U.S. National Index Graph a housing market:
® U.S. National Index U.S. National Index Housing
1 YEAR
Correlation
Return
Volatility
Sharpe
S&P/CSI
1.00
-4.52%
0.39%
-1.72
Bonds
-0.75
5.63%
1.86%
2.93
Commodities
-0.68
-6.36%
9.37%
-3.32
REITs
0.92
-3.87%
9.83%
1.04
Stocks
-0.69
15.71%
3.50%
5.00
3 YEAR
Correlation
Return
Volatility
Sharpe
S&P/CSI
1.00
13.83%
2.18%
0.79
Bonds
-0.34
11.81%
1.97%
0.92
Commodities
0.92
14.34%
6.94%
0.37
REITs
0.13
31.49%
7.19%
1.57
Stocks
-0.69
35.02%
2.85%
2.13
5 YEAR
Correlation
Return
Volatility
Sharpe
S&P/CSI
1.00
43.07%
1.97%
1.26
Bonds
-0.12
18.77%
2.06%
0.89
Commodities
0.86
83.54%
7.10%
0.83
REITs
0.09
73.56%
7.18%
1.13
Stocks
-0.14
66.64%
3.59%
0.52
10 YEAR
Correlation
Return
Volatility
Sharpe
S&P/CSI
1.00
113.88%
1.55%
1.61
Bonds
-0.08
78.54%
2.49%
1.00
Commodities
0.51
84.31%
8.72%
0.37
REITs
0.14
50.57%
6.84%
0.38
Stocks
-0.12
60.30%
5.40%
0.29
Download Index Data Current/revised edition login or register to access]
Tiered Prices Prior Editions Analytics Workbook *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).
U.S. National
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
Current/revised edition
[login or register to access]
Census Division