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) | 0.06 | 1.99 | 1.86 | 2.45 | 3.68 | 2.60 | 2.17 | 2.11 | 1.44 |
| Treasury Bills | 0.23 | 1.66 | 3.41 | 4.16 | 2.58 | 1.77 | 1.72 | 2.40 | 0.59 |
| Short Term bonds | - 0.08 | 2.11 | 4.65 | 3.97 | 1.65 | 1.89 | 2.86 | 4.16 | 2.51 |
| Total Bond Market | - 0.74 | 0.69 | 2.90 | 2.74 | - 0.77 | 1.66 | 3.41 | 5.12 | 6.10 |
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) | - 0.14 | 1.96 | 3.30 | 2.55 | 0.89 | 1.42 | 2.31 | 3.41 | 2.22 |
| Total Bond Market (Hedged to CAD) | - 0.24 | 1.70 | 2.44 | 1.68 | - 0.59 | 1.68 | 3.16 | NA | 4.83 |
Other Income Securities
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Canadian REITs | 0.72 | 9.22 | 6.26 | 1.02 | 5.99 | 5.25 | 7.34 | NA | 18.25 |
| Canadian Utilities | 2.50 | 12.71 | 19.97 | 2.94 | 7.23 | 9.13 | 7.80 | NA | 13.09 |
| Canadian Preferred Shares | 3.19 | 10.72 | 18.25 | 10.03 | 9.94 | 5.48 | NA | NA | 10.73 |
| U.S. High Yield | 2.21 | 1.25 | 9.06 | 10.88 | 5.83 | 6.10 | 7.22 | 6.77 | 6.29 |
| Global REITs | 1.05 | - 0.30 | 3.33 | 3.57 | 5.97 | 4.02 | 4.69 | NA | 14.58 |
Equities
Canadian Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | 1.69 | 12.03 | 21.37 | 14.98 | 14.40 | 9.83 | 8.03 | 8.81 | 12.69 |
| Large & Mid Cap Value | 2.34 | 11.73 | 25.64 | 15.82 | 20.33 | 11.77 | 8.80 | 9.76 | 14.55 |
| Large & Mid Cap Growth | 1.00 | 11.83 | 19.09 | 15.99 | 9.22 | 7.38 | 6.97 | 6.97 | 13.72 |
| Small Cap | 2.21 | 16.63 | 23.62 | 14.97 | 14.88 | 10.46 | 7.48 | NA | 13.90 |
| Small Cap Value | 0.60 | 12.51 | 15.68 | 12.17 | 17.87 | 9.64 | 7.76 | NA | 14.72 |
| Small Cap Growth | 2.80 | 19.88 | 30.78 | 17.42 | 11.37 | 10.97 | 7.01 | NA | 14.75 |
U.S. Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | 3.99 | 4.18 | 16.10 | 19.52 | 15.99 | 13.68 | 11.11 | 10.37 | 13.56 |
| Total Market in USD | 2.20 | 8.08 | 15.68 | 16.42 | 15.19 | 13.02 | 10.43 | 10.31 | 16.59 |
| Large & Mid Cap Value | 2.34 | 2.77 | 9.18 | 13.53 | 13.97 | 9.84 | 8.66 | 9.36 | 12.59 |
| Large & Mid Cap Growth | 5.59 | 6.13 | 24.19 | 25.86 | 18.09 | 17.74 | 13.63 | 11.15 | 17.07 |
| Small Cap | 3.52 | - 3.69 | - 0.20 | 9.88 | 10.58 | 8.06 | 8.19 | 8.39 | 18.96 |
| Small Cap Value | 3.55 | - 5.01 | - 3.92 | 7.59 | 13.19 | 7.83 | 7.25 | 9.11 | 19.17 |
| Small Cap Growth | 3.48 | - 2.44 | 3.52 | 12.00 | 7.80 | 7.90 | 8.88 | 7.22 | 20.00 |
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 | 0.32 | 13.52 | 13.17 | 16.59 | 11.11 | 6.76 | 6.23 | 5.41 | 12.00 |
| Large & Mid Cap in Local Currencies | 1.38 | 9.32 | 8.70 | 12.08 | 12.35 | 6.82 | 6.11 | 6.12 | 11.57 |
| Large & Mid Cap Value | 2.01 | 18.72 | 19.41 | 20.81 | 15.10 | 6.52 | 5.71 | 5.89 | 12.60 |
| Large & Mid Cap Growth | - 1.31 | 8.42 | 7.12 | 12.51 | 7.05 | 6.75 | 6.58 | 4.77 | 13.51 |
| Small Cap | 1.67 | 16.44 | 16.18 | 13.83 | 9.30 | 7.04 | 6.97 | NA | 13.38 |
| Small Cap Value | 1.77 | 17.66 | 17.34 | 16.19 | 12.39 | 7.16 | 7.21 | NA | 13.01 |
| Small Cap Growth | 1.15 | 14.89 | 14.68 | 11.37 | 6.09 | 6.77 | 7.22 | NA | 14.51 |
Emerging Markets
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Large & Mid Cap | 3.80 | 13.65 | 18.30 | 13.98 | 6.58 | 6.82 | 7.23 | 6.03 | 13.07 |
| Large & Mid Cap Value | 3.48 | 12.83 | 15.10 | 14.87 | 9.49 | 6.18 | 6.97 | NA | 12.02 |
| Large & Mid Cap Growth | 4.09 | 14.39 | 21.24 | 13.10 | 3.85 | 7.34 | 7.40 | NA | 14.93 |
| Small Cap | 2.47 | 7.74 | 10.04 | 16.57 | 13.32 | 7.95 | 8.73 | 5.51 | 12.15 |
| Small Cap Value | 2.23 | 7.79 | 8.71 | 17.52 | 15.14 | 9.10 | 9.84 | 7.21 | 11.47 |
| Small Cap Growth | 2.70 | 7.66 | 11.34 | 15.61 | 11.50 | 6.72 | 7.69 | 3.73 | 13.21 |