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U.S. National Index



Graph a housing market:





S&P/Case-Shiller® U.S. National Index Home Price Index







U.S. National Index Housing vs. Asset Classes, Quarterly

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -14.14% 2.76% -1.78
Bonds -1.00 10.91% 2.43% 2.53
Commodities -0.99 43.65% 4.04% 0.39
REITs 0.92 -26.41% 3.35% -0.47
Stocks 0.99 -5.27% 6.11% 0.76
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -5.92% 3.25% 0.19
Bonds -0.73 18.90% 1.97% 0.95
Commodities 0.13 36.12% 8.05% 0.38
REITs 0.60 9.45% 7.29% 0.52
Stocks 0.04 13.27% 4.14% 1.29
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 22.00% 3.14% 0.66
Bonds -0.38 31.57% 2.02% 1.27
Commodities 0.33 92.42% 7.08% 0.83
REITs 0.59 63.94% 7.48% 0.77
Stocks 0.16 56.99% 4.32% 1.01
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 85.72% 2.35% 1.01
Bonds -0.18 83.80% 2.15% 1.17
Commodities 0.22 175.07% 8.55% 0.55
REITs 0.37 30.24% 7.04% 0.37
Stocks -0.03 32.20% 5.58% 0.23

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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).


Normalized U.S. National Weights (Jan. 2000 on)
Census Division Weight
East North Central: 0.15770404
East South Central: 0.04632221
Middle Atlantic: 0.13653163
Mountain: 0.06804488
New England: 0.06391155
Pacific: 0.22095966
South Atlantic: 0.17460979
West North Central: 0.05969073
West South Central: 0.07232552
source: Fiserv