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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -3.39% 0.79% -6.66
Bonds 0.40 12.27% 1.23% 3.18
Commodities 0.64 41.41% 3.42% 0.09
REITs -0.85 -27.37% 4.86% -0.01
Stocks -0.21 -3.19% 3.60% 1.63
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -6.25% 0.81% -0.05
Bonds -0.21 18.01% 1.13% 1.22
Commodities 0.62 34.83% 5.39% 0.39
REITs 0.14 11.88% 4.51% 0.76
Stocks -0.37 16.71% 2.52% 1.77
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 10.76% 0.83% 0.59
Bonds 0.12 26.79% 1.41% 1.12
Commodities 0.74 90.25% 5.34% 0.83
REITs 0.11 68.70% 4.65% 0.91
Stocks -0.22 53.91% 2.71% 0.82
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 105.19% 0.89% 1.17
Bonds 0.31 81.53% 1.38% 1.20
Commodities 0.32 151.29% 5.17% 0.55
REITs -0.23 31.19% 4.29% 0.46
Stocks -0.34 43.12% 3.65% 0.28

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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).


Boston
Essex, MA
Middlesex, MA
Norfolk, MA
Plymouth, MA
Suffolk, MA
Rockingham, NH
Strafford, NH

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