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Detroit



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -20.39% 2.08% -8.98
Bonds 0.48 3.54% 1.60% 3.06
Commodities 0.20 -12.50% 22.93% 1.67
REITs 0.35 -43.01% 8.31% -2.87
Stocks 0.85 -37.08% 11.31% -1.03
         
3 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -31.82% 7.24% -1.66
Bonds -0.74 14.96% 0.80% 0.46
Commodities -0.46 -15.18% 26.44% 0.34
REITs 0.78 -31.59% 20.08% -0.08
Stocks 0.61 -18.72% 12.26% 0.02
         
5 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -27.96% 7.97% -0.84
Bonds -0.55 23.03% 0.90% 0.66
Commodities -0.09 42.51% 22.17% 0.67
REITs 0.80 -10.60% 19.29% 0.35
Stocks 0.63 -6.73% 11.97% 0.40
         
10 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -4.78% 7.64% -0.36
Bonds 0.01 68.75% 1.01% 0.74
Commodities 0.04 160.01% 24.71% 0.61
REITs 0.40 10.56% 16.13% 0.24
Stocks 0.08 -6.17% 15.26% -0.11

Download Index Data
Current/revised edition
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Condominium Indices
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).


Detroit
Lapeer, MI
Livingston, MI
Macomb, MI
Oakland, MI
Saint Clair, MI
Wayne, MI

Click Here for population density map