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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 -23.01% 1.40% -1.94
Bonds -0.91 10.91% 0.99% 3.20
Commodities -0.96 49.15% 3.63% 0.46
REITs 0.89 -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 0.61% 2.34% 0.54
Bonds -0.65 18.90% 0.98% 1.18
Commodities 0.20 34.53% 5.25% 0.42
REITs 0.53 11.32% 4.57% 0.56
Stocks 0.01 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 40.61% 2.01% 0.65
Bonds -0.54 31.57% 1.19% 1.43
Commodities 0.16 105.47% 5.27% 0.83
REITs 0.40 63.19% 4.71% 0.80
Stocks -0.02 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 90.78% 1.43% 0.66
Bonds -0.40 83.80% 1.16% 1.33
Commodities 0.11 205.46% 5.19% 0.62
REITs 0.36 30.91% 4.31% 0.45
Stocks 0.13 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).


Phoenix
Maricopa, AZ
Pinal, AZ

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