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Los Angeles



Graph a housing market:





S&P/Case-Shiller® Los Angeles Home Price Index

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -21.72% 1.56% -1.56
Bonds -0.91 10.91% 0.99% 3.20
Commodities -0.97 49.15% 3.63% 0.46
REITs 0.89 -23.60% 5.16% -0.45
Stocks 0.95 -6.40% 3.60% 0.86
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -8.66% 1.75% 0.39
Bonds -0.74 18.90% 0.98% 1.18
Commodities -0.01 34.53% 5.25% 0.42
REITs 0.67 11.32% 4.57% 0.56
Stocks 0.12 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 40.67% 1.79% 0.90
Bonds -0.22 31.57% 1.19% 1.43
Commodities 0.34 105.47% 5.27% 0.83
REITs 0.59 63.19% 4.71% 0.80
Stocks 0.23 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 150.34% 1.34% 1.12
Bonds -0.06 83.80% 1.16% 1.33
Commodities 0.20 205.46% 5.19% 0.62
REITs 0.46 30.91% 4.31% 0.45
Stocks 0.06 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).


Los Angeles
Los Angeles, CA
Orange, CA

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