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Monthly Statistical Bulletin - EPRA

Monthly Statistical Bulletin - EPRA

36 Months Correlations

36 Months Correlations (in USD)Global Real EstateEurope Real EstateNth America Real EstateAsia Real EstateGlobal EquitiesEurope EquitiesNorth America EquitiesAsia EquitiesGlobal BondsGlobal Real Estate 1.00 0.90 0.94 0.88 0.91 0.90 0.89 0.85 -0.08Europe Real Estate 0.90 1.00 0.83 0.73 0.84 0.88 0.80 0.77 -0.05Nth America Real Estate 0.94 0.83 1.00 0.68 0.80 0.78 0.82 0.71 -0.04Asia Real Estate 0.88 0.73 0.68 1.00 0.86 0.86 0.81 0.86 -0.11Global Equities 0.91 0.84 0.80 0.86 1.00 0.98 0.97 0.96 -0.15Europe Equities 0.90 0.88 0.78 0.86 0.98 1.00 0.92 0.94 -0.12North America Equities 0.89 0.80 0.82 0.81 0.97 0.92 1.00 0.89 -0.17Asia Equities 0.85 0.77 0.71 0.86 0.96 0.94 0.89 1.00 -0.13Global Bonds -0.08 -0.05 -0.04 -0.11 -0.15 -0.12 -0.17 -0.13 1.00Version: January 2011196Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com

36 Months Correlations (in Local Currency)AustraliaSingaporeHong KongJapanUSCanadaUKSwitzerlandSwedenAustriaNetherlandsNorwayItalyFranceGermanyGreeceBelgiumFinlandGlobal EquitiesGlobal BondsAustralia 1.00 0.40 0.34 0.49 0.63 0.81 0.61 0.52 0.30 0.62 0.59 0.42 0.36 0.55 0.38 0.46 0.48 0.56 0.73 0.00Singapore 0.40 1.00 0.87 0.67 0.55 0.66 0.41 0.52 0.41 0.56 0.56 0.41 0.52 0.55 0.54 0.24 0.28 0.49 0.61 -0.25Hong Kong 0.34 0.87 1.00 0.66 0.45 0.55 0.34 0.46 0.35 0.54 0.51 0.40 0.47 0.49 0.51 0.20 0.32 0.36 0.67 -0.23Japan 0.49 0.67 0.66 1.00 0.59 0.64 0.48 0.41 0.28 0.52 0.54 0.31 0.37 0.46 0.44 0.21 0.29 0.44 0.71 -0.33US 0.63 0.55 0.45 0.59 1.00 0.75 0.86 0.71 0.62 0.62 0.76 0.52 0.42 0.74 0.74 0.45 0.56 0.74 0.69 -0.09Canada 0.81 0.66 0.55 0.64 0.75 1.00 0.72 0.70 0.50 0.76 0.75 0.50 0.58 0.72 0.58 0.49 0.56 0.71 0.77 -0.17UK 0.61 0.41 0.34 0.48 0.86 0.72 1.00 0.71 0.69 0.62 0.81 0.61 0.41 0.76 0.63 0.61 0.64 0.77 0.59 0.03Switzerland 0.52 0.52 0.46 0.41 0.71 0.70 0.71 1.00 0.53 0.63 0.71 0.30 0.45 0.74 0.64 0.46 0.60 0.60 0.48 0.11Sweden 0.30 0.41 0.35 0.28 0.62 0.50 0.69 0.53 1.00 0.46 0.73 0.49 0.63 0.72 0.79 0.36 0.64 0.79 0.36 0.10Austria 0.62 0.56 0.54 0.52 0.62 0.76 0.62 0.63 0.46 1.00 0.72 0.62 0.50 0.73 0.55 0.44 0.59 0.77 0.72 -0.30Netherlands 0.59 0.56 0.51 0.54 0.76 0.75 0.81 0.71 0.73 0.72 1.00 0.60 0.65 0.94 0.67 0.55 0.73 0.86 0.65 -0.18Norway 0.42 0.41 0.40 0.31 0.52 0.50 0.61 0.30 0.49 0.62 0.60 1.00 0.39 0.55 0.34 0.62 0.46 0.66 0.59 -0.27Italy 0.36 0.52 0.47 0.37 0.42 0.58 0.41 0.45 0.63 0.50 0.65 0.39 1.00 0.63 0.49 0.33 0.77 0.66 0.40 -0.20France 0.55 0.55 0.49 0.46 0.74 0.72 0.76 0.74 0.72 0.73 0.94 0.55 0.63 1.00 0.68 0.53 0.78 0.82 0.60 -0.14Germany 0.38 0.54 0.51 0.44 0.74 0.58 0.63 0.64 0.79 0.55 0.67 0.34 0.49 0.68 1.00 0.15 0.46 0.69 0.46 0.08Greece 0.46 0.24 0.20 0.21 0.45 0.49 0.61 0.46 0.36 0.44 0.55 0.62 0.33 0.53 0.15 1.00 0.55 0.50 0.42 -0.13Belgium 0.48 0.28 0.32 0.29 0.56 0.56 0.64 0.60 0.64 0.59 0.73 0.46 0.77 0.78 0.46 0.55 1.00 0.69 0.47 -0.06Finland 0.56 0.49 0.36 0.44 0.74 0.71 0.77 0.60 0.79 0.77 0.86 0.66 0.66 0.82 0.69 0.50 0.69 1.00 0.55 -0.16Global Equities 0.73 0.61 0.67 0.71 0.69 0.77 0.59 0.48 0.36 0.72 0.65 0.59 0.40 0.60 0.46 0.42 0.47 0.55 1.00 -0.42Global Bonds 0.00 -0.25 -0.23 -0.33 -0.09 -0.17 0.03 0.11 0.10 -0.30 -0.18 -0.27 -0.20 -0.14 0.08 -0.13 -0.06 -0.16 -0.42 1.00Version: January 2011197Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com

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