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U.S. National Index



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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 0.43% 0.82% 0.94
Bonds -0.44 3.09% 2.19% 0.19
Commodities 0.91 -14.15% 7.76% 0.07
REITs -0.34 28.92% 5.19% 2.30
Stocks -0.44 12.92% 3.69% 2.31
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 31.92% 1.83% 2.12
Bonds 0.09 10.11% 2.25% 0.64
Commodities 0.86 34.36% 7.09% 1.12
REITs -0.18 66.28% 6.33% 1.90
Stocks -0.02 31.53% 3.26% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 61.51% 1.48% 2.52
Bonds -0.09 26.56% 2.63% 0.91
Commodities 0.67 98.40% 6.99% 0.74
REITs 0.02 109.49% 6.37% 1.15
Stocks 0.18 24.39% 5.71% 0.16
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 131.23% 1.27% 2.42
Bonds -0.22 80.98% 2.50% 1.04
Commodities 0.54 68.68% 8.63% 0.36
REITs 0.24 99.28% 6.55% 0.39
Stocks -0.15 91.18% 5.78% 0.34

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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