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) | 1.05 | 1.12 | 2.64 | 3.55 | 3.48 | 2.66 | 2.17 | 2.11 | 1.56 |
| Treasury Bills | 0.25 | 0.75 | 4.21 | 3.96 | 2.42 | 1.70 | 1.71 | 2.45 | 0.61 |
| Short Term bonds | 0.34 | 1.69 | 7.14 | 3.74 | 2.10 | 1.91 | 2.94 | 4.28 | 2.57 |
| Total Bond Market | - 0.28 | 2.02 | 7.65 | 2.50 | 0.88 | 1.77 | 3.68 | 5.29 | 6.39 |
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) | 0.24 | 1.05 | 4.37 | 2.22 | 0.84 | 1.36 | 2.33 | 3.55 | 2.18 |
| Total Bond Market (Hedged to CAD) | - 0.54 | 0.81 | 3.38 | 0.72 | - 0.10 | 1.49 | 3.24 | NA | 4.88 |
Other Income Securities
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Canadian REITs | 0.37 | 2.10 | 1.58 | - 5.63 | 6.71 | 4.12 | 7.76 | NA | 18.50 |
| Canadian Utilities | 1.76 | 4.89 | 20.64 | 0.62 | 7.75 | 7.79 | 8.17 | NA | 13.34 |
| Canadian Preferred Shares | - 0.12 | 2.59 | 16.70 | 4.42 | 12.74 | 3.83 | NA | NA | 11.98 |
| U.S. High Yield | - 1.55 | 1.12 | 14.41 | 10.02 | 7.79 | 6.37 | 7.52 | 6.93 | 6.25 |
| Global REITs | - 3.18 | 1.49 | 12.02 | 1.30 | 8.39 | 4.08 | 5.71 | NA | 14.65 |
Equities
Canadian Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | - 1.51 | 1.51 | 15.81 | 7.77 | 16.76 | 8.54 | 7.97 | 8.72 | 13.33 |
| Large & Mid Cap Value | - 1.39 | 0.83 | 20.90 | 9.49 | 19.90 | 10.04 | 8.73 | 9.67 | 14.54 |
| Large & Mid Cap Growth | - 2.51 | 1.94 | 12.35 | 7.50 | 13.14 | 6.57 | 6.98 | 6.88 | 15.02 |
| Small Cap | 0.97 | 1.06 | 15.37 | 5.50 | 21.02 | 8.41 | 6.79 | NA | 17.84 |
| Small Cap Value | 2.40 | 2.44 | 12.65 | 5.93 | 24.15 | 7.75 | 7.53 | NA | 17.71 |
| Small Cap Growth | 0.42 | - 0.32 | 18.24 | 4.78 | 16.93 | 8.71 | 6.23 | NA | 18.35 |
U.S. Equity
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Total Market | - 6.33 | - 4.61 | 13.91 | 13.41 | 18.73 | 13.25 | 11.04 | 10.43 | 13.96 |
| Total Market in USD | - 5.83 | - 4.72 | 7.22 | 8.22 | 18.18 | 11.80 | 10.08 | 10.32 | 17.38 |
| Large & Mid Cap Value | - 3.29 | 2.25 | 13.87 | 11.76 | 16.69 | 10.20 | 8.95 | 9.69 | 12.71 |
| Large & Mid Cap Growth | - 8.91 | - 9.87 | 14.49 | 15.39 | 20.64 | 16.61 | 13.18 | 10.94 | 17.58 |
| Small Cap | - 7.30 | - 9.38 | 1.98 | 5.35 | 13.80 | 7.67 | 8.49 | 8.61 | 19.28 |
| Small Cap Value | - 6.50 | - 7.64 | 2.92 | 4.85 | 15.85 | 7.44 | 7.74 | 9.35 | 19.12 |
| Small Cap Growth | - 8.08 | - 11.02 | 1.08 | 5.62 | 11.29 | 7.51 | 9.01 | 7.41 | 20.68 |
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 | - 0.93 | 6.98 | 11.42 | 11.15 | 12.29 | 6.76 | 6.09 | 5.35 | 12.11 |
| Large & Mid Cap in Local Currencies | - 2.77 | 2.89 | 4.13 | 8.71 | 13.26 | 6.34 | 6.21 | 6.17 | 11.78 |
| Large & Mid Cap Value | 1.79 | 11.69 | 19.89 | 14.96 | 15.30 | 6.42 | 5.56 | 5.81 | 12.65 |
| Large & Mid Cap Growth | - 3.75 | 2.25 | 3.45 | 7.27 | 9.04 | 6.83 | 6.46 | 4.73 | 13.72 |
| Small Cap | - 0.01 | 3.80 | 9.53 | 5.73 | 10.40 | 6.70 | 6.68 | NA | 13.91 |
| Small Cap Value | 1.70 | 6.30 | 12.71 | 8.83 | 12.19 | 6.70 | 6.85 | NA | 13.18 |
| Small Cap Growth | - 1.34 | 1.22 | 6.44 | 2.63 | 8.09 | 6.50 | 6.80 | NA | 15.37 |
Emerging Markets
| 1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 30 Years | 5 Year STD DEV | |
|---|---|---|---|---|---|---|---|---|---|
| Large & Mid Cap | 0.14 | 3.12 | 15.43 | 6.80 | 8.89 | 5.46 | 7.37 | 6.02 | 13.64 |
| Large & Mid Cap Value | 1.07 | 4.54 | 15.27 | 8.44 | 10.99 | 5.12 | 7.23 | NA | 12.26 |
| Large & Mid Cap Growth | - 0.72 | 1.83 | 15.53 | 5.26 | 6.85 | 5.70 | 7.44 | NA | 15.85 |
| Small Cap | - 0.64 | - 5.30 | 4.58 | 7.10 | 16.81 | 6.53 | 8.54 | 5.23 | 13.38 |
| Small Cap Value | 0.41 | - 3.32 | 6.97 | 9.52 | 18.19 | 7.80 | 9.78 | 7.00 | 12.42 |
| Small Cap Growth | - 1.69 | - 7.24 | 2.24 | 4.72 | 15.36 | 5.19 | 7.43 | 3.39 | 14.69 |