Market Statistics – Expanded View
All figures in CAD unless mentioned otherwise.
Income
Canadian Fixed Income
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Inflation (one month lag) | 0.31 | 1.43 | 2.32 | 3.17 | 3.66 | 2.62 | 2.17 | 2.11 | 1.51 |
| Treasury Bills | 0.22 | 0.97 | 3.97 | 4.02 | 2.46 | 1.72 | 1.71 | 2.44 | 0.60 |
| Short Term bonds | 0.12 | 1.82 | 7.70 | 4.10 | 1.85 | 1.97 | 2.91 | 4.23 | 2.52 |
| Total Bond Market | - 0.65 | 1.36 | 9.13 | 3.50 | 0.00 | 1.84 | 3.59 | 5.20 | 6.17 |
Global Fixed Income
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Short Term Bonds (Hedged to CAD) | 0.86 | 1.92 | 5.80 | 2.78 | 0.97 | 1.45 | 2.34 | 3.53 | 2.21 |
| Total Bond Market (Hedged to CAD) | 0.81 | 1.63 | 6.00 | 1.93 | - 0.25 | 1.62 | 3.22 | NA | 4.84 |
Other Income Securities
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Canadian REITs | - 0.98 | 1.10 | 6.73 | - 4.49 | 4.81 | 3.94 | 7.59 | NA | 18.18 |
| Canadian Utilities | 2.62 | 7.64 | 28.05 | 1.95 | 7.49 | 7.99 | 8.29 | NA | 13.29 |
| Canadian Preferred Shares | - 3.12 | - 0.61 | 11.70 | 5.87 | 9.40 | 3.54 | NA | NA | 10.92 |
| U.S. High Yield | - 4.22 | - 3.15 | 8.85 | 8.78 | 6.16 | 6.30 | 7.14 | 6.80 | 6.49 |
| Global REITs | - 4.40 | - 2.98 | 12.38 | 0.54 | 6.07 | 4.43 | 5.05 | NA | 14.59 |
Equities
Canadian Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | - 0.10 | 1.41 | 17.85 | 9.57 | 14.37 | 8.27 | 8.10 | 8.74 | 12.63 |
| Large & Mid Cap Value | 0.46 | 1.29 | 23.58 | 10.55 | 18.84 | 9.66 | 8.81 | 9.63 | 14.46 |
| Large & Mid Cap Growth | - 0.04 | 1.90 | 14.64 | 10.60 | 10.29 | 6.47 | 7.12 | 7.02 | 13.92 |
| Small Cap | - 1.50 | - 0.46 | 14.18 | 6.81 | 15.11 | 7.76 | 6.92 | NA | 13.87 |
| Small Cap Value | - 2.78 | - 0.40 | 10.72 | 5.95 | 18.21 | 6.78 | 7.55 | NA | 14.65 |
| Small Cap Growth | 0.17 | - 0.15 | 18.55 | 8.01 | 11.79 | 8.33 | 6.60 | NA | 14.77 |
U.S. Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | - 4.84 | - 9.23 | 11.56 | 14.06 | 14.92 | 13.19 | 10.68 | 10.26 | 13.41 |
| Total Market in USD | - 0.67 | - 5.36 | 11.40 | 11.41 | 15.12 | 11.68 | 10.16 | 10.20 | 16.57 |
| Large & Mid Cap Value | - 7.12 | - 5.03 | 8.70 | 10.17 | 12.80 | 9.82 | 8.44 | 9.42 | 12.64 |
| Large & Mid Cap Growth | - 2.50 | - 12.12 | 14.69 | 18.35 | 17.02 | 16.82 | 12.94 | 10.89 | 16.83 |
| Small Cap | - 6.41 | - 15.19 | 1.02 | 5.73 | 9.69 | 7.76 | 8.25 | 8.40 | 18.88 |
| Small Cap Value | - 8.05 | - 15.07 | - 0.54 | 3.80 | 11.55 | 7.30 | 7.37 | 9.05 | 19.06 |
| Small Cap Growth | - 4.81 | - 15.30 | 2.56 | 7.55 | 7.41 | 7.83 | 8.90 | 7.29 | 20.04 |
International Equity (Developped)
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Large & Mid Cap | 0.19 | 7.18 | 12.73 | 12.70 | 11.18 | 6.87 | 6.03 | 5.34 | 11.96 |
| Large & Mid Cap in Local Currencies | - 0.07 | 2.82 | 4.97 | 9.20 | 12.05 | 6.21 | 6.36 | 6.07 | 11.62 |
| Large & Mid Cap Value | - 0.32 | 11.34 | 18.81 | 15.79 | 14.29 | 6.44 | 5.50 | 5.80 | 12.60 |
| Large & Mid Cap Growth | 0.74 | 3.00 | 6.77 | 9.56 | 7.89 | 7.03 | 6.41 | 4.71 | 13.50 |
| Small Cap | 1.36 | 5.21 | 12.58 | 7.77 | 8.77 | 6.88 | 6.68 | NA | 13.39 |
| Small Cap Value | 1.15 | 7.52 | 14.50 | 10.45 | 11.13 | 6.83 | 6.85 | NA | 12.98 |
| Small Cap Growth | 1.79 | 3.03 | 11.05 | 5.33 | 6.29 | 6.72 | 6.85 | NA | 14.70 |
Emerging Markets
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Large & Mid Cap | - 2.91 | 0.12 | 9.75 | 6.81 | 6.59 | 4.88 | 7.16 | 5.87 | 13.33 |
| Large & Mid Cap Value | - 3.51 | 0.87 | 8.70 | 8.25 | 8.65 | 4.31 | 6.95 | NA | 12.07 |
| Large & Mid Cap Growth | - 2.36 | - 0.57 | 10.69 | 5.44 | 4.61 | 5.33 | 7.28 | NA | 15.49 |
| Small Cap | - 1.57 | - 6.78 | - 0.71 | 7.39 | 13.69 | 5.96 | 8.42 | 5.31 | 12.40 |
| Small Cap Value | - 1.84 | - 5.10 | 0.45 | 9.20 | 15.17 | 7.12 | 9.62 | 7.05 | 11.60 |
| Small Cap Growth | - 1.29 | - 8.44 | - 1.86 | 5.61 | 12.15 | 4.72 | 7.32 | 3.49 | 13.61 |