Market Statistics – Peter Guay Team – November 2022

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.

Market Statistics
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.

Scroll right Income

  • Canadian Fixed Income
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Inflation (one month lag)0.726.816.884.033.282.332.112.031.53
    Treasury Bills0.351.471.470.881.110.921.602.680.27
    Short Term bonds0.88-3.92-3.580.020.951.362.944.452.00
    Total Bond Market2.81-10.21-8.71-2.050.531.793.975.595.37
  • Global Fixed Income
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Short Term Bonds (Hedged to CAD)0.80-4.28-4.58-0.680.461.022.343.761.69
    Total Bond Market (Hedged to CAD)2.52-10.42-10.81-2.450.241.803.47N/A4.19
  • Other Income Securities
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Canadian REITs8.40-14.99-9.39-0.805.745.719.41N/A19.65
    Canadian Utilities-0.60-6.30-0.766.428.688.229.26N/A12.69
    Canadian Preferred Shares-0.65-16.63-15.522.680.140.89N/AN/A14.27
    U.S. High Yield (USD)2.17-10.63-8.960.922.504.267.386.869.10
    Global REITs5.85-15.16-10.16-0.633.978.997.519.0115.72

Scroll right Equities

  • Canadian Equity
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Total Market5.54-1.002.049.528.188.498.808.9415.28
    Large & Mid Cap Value4.726.3011.949.737.748.859.549.7717.57
    Large & Mid Cap Growth6.21-9.10-8.086.906.847.407.496.8415.44
    Small Cap6.50-2.05-0.5613.619.337.077.91N/A21.43
    Small Cap Value6.566.7310.8317.1910.406.558.86N/A23.08
    Small Cap Growth6.44-11.23-11.939.237.697.197.21N/A20.95
  • U.S. Equity
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Total Market4.58-7.89-5.7311.0411.4616.529.1010.0514.57
    Total Market in USD5.22-14.18-10.8010.2810.3312.959.909.8518.97
    Large & Mid Cap Value5.603.418.249.148.9714.488.029.9114.05
    Large & Mid Cap Growth3.92-17.64-17.1912.5514.0718.6410.019.9116.83
    Small Cap1.71-8.68-8.077.166.5313.618.637.9519.06
    Small Cap Value2.42-1.770.679.076.4313.138.3310.2019.56
    Small Cap Growth1.01-15.54-16.474.395.9913.728.687.6820.06
  • International Equity (Developed)
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Large & Mid Cap10.58-8.26-5.042.622.898.315.485.8112.77
    Large & Mid Cap in Local Currencies6.43-4.110.025.174.708.236.255.8514.34
    Large & Mid Cap Value10.310.074.412.121.257.064.946.2914.35
    Large & Mid Cap Growth10.85-16.36-14.082.494.129.305.845.1613.28
    Small Cap9.24-16.53-14.220.821.299.898.09N/A14.95
    Small Cap Value9.14-10.55-7.180.370.619.508.14N/A14.90
    Small Cap Growth9.35-22.41-21.030.761.6710.108.06N/A15.91
  • Emerging Markets
    -1 monthYear-to-date1 year3 years5 years10 years20 years30 years5-year Std Dev
    Large & Mid Cap14.14-12.67-12.361.190.985.678.196.7714.56
    Large & Mid Cap Value12.78-7.76-5.891.331.074.468.38N/A14.10
    Large & Mid Cap Growth15.45-17.12-18.060.890.776.767.90N/A16.30
    Small Cap8.78-10.64-8.258.823.497.479.49N/A16.66
    Small Cap Value8.40-5.24-2.678.463.588.0711.32N/A16.40
    Small Cap Growth9.16-15.77-13.548.983.256.777.58N/A17.31