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Boston



Graph a housing market:





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

<IMG SRC="images/teaser-fpo.jpg" WIDTH=450 HEIGHT=1000 usemap="#home" BORDER=0> 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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