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Phoenix



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -32.65% 6.56% -4.04
Bonds 0.54 3.54% 1.60% 3.06
Commodities 0.00 -12.50% 22.93% 1.67
REITs 0.01 -43.01% 8.31% -2.87
Stocks 0.86 -37.08% 11.31% -1.03
         
3 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -37.40% 23.47% -0.19
Bonds -0.75 14.96% 0.80% 0.46
Commodities -0.32 -15.18% 26.44% 0.34
REITs 0.65 -31.59% 20.08% -0.08
Stocks 0.51 -18.72% 12.26% 0.02
         
5 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 8.36% 23.38% 0.24
Bonds -0.56 23.03% 0.90% 0.66
Commodities -0.12 42.51% 22.17% 0.67
REITs 0.60 -10.60% 19.29% 0.35
Stocks 0.39 -6.73% 11.97% 0.40
         
10 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 48.30% 17.35% 0.24
Bonds -0.32 68.75% 1.01% 0.74
Commodities -0.06 160.01% 24.71% 0.61
REITs 0.53 10.56% 16.13% 0.24
Stocks 0.29 -6.17% 15.26% -0.11

Download Index Data
Current/revised edition
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Condominium Indices
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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).


Phoenix
Maricopa, AZ
Pinal, AZ

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