Boston
Graph a housing market:
S&P/Case-Shiller® Boston Home Price Index
Boston Housing vs. Asset Classes, Monthly
1 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
-5.92%
0.85%
-5.10
Bonds
-0.49
10.91%
0.99%
3.20
Commodities
-0.26
49.15%
3.63%
0.46
REITs
0.00
-23.60%
5.16%
-0.45
Stocks
0.43
-6.40%
3.60%
0.86
3 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
-10.39%
0.79%
-0.23
Bonds
-0.26
18.90%
0.98%
1.18
Commodities
0.40
34.53%
5.25%
0.42
REITs
0.31
11.32%
4.57%
0.56
Stocks
-0.11
10.21%
2.59%
1.34
5 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
6.41%
0.86%
0.49
Bonds
0.21
31.57%
1.19%
1.43
Commodities
0.58
105.47%
5.27%
0.83
REITs
0.30
63.19%
4.71%
0.80
Stocks
0.03
55.55%
2.60%
1.03
10 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
97.68%
0.92%
1.09
Bonds
0.15
83.80%
1.16%
1.33
Commodities
0.29
205.46%
5.19%
0.62
REITs
-0.13
30.91%
4.31%
0.45
Stocks
-0.32
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).
Boston
Essex, MA
Middlesex, MA
Norfolk, MA
Plymouth, MA
Suffolk, MA
Rockingham, NH
Strafford, NH
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