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