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Denver



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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -5.06% 1.20% -1.61
Bonds -0.90 12.27% 1.23% 3.18
Commodities -0.83 41.41% 3.42% 0.09
REITs 0.61 -27.37% 4.86% -0.01
Stocks 0.89 -3.19% 3.60% 1.63
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -2.54% 0.83% 0.33
Bonds -0.64 18.01% 1.13% 1.22
Commodities 0.32 34.83% 5.39% 0.39
REITs 0.47 11.88% 4.51% 0.76
Stocks -0.22 16.71% 2.52% 1.77
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 3.34% 0.68% 0.62
Bonds -0.40 26.79% 1.41% 1.12
Commodities 0.40 90.25% 5.34% 0.83
REITs 0.39 68.70% 4.65% 0.91
Stocks -0.06 53.91% 2.71% 0.82
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 60.88% 0.72% 0.96
Bonds 0.05 81.53% 1.38% 1.20
Commodities 0.25 151.29% 5.17% 0.55
REITs -0.32 31.19% 4.29% 0.46
Stocks -0.03 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).


Denver
Adams, CO
Arapahoe, CO
Broomfield, CO
Denver, CO
Douglas, CO
Elbert, CO
Gilpin, CO
Jefferson, CO

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