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

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.

Market Statistics – January 2025

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Raymond Kerzérho

Raymond is the Senior Researcher, and Head, Shared Services Research at PWL Capital. He rigorously analyzes PWL’s investment strategies and makes sure they are well supported by academic research. Raymond has worked extensively as an institutional portfolio manager, with a particular focus on fixed-income securities and derivative products.

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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)	- 0.37	1.83	1.83	3.83	3.40	2.62	2.16	2.10	1.52
Treasury Bills	0.28	0.28	4.53	3.81	2.39	1.66	1.71	2.48	0.61
Short Term bonds	0.88	0.88	6.82	2.75	2.10	1.82	2.90	4.37	2.58
Total Bond Market	1.20	1.20	6.94	0.95	0.45	1.64	3.65	5.43	6.44

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)	0.25	0.25	3.42	1.35	0.99	1.30	2.30	3.61	2.22
Total Bond Market (Hedged to CAD)	0.27	0.27	2.94	- 0.62	- 0.29	1.44	3.20	NA	4.94

Other Income Securities

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Canadian REITs	- 0.79	- 0.79	- 0.81	- 5.17	- 1.67	3.71	7.48	NA	22.38
Canadian Utilities	- 0.32	- 0.32	14.80	1.27	3.95	6.95	7.80	NA	14.12
Canadian Preferred Shares	2.25	2.25	20.50	3.43	6.97	3.76	NA	NA	15.38
U.S. High Yield	2.07	2.07	18.89	8.96	6.41	6.65	7.35	7.09	6.85
Global REITs	2.37	2.37	17.99	2.04	2.48	3.98	5.62	NA	17.15

Equities

Canadian Equity

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Total Market	3.48	3.48	25.19	9.97	11.45	8.96	8.33	9.06	16.00
Large & Mid Cap Value	2.68	2.68	30.49	11.60	13.03	10.29	9.10	10.00	18.20
Large & Mid Cap Growth	4.50	4.50	22.75	9.62	9.67	7.28	7.40	7.35	16.27
Small Cap	1.52	1.52	25.69	7.89	12.26	8.58	6.95	NA	21.44
Small Cap Value	- 0.28	- 0.28	16.26	7.98	13.01	7.56	7.60	NA	23.19
Small Cap Growth	3.23	3.23	35.34	7.29	10.92	9.22	6.50	NA	20.90

U.S. Equity

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Total Market	3.88	3.88	36.92	16.29	16.70	14.73	11.40	10.94	14.61
Total Market in USD	3.16	3.16	26.32	11.36	14.60	13.21	10.54	10.85	18.83
Large & Mid Cap Value	5.36	5.36	29.58	12.87	12.17	10.89	9.07	9.98	14.50
Large & Mid Cap Growth	2.69	2.69	43.83	19.65	21.08	18.75	13.74	11.65	17.27
Small Cap	3.34	3.34	29.10	10.30	10.66	9.90	9.00	9.25	20.53
Small Cap Value	2.77	2.77	25.22	9.35	10.93	9.26	8.17	9.85	21.28
Small Cap Growth	3.88	3.88	33.04	10.93	9.74	10.13	9.58	8.19	21.15

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	5.99	5.99	17.78	9.77	8.20	7.10	6.00	5.48	13.32
Large & Mid Cap in Local Currencies	4.82	4.82	13.67	9.36	8.84	7.33	6.44	6.13	13.75
Large & Mid Cap Value	5.84	5.84	20.48	12.03	8.88	6.27	5.24	5.77	14.59
Large & Mid Cap Growth	6.15	6.15	15.23	7.43	7.15	7.69	6.60	5.04	14.25
Small Cap	4.17	4.17	16.08	4.80	5.50	7.28	6.68	NA	15.53
Small Cap Value	4.16	4.16	16.62	7.08	6.11	6.98	6.74	NA	15.66
Small Cap Growth	4.18	4.18	15.54	2.49	4.57	7.41	6.88	NA	16.35

Emerging Markets

	1 Month	YTD	1 Year	3 Years	5 Years	10 Years	20 Years	30 Years	5 Year STD DEV
Large & Mid Cap	2.52	2.52	25.04	4.16	5.35	5.55	7.29	5.89	14.59
Large & Mid Cap Value	2.23	2.23	20.30	6.08	6.23	4.98	7.08	NA	13.81
Large & Mid Cap Growth	2.78	2.78	29.56	2.31	4.38	6.02	7.41	NA	16.37
Small Cap	- 2.08	- 2.08	12.85	7.76	11.34	7.10	8.68	5.46	15.92
Small Cap Value	- 1.73	- 1.73	12.57	9.76	11.75	8.12	9.83	6.90	15.65
Small Cap Growth	- 2.41	- 2.41	13.16	5.78	10.81	6.00	7.66	3.43	16.59

Market Statistics – January 2025

Market Statistics – January 2025

Popular Insights

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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