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Denver



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -5.04% 1.22% -1.50
Bonds -0.93 10.91% 0.99% 3.20
Commodities -0.90 49.15% 3.63% 0.46
REITs 0.77 -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 -3.99% 0.85% 0.13
Bonds -0.70 18.90% 0.98% 1.18
Commodities -0.01 34.53% 5.25% 0.42
REITs 0.64 11.32% 4.57% 0.56
Stocks 0.15 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 2.05% 0.70% 0.46
Bonds -0.42 31.57% 1.19% 1.43
Commodities 0.19 105.47% 5.27% 0.83
REITs 0.55 63.19% 4.71% 0.80
Stocks 0.12 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 57.93% 0.73% 0.89
Bonds -0.29 83.80% 1.16% 1.33
Commodities 0.24 205.46% 5.19% 0.62
REITs -0.20 30.91% 4.31% 0.45
Stocks -0.02 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).


Denver
Adams, CO
Arapahoe, CO
Broomfield, CO
Denver, CO
Douglas, CO
Elbert, CO
Gilpin, CO
Jefferson, CO

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