Composite-10
Graph a housing market:
S&P/Case-Shiller® Composite-10 Home Price Index
Composite-10 Housing vs. Asset Classes, Monthly
1 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
-15.30%
0.94%
-1.86
Bonds
-0.90
10.91%
0.99%
3.19
Commodities
-0.96
49.15%
3.63%
0.45
REITs
0.88
-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
-6.60%
1.16%
0.36
Bonds
-0.65
18.90%
0.98%
1.18
Commodities
0.07
34.53%
5.25%
0.42
REITs
0.63
11.32%
4.57%
0.56
Stocks
0.07
10.21%
2.59%
1.34
5 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
28.46%
1.20%
0.86
Bonds
-0.20
31.57%
1.19%
1.43
Commodities
0.36
105.47%
5.27%
0.83
REITs
0.55
63.19%
4.71%
0.80
Stocks
0.13
55.55%
2.60%
1.03
10 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
121.84%
0.95%
1.27
Bonds
-0.07
83.80%
1.16%
1.33
Commodities
0.31
205.46%
5.19%
0.62
REITs
0.35
30.91%
4.31%
0.45
Stocks
-0.07
22.30%
3.60%
0.25
Download Index Data
Current/revised edition
[login or register to access]
Tiered Prices
Prior Editions
Analytics Workbook
*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).
Normalized Composite-10 weights (Jan. 2000 on)
Composite-10 Market
Weights
Boston:
0.07412188
Chicago:
0.08886762
Denver:
0.03682453
Las Vegas:
0.01480245
Los Angeles:
0.21161961
Miami:
0.04986164
New York:
0.27239040
San Diego:
0.05513356
San Francisco:
0.11787881
Washington, DC:
0.07849949
source: Fiserv