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Monthly Index Chart Book - EPRA

Monthly Index Chart Book - EPRA

Graph 49: Relative

Graph 49: Relative Strength Indicator - EuropeGraph 50: Relative Strength Indicator - Europe Countries1009070-100Overbought1009070-100Overbought808070605030-70Neutral70605030-70Neutral40403020100-30Oversold302010UKSwedenNetherlandsFrance0-30Oversold00Dec-90Dec-91Dec-92Dec-93Dec-94Dec-95Dec-96Dec-97Dec-98Dec-99Dec-00Dec-01Dec-02Dec-03Dec-04Dec-05Dec-06Dec-07Dec-08Dec-09Dec-10Dec-90Dec-91Dec-92Dec-93Dec-94Dec-95Dec-96Dec-97Dec-98Dec-99Dec-00Dec-01Dec-02Dec-03Dec-04Dec-05Dec-06Dec-07Dec-08Dec-09Dec-10Graph 51: Rolling 10 Years Risk/Return Profile - EuropeGraph 52: Rolling 10 Years Risk/Return Profile - Europe Countries20%30%15%Europe Real EstateEurope BondsEurope EquitiesEurope ex UK EquitiesEurope Eurozone Equities200625%20%2008Return10%5%2008199920032002200820002008200820042004Return200815%20072008200810%19995%19991999 19990%0% 5% 10% 15% 20% 25% 30% 35% 40% 45%-5%1999 20080%0% 5% 10% 15% 20% 25%-10%-15%FranceUKSwedenGermanyNetherlands1999-5%-20%Risk (St Deviation)Risk (St Deviation)Version: March 201120Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com

Graph 53: Equally Weighted Value-at-Risk - EuropeGraph 54: Asset Classes Correlations - Europe50,00030,0001Europe in USD Mln45,000Europe in EUR Mln0.840,00025,0000.635,00030,00025,00020,00015,00020,00015,00010,0000.40.20-0.210,0005,0000Version: March 2011Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com21Jan-93Jan-94Jan-95Jan-96Jan-97Jan-98Jan-99Jan-00Jan-01Jan-02Jan-03Jan-04Jan-05Jan-06Jan-07Jan-08Jan-09Jan-10Jan-11Dec-02Apr-03Aug-03Dec-03Apr-04Aug-04Dec-04Apr-05Aug-05Dec-05Apr-06Aug-06Dec-06Apr-07Aug-07Dec-07Apr-08Aug-08Dec-08Apr-09Aug-09Dec-09Apr-10Aug-10Dec-10Value-at-Risk (USD Mln)Value-at-Risk (EUR Mln)Coefficient5,000-0.4-0.6Real Estate vs. Bonds Equities vs. Bonds Real Estate vs. Equities0-0.844%39%Graph 55: 36 Months Velocity vs. Volatility - Europe14%y = 0.0713x + 0.1211R 2 = 0.024912%Graph 56: 12 Months Dividend Yields (Local Currency) - EuropeUK NetherlandsFrance SwedenEurope34%10%29%24%8%6%Volatility19%14%4%9%2%4%30% 35% 40% 45% 50% 55% 60% 65% 70% 75% 80%Velocity (Liquidity)0%Dec-10Dec-90Dec-91Dec-92Dec-93Dec-94Dec-95Dec-96Dec-97Dec-98Dec-99Dec-00Dec-01Dec-02Dec-03Dec-04Dec-05Dec-06Dec-07Dec-08Dec-09Yield

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