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Monthly Index Chart Book - EPRA

Monthly Index Chart Book - EPRA

Graph 57: Liquidity

Graph 57: Liquidity (Velocity) vs. Volatility (St. Deviation) - EuropeGraph 58: Liquidity (Traded Volume) vs. Volatility (St. Deviation) - Europe120%45%120100%40%10080%60%40%20%VelocityVolatility35%30%25%0%Version: March 2011Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com22Apr-00Oct-00Apr-01Oct-01Apr-02Oct-02Apr-03Oct-03Apr-04Oct-04Apr-05Oct-05Apr-06Oct-06Apr-07Oct-07Apr-08Oct-08Apr-09Oct-09Apr-10Oct-10May-00Nov-00May-01Nov-01May-02Nov-02May-03Nov-03May-04Nov-04May-05Nov-05May-06Nov-06May-07Nov-07May-08Nov-08May-09Nov-09May-10Nov-10Liquidity (Velocity)Volatility20%15%80604020Liquidity (Traded Volume)10%045%40%35%30%VolatiltyTraded VolumeVolatilityLinear (Traded Volume)Linear (Volatility)Graph 59: Sharp Ratio - Europe1.504.00Graph 60: Long Term Beta Coefficient - EuropeEurope France Germany ItalyNetherlands Sweden Switzerland UK1.003.000.502.000.001.00-0.500.00-1.00Europe France Germany Italy-1.00Netherlands Sweden Switzerland UK-1.50-2.0025%20%15%10%5%0%Jan-11Jan-00Jul-00Jan-01Jul-01Jan-02Jul-02Jan-03Jul-03Jan-04Jul-04Jan-05Jul-05Jan-06Jul-06Jan-07Jul-07Jan-08Jul-08Jan-09Jul-09Jan-10Jul-10Jan-11Jan-00Jul-00Jan-01Jul-01Jan-02Jul-02Jan-03Jul-03Jan-04Jul-04Jan-05Jul-05Jan-06Jul-06Jan-07Jul-07Jan-08Jul-08Jan-09Jul-09Jan-10Jul-10

Graph 61: Investment Horizons - EuropeGraph 62: 20 Month Bollinger Bands - Europe25,0004,5001.54,00010.50-0.53,5003,0002,5002,0001,5001,000-1Version: March 2011Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com2318 Years17 Years16 Years15 Years14 Years13 Years12 Years11 Years10 Years9 Years8 Years7 Years6 Years5 Years4 Years3 Years2 Years1 YearRatio of return and volatilityEurope Real Estate Europe Equities Europe Bonds500Graph 63: Efficient Frontiers - EuropeGraph 64: Candlesticks - Europe16%148014%REITs Effect12%Real Estate Effect10%14208%14006%Return (%)4%2%Equity & Bonds Equity, Bonds & Real Estate0%Equity, Bonds & REITs0% 5% 10% 15% 20% 25% 30% 35% 40%Risk (%)-Jul-91Jul-92Jul-93Jul-94Jul-95Jul-96Jul-97Jul-98Jul-99Jul-00Jul-01Jul-02Jul-03Jul-04Jul-05Jul-06Jul-07Jul-08Jul-09Jul-10Bollinger BandsMoving AverageIndex Value146014401380136013401-Mar3-Mar5-Mar7-Mar9-Mar11-Mar13-Mar15-Mar17-Mar19-Mar21-Mar23-Mar25-Mar27-Mar29-Mar31-Mar

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