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Washington D.C.

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S&P/Case-Shiller^® Washington D.C. Home Price Index

Washington D.C. Housing vs. Asset Classes, Monthly

1 YEAR
	Correlation	Return	Volatility	Sharpe*
S&P/CSI	1.00	-10.89%	0.80%	-3.96
Bonds	-0.87	12.27%	1.23%	3.18
Commodities	-0.78	41.41%	3.42%	0.09
REITs	0.88	-27.37%	4.86%	-0.01
Stocks	0.60	-3.19%	3.60%	1.63

3 YEAR
	Correlation	Return	Volatility	Sharpe*
S&P/CSI	1.00	2.01%	1.29%	0.51
Bonds	-0.43	18.01%	1.13%	1.22
Commodities	0.53	34.83%	5.39%	0.39
REITs	0.35	11.88%	4.51%	0.76
Stocks	-0.36	16.71%	2.52%	1.77

5 YEAR
	Correlation	Return	Volatility	Sharpe*
S&P/CSI	1.00	46.59%	1.30%	0.93
Bonds	-0.25	26.79%	1.41%	1.12
Commodities	0.61	90.25%	5.34%	0.83
REITs	0.34	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	137.80%	1.01%	1.18
Bonds	-0.04	81.53%	1.38%	1.20
Commodities	0.34	151.29%	5.17%	0.55
REITs	0.36	31.19%	4.29%	0.46
Stocks	-0.19	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).

Washington D.C.

› District of Columbia, DC

› Calvert, MD

› Charles, MD

› Frederick, MD

› Montgomery, MD

› Prince Georges, MD

› Alexandria City, VA

› Arlington, VA

› Clark, VA

› Fairfax, VA

› Fauquier, VA

› Fredericksburg City, VA

› King George, VA

› Loudoun, VA

› Prince William, VA

› Spotsylvania, VA

› Stafford, VA

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