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Chicago



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -9.99% 0.82% -1.16
Bonds -0.90 10.91% 0.99% 3.20
Commodities -0.96 49.15% 3.63% 0.46
REITs 0.85 -23.60% 5.16% -0.45
Stocks 0.94 -6.40% 3.60% 0.86
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -0.99% 0.84% 0.55
Bonds -0.71 18.90% 0.98% 1.18
Commodities -0.09 34.53% 5.25% 0.42
REITs 0.72 11.32% 4.57% 0.56
Stocks 0.16 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 17.22% 0.76% 1.02
Bonds -0.29 31.57% 1.19% 1.43
Commodities 0.16 105.47% 5.27% 0.83
REITs 0.63 63.19% 4.71% 0.80
Stocks 0.14 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 67.07% 0.66% 1.52
Bonds -0.17 83.80% 1.16% 1.33
Commodities 0.19 205.46% 5.19% 0.62
REITs 0.39 30.91% 4.31% 0.45
Stocks -0.10 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).


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