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San Diego



Graph a housing market:





S&P/Case-Shiller® San Diego Home Price Index

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

1 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -26.68% 4.56% -5.16
Bonds 0.51 3.54% 1.60% 3.06
Commodities -0.05 -12.50% 22.93% 1.67
REITs -0.02 -43.01% 8.31% -2.87
Stocks 0.84 -37.08% 11.31% -1.03
         
3 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -36.30% 10.78% -1.12
Bonds -0.70 14.96% 0.80% 0.46
Commodities -0.54 -15.18% 26.44% 0.34
REITs 0.79 -31.59% 20.08% -0.08
Stocks 0.70 -18.72% 12.26% 0.02
         
5 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -10.96% 17.88% 0.04
Bonds -0.43 23.03% 0.90% 0.66
Commodities 0.05 42.51% 22.17% 0.67
REITs 0.71 -10.60% 19.29% 0.35
Stocks 0.61 -6.73% 11.97% 0.40
         
10 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 80.63% 14.51% 0.38
Bonds 0.02 68.75% 1.01% 0.74
Commodities 0.09 160.01% 24.71% 0.61
REITs 0.49 10.56% 16.13% 0.24
Stocks 0.13 -6.17% 15.26% -0.11

Download Index Data
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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).


San Diego
San Diego, CA

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