19.78 Small Cap Value0.80-10.62-0.75-1.152.991.516.72N/A21.16 Small Cap Growth-1.9211.9520.418.6411.404.675.94N/A19.16 U.S. Equity -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Total Market-2.336.0511.7411.2911.9115.895.8211.1812.50 Total Market in USD-2.163.1410.1510.0411.4812.806.5410.6915.23 Large & Mid Cap Value-1.49-10.28-6.233.096.2212.485.2910.4412.31 Large & Mid Cap Growth-3.5723.5031.0920.1117.7719.495.7611.5513.57 Small Cap1.91-4.141.313.347.6812.647.447.4417.16 Small Cap Value3.39-16.44-12.68-2.974.1010.006.8811.3817.75 Small Cap Growth0.587.6215.019.1210.7815.025.699.9917.46 International Equity (Developed) -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Large & Mid Cap-4.17-8.28-5.52-0.123.246.672.795.3710.81 Large & Mid Cap in Local Currencies-3.92-12.99-9.98-1.742.425.642.444.8412.45 Large & Mid Cap Value-4.20-19.39-17.24-6.33-0.734.062.075.4112.17 Large & Mid Cap Growth-4.133.296.706.037.049.133.365.2010.72 Small Cap-3.66-4.930.060.775.789.477.02N/A13.47 Small Cap Value-3.47-15.22-11.29-3.662.827.637.21N/A13.30 Small Cap Growth-3.825.5711.735.078.5911.195.67N/A14.24 Emerging Markets -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev Large & Mid Cap1.894.0010.193.478.725.607.969.247.54 Large & Mid Cap Value0.25-11.10-6.70-2.234.032.537.64N/A7.31 Large & Mid Cap Growth3.2719.7628.058.8513.148.488.14N/A7.63 Small Cap-0.720.104.22-0.944.033.638.14N/A7.74 Small Cap Value0.36-5.61-1.10-2.524.783.8510.55N/A10.21 Small Cap Growth-1.785.709.390.483.113.335.97N/A5.64 Published: 2020-11-4 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 this Document Contributors Raymond Kerzérho ,CFA, Director of Research Raymond contributes to PWL with his thirty years of experience in investment strategy and fixed income portfolio management. IIROC AdvisorReport Ideas & Insights Our Advisors Our Teams Resources All Resources White Papers eBook Market Statistics Important Documents Model Portfolios Recommended Readings Calculators Checklists What We Do Who We Are Our Story Our Board Members Management Team Governance & Internal Controls Compliance World Class Partners Research Department Contact Us Client Login PWL Wealth Centrenew My Portfolio + FR
Raymond Kerzérho ,CFA, Director of Research Raymond contributes to PWL with his thirty years of experience in investment strategy and fixed income portfolio management.