Market Statistics – Expanded View
All figures in CAD unless mentioned otherwise.
Income
Fixed Income
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Canadian Treasury Bills | 0.23 | 1.43 | 3.62 | 4.12 | 2.54 | 1.75 | 1.72 | 0.59 |
Canadian Short-Term Bonds | 0.27 | 2.19 | 6.34 | 4.42 | 1.76 | 1.94 | 2.85 | 2.51 |
Global Government Short-Term Bonds (hedged to CAD) | 0.42 | 2.09 | 4.70 | 2.90 | 0.95 | 1.47 | 2.30 | 2.22 |
Canadian Total Bond Market | 0.06 | 1.44 | 6.13 | 4.31 | -0.38 | 1.88 | 3.43 | 6.12 |
Total Global Bond Market (hedged to CAD) | 0.80 | 1.94 | 4.61 | 2.61 | -0.34 | 1.81 | 3.14 | 4.86 |
Real Estate Investment Trusts (REITs)
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Canadian REITs | 1.19 | 8.44 | 14.46 | 2.71 | 6.22 | 5.29 | 7.60 | 18.26 |
Global REITs | -0.47 | -1.33 | 9.45 | 5.84 | 6.28 | 4.79 | 4.93 | 14.61 |
Equities
Canadian Equity
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Total Market | 2.91 | 10.17 | 26.37 | 16.09 | 15.02 | 9.61 | 8.22 | 12.77 |
Value | 2.77 | 9.18 | 31.37 | 16.01 | 20.15 | 11.16 | 8.98 | 14.55 |
Growth | 2.72 | 10.73 | 23.65 | 17.79 | 10.49 | 7.69 | 7.20 | 14.00 |
Small Cap Value | 4.55 | 11.84 | 22.05 | 14.61 | 19.22 | 8.74 | 7.96 | 14.88 |
Small Cap Growth | 7.11 | 16.61 | 32.84 | 19.67 | 12.47 | 10.13 | 7.16 | 15.06 |
U.S. Equity
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Total Market | 4.27 | 0.18 | 14.77 | 21.34 | 16.05 | 13.95 | 11.12 | 13.57 |
Value | 2.62 | 0.42 | 13.18 | 14.90 | 14.02 | 10.14 | 8.69 | 12.60 |
Growth | 5.55 | 0.51 | 16.68 | 28.14 | 18.24 | 18.04 | 13.59 | 17.10 |
Small Cap Value | 4.14 | -8.26 | 5.05 | 9.49 | 12.56 | 7.65 | 7.37 | 19.14 |
Small Cap Growth | 5.07 | -5.72 | 9.22 | 14.51 | 7.50 | 8.08 | 9.07 | 19.97 |
International Equity
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Total Market | 1.72 | 13.37 | 17.85 | 17.78 | 10.97 | 7.43 | 6.51 | 12.10 |
Value | 0.95 | 16.38 | 23.67 | 20.63 | 14.38 | 6.98 | 5.77 | 12.63 |
Growth | 1.86 | 9.85 | 10.88 | 15.72 | 7.98 | 7.64 | 6.82 | 13.52 |
Small Cap Value | 3.22 | 15.62 | 23.65 | 17.13 | 12.00 | 7.41 | 7.28 | 13.02 |
Small Cap Growth | 3.87 | 13.59 | 20.37 | 13.75 | 6.60 | 7.32 | 7.37 | 14.57 |
Emerging Markets Equity
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Total Market | 5.15 | 8.59 | 13.75 | 12.31 | 7.70 | 5.87 | 7.20 | 12.90 |
Value | 4.21 | 8.72 | 12.14 | 12.31 | 9.15 | 4.93 | 6.64 | 12.12 |
Growth | 6.10 | 9.62 | 17.15 | 11.25 | 4.72 | 6.42 | 7.32 | 15.42 |
Small Cap Value | 4.03 | 5.14 | 7.72 | 16.89 | 15.23 | 7.91 | 9.56 | 11.61 |
Small Cap Growth | 5.75 | 4.65 | 8.06 | 15.04 | 12.62 | 5.80 | 7.56 | 13.78 |
International and Emerging Markets Equity
1 Month | YTD | 1 Year | 3 Years | 5 Years | 10 Years | 20 Years | 5 Year STD DEV | |
Total Market | 2.59 | 11.89 | 16.44 | 16.16 | 9.87 | 6.91 | 6.32 | 11.20 |