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Atlanta



Graph a housing market:





S&P/Case-Shiller® Atlanta Home Price Index

<IMG SRC="images/teaser-fpo.jpg" WIDTH=450 HEIGHT=1000 usemap="#home" BORDER=0> Atlanta Housing vs. Asset Classes, Monthly

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -6.46% 0.98% -0.50
Bonds -0.91 10.91% 0.99% 3.20
Commodities -0.97 49.15% 3.63% 0.46
REITs 0.89 -23.60% 5.16% -0.45
Stocks 0.95 -6.40% 3.60% 0.86
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -0.07% 0.77% 0.66
Bonds -0.71 18.90% 0.98% 1.18
Commodities -0.31 34.53% 5.25% 0.42
REITs 0.81 11.32% 4.57% 0.56
Stocks 0.37 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 7.57% 0.64% 1.03
Bonds -0.46 31.57% 1.19% 1.43
Commodities -0.14 105.47% 5.27% 0.83
REITs 0.67 63.19% 4.71% 0.80
Stocks 0.17 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 41.28% 0.53% 1.49
Bonds -0.42 83.80% 1.16% 1.33
Commodities 0.09 205.46% 5.19% 0.62
REITs 0.09 30.91% 4.31% 0.45
Stocks 0.09 22.30% 3.60% 0.25

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*Sharpe Ratio is calculated by taking the excess returns (average, rolling 12-month return) above/below the risk-free rate (average 3-month US Treasury Bill yield), and dividing by volatility (standard deviation of average, rolling 12-month return).


Atlanta
Barrow, GA
Cherokee, GA
Clayton, GA
Cobb, GA
Coweta, GA
De Kalb, GA
Douglas, GA
Fayette, GA
Forsyth, GA
Fulton, GA
Gwinnett, GA
Henry, GA
Newton, GA
Paulding, GA
Rockdale, GA
Spalding, GA
Walton, GA

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