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.

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Source: DFA Web

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Market Statistics – August 2024

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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)	0.43	2.40	2.53	4.44	3.42	2.58	2.21	2.15	1.50
Treasury Bills	0.37	3.33	5.05	3.27	2.20	1.54	1.68	2.49	0.60
Short Term bonds	0.51	3.66	7.49	1.18	1.68	1.82	2.88	4.32	2.53
Total Bond Market	0.33	2.32	7.88	- 1.19	0.08	2.00	3.72	5.37	6.47

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)	0.72	2.80	5.46	0.60	0.96	1.36	2.34	3.65	2.18
Total Bond Market (Hedged to CAD)	0.99	2.68	6.57	- 1.45	- 0.15	1.87	3.35	NA	4.90

Other Income Securities

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Canadian REITs	6.64	7.94	11.20	- 1.61	1.53	5.44	8.76	NA	22.22
Canadian Utilities	1.83	8.82	9.76	- 0.07	5.73	7.64	8.42	NA	14.29
Canadian Preferred Shares	2.71	19.92	30.50	2.17	7.19	2.68	NA	NA	15.48
U.S. High Yield	- 0.80	8.10	12.26	4.82	4.73	6.93	6.79	6.88	6.95
Global REITs	3.56	11.41	17.81	1.13	2.70	6.18	5.66	NA	17.24

Equities

Canadian Equity

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Total Market	1.22	13.65	18.77	7.58	10.63	7.32	8.32	8.44	15.70
Large & Mid Cap Value	2.95	15.36	23.07	12.92	11.94	7.79	9.01	9.41	18.02
Large & Mid Cap Growth	0.13	12.74	17.53	3.50	8.73	6.41	7.30	6.77	15.91
Small Cap	- 1.52	13.27	12.14	5.26	11.73	5.71	7.06	NA	22.02
Small Cap Value	- 0.87	11.89	10.32	9.97	14.24	5.21	8.10	NA	23.27
Small Cap Growth	- 2.26	15.67	13.69	0.14	8.80	5.91	6.36	NA	20.81

U.S. Equity

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Total Market	- 0.26	20.20	25.81	10.27	15.49	14.81	10.71	10.50	14.53
Total Market in USD	2.18	18.19	26.14	7.87	15.19	12.36	10.58	10.54	18.59
Large & Mid Cap Value	0.23	17.05	20.83	9.64	11.45	11.23	8.67	9.63	14.23
Large & Mid Cap Growth	- 0.36	23.19	30.41	11.29	19.39	18.56	12.69	11.13	17.26
Small Cap	- 3.85	12.28	18.16	2.84	9.97	10.39	8.82	8.86	20.15
Small Cap Value	- 4.22	11.01	18.93	5.34	10.66	9.81	8.07	9.51	21.14
Small Cap Growth	- 3.47	13.65	17.36	0.10	8.64	10.56	9.34	7.75	20.69

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	0.78	13.87	19.09	6.45	8.90	7.49	6.22	5.15	13.21
Large & Mid Cap in Local Currencies	0.45	12.41	16.71	7.59	9.62	7.45	6.72	5.63	13.76
Large & Mid Cap Value	0.11	14.11	20.07	10.16	9.27	6.24	5.43	5.38	14.75
Large & Mid Cap Growth	1.46	13.68	18.13	2.67	8.17	8.49	6.86	4.76	13.95
Small Cap	- 0.46	10.19	14.78	- 0.22	6.73	7.65	7.22	NA	15.73
Small Cap Value	- 0.87	11.32	16.41	3.29	7.31	7.23	7.27	NA	15.64
Small Cap Growth	- 0.10	9.61	12.98	- 3.80	5.85	7.90	7.37	NA	16.47

Emerging Markets

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Large & Mid Cap	- 0.78	11.73	15.21	- 0.49	5.46	5.19	7.75	4.85	14.61
Large & Mid Cap Value	- 0.82	11.14	16.71	3.18	6.06	4.42	7.73	NA	14.06
Large & Mid Cap Growth	- 0.75	12.30	13.84	- 3.85	4.79	5.85	7.69	NA	16.25
Small Cap	- 0.60	11.11	16.39	6.02	12.64	7.71	9.68	NA	16.39
Small Cap Value	- 0.85	12.72	20.50	8.52	12.93	8.73	10.96	NA	16.17
Small Cap Growth	- 0.35	9.51	12.45	3.57	12.24	6.60	8.52	NA	17.01

Market Statistics – August 2024

Market Statistics – August 2024

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Market Statistics – Expanded View

Income

Canadian Fixed Income

Global Fixed Income

Other Income Securities

Equities

Canadian Equity

U.S. Equity

International Equity (Developped)

Emerging Markets

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