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Las Vegas



Graph a housing market:





S&P/Case-Shiller® Las Vegas Home Price Index

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -25.92% 1.60% -1.60
Bonds -0.90 10.91% 0.99% 3.20
Commodities -0.96 49.15% 3.63% 0.46
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 -19.75% 1.69% 0.12
Bonds -0.54 18.90% 0.98% 1.18
Commodities -0.10 34.53% 5.25% 0.42
REITs 0.75 11.32% 4.57% 0.56
Stocks 0.17 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 37.72% 2.24% 0.65
Bonds -0.10 31.57% 1.19% 1.43
Commodities 0.39 105.47% 5.27% 0.83
REITs 0.51 63.19% 4.71% 0.80
Stocks 0.22 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 79.20% 1.60% 0.63
Bonds -0.05 83.80% 1.16% 1.33
Commodities 0.20 205.46% 5.19% 0.62
REITs 0.50 30.91% 4.31% 0.45
Stocks 0.16 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).


Las Vegas
Clark, NV

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