Jun 02, 2024

Market Statistics – June 2024

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.

Download the PDF or see the expanded tables below!

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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 – June 2024

Raymond Kerzérho
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.

Market Statistics – Expanded View

All figures in CAD unless mentioned otherwise.

Income

Canadian Fixed Income

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Inflation (one month lag)0.562.022.874.633.412.532.182.161.51
Treasury Bills0.42.535.073.042.171.521.762.650.57
Short Term bonds0.751.575.580.621.391.652.864.362.44
Total Bond Market1.15-0.353.68-1.78-0.051.93.715.436.43

Global Fixed Income

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Short Term Bonds (Hedged to CAD)0.620.834.210.040.751.212.33.612.12
Total Bond Market (Hedged to CAD)0.81-0.23.39-2.03-0.141.743.33NA4.92

Other Income Securities

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Canadian REITs-0.34-6.70-5.18-4.63-0.334.198.14NA21.78
Canadian Utilities-2.46-0.89-5.61-1.865.126.748.12NA13.86
Canadian Preferred Shares-0.0214.1920.751.135.572.28NANA15.47
U.S. High Yield1.325.9114.055.044.856.946.766.826.87
Global REITs1.510.508.540.181.555.555.40NA16.97

Equities

Canadian Equity

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Total Market-1.426.0512.135.989.286.957.858.4815.54
Large & Mid Cap Value-2.554.7213.329.269.497.128.519.4517.83
Large & Mid Cap Growth-0.567.3613.163.387.976.386.856.8715.8
Small Cap-0.949.312.284.6911.675.436.52NA21.93
Small Cap Value-1.386.3410.558.2813.424.787.58NA23.15
Small Cap Growth-0.4913.3214.240.829.445.765.82NA20.75

U.S. Equity

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Total Market3.4817.2427.1511.6615.1614.9810.2910.6314.55
Total Market in USD3.113.5623.138.0514.1412.1510.1710.6718.65
Large & Mid Cap Value-0.5710.0816.759.059.9810.978.249.5814.1
Large & Mid Cap Growth7.1424.6237.841520.4119.2712.3111.4617.23
Small Cap-0.565.0313.650.677.99.717.968.8319.63
Small Cap Value-1.322.3714.522.798.038.917.349.3820.43
Small Cap Growth0.217.8312.7-1.687.1210.18.337.8220.35

International Equity (Developped)

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Large & Mid Cap-1.258.7615.186.337.426.975.745.0713.19
Large & Mid Cap in Local Currencies-0.5511.0615.088.18.987.46.525.7313.83
Large & Mid Cap Value-2.427.8917.469.077.025.624.955.2614.72
Large & Mid Cap Growth-0.089.6712.973.437.418.086.364.7113.94
Small Cap-2.683.7711.31-0.125.126.936.6NA15.51
Small Cap Value-3.384.7214.273.165.626.476.74NA15.37
Small Cap Growth-1.983.358.52-3.414.347.236.66NA16.31

Emerging Markets

1 MonthYTD1 Year3 Years5 Years10 Years20 Years30 Years5 Year STD DEV
Large & Mid Cap4.411.1716.67-1.494.415.797.755.4214.74
Large & Mid Cap Value3.8110.1918.52.814.395.087.75NA14.31
Large & Mid Cap Growth4.9512.114.97-5.424.336.387.68NA16.32
Small Cap3.6510.7324.516.5111.498.239.65NA16.56
Small Cap Value3.2311.6428.148.8811.49.2110.99NA16.37
Small Cap Growth4.069.8421.024.1811.457.168.44NA17.14

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