Monthly Index Chart Book

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Return (%) 16% 14% 12% 10% 8% 6% 4% 2% Version: February 2011 Graph 21: Efficient Frontiers - Global 0% 0% 5% 10% 15% 20% 25% 30% 35% 40% 1440 1430 1420 1410 1400 1390 1380 1370 1360 1350 1340 1-Feb 3-Feb Equity & Bonds Equity, Bonds & Real Estate Equity, Bonds & REITs 5-Feb 7-Feb Risk (%) Graph 23: Candlesticks - Global 9-Feb 11-Feb 13-Feb 15-Feb 17-Feb 19-Feb 21-Feb REITs Effect Real Estate Effect Graph 22: Efficient Frontiers - Global - Regions Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com 23-Feb 25-Feb 27-Feb Return (%) 20% 18% 16% 14% 12% 10% 8% 6% 4% 2% Global Asia Europe North America 0% 0% 5% 10% 15% 20% 25% 30% 35% 40% Risk (%) 10
Version: February 2011 Section 2 Asia Developed Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com 11
Page 1 and 2: 160 ` February 2011
Page 3 and 4: Contents Page 4 Section 1 - Global
Page 5 and 6: Upward Trend Downward Trend 3500 30
Page 7 and 8: Correlation Correlation 1.00 0.80 0
Page 9: Value-at-Risk (USD Mln) 1.20 1.00 0
Page 13 and 14: Return 100 90 80 70 60 50 40 30 20
Page 15 and 16: Liquidity (Velocity) 90% 80% 70% 60
Page 17 and 18: 2,700 2,350 2,000 1,650 1,300 950 6
Page 21 and 22: Value-at-Risk (USD Mln) Volatility
Page 23 and 24: Ratio of return and volatility Retu
Page 25 and 26: Version: February 2011 Section 4 No
Page 27 and 28: Return 100 90 80 70 60 50 40 30 20
Page 29 and 30: Liquidity (Velocity) 160% 140% 120%
Page 31 and 32: 4,000 3,500 3,000 2,500 2,000 1,500
Page 35 and 36: Correlation Correlation 1.00 0.90 0
Page 37 and 38: Section 6 * This section contains s
Page 39 and 40: Value (rebased) 350 300 250 200 150
Page 41 and 42: Version: February 2011 Section 6.2
Page 43 and 44: Return 1.00 0.80 0.60 0.40 0.20 0.0
Page 49 and 50: Return 1.00 0.80 0.60 0.40 0.20 0.0
Page 55 and 56: Return 1.40 1.20 1.00 0.80 0.60 0.4
Page 61 and 62:
Return 3.00 2.50 2.00 1.50 1.00 0.5
Page 63 and 64:
Value (rebased) 450 400 350 300 250
Page 65 and 66:
Version: February 2011 Section 6.10
Page 67 and 68:
Return 1.50 1.00 0.50 0.00 -0.50 -1
Page 69 and 70:
Value (rebased) 450 400 350 300 250
Page 71 and 72:
Version: February 2011 Section 6.12
Page 73 and 74:
Return 0.80 0.60 0.40 0.20 0.00 -0.
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Value (rebased) 500 450 400 350 300
Page 77 and 78:
Version: February 2011 Section 7 En
Page 79 and 80:
Number of Constituents - Emerging M
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End-of-Year Constituents Chart - De
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End-of-Year Constituents Chart - Em
Page 99 and 100:
End-of-Year Constituents Chart - Em
Page 101 and 102:
Asset Class Comparisons and Correla
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Sharpe Ratio The Sharpe ratio is a
Page 105 and 106:
Data Vendor Codes - Indices AMERICA
Page 107 and 108:
Data Vendor Codes - Indices Version
Page 109 and 110:
Data Vendor Codes - Indices Version
Page 111 and 112:
Data Vendor Codes - Indices FTSE EP
Page 113 and 114:
Data Vendor Codes - Index Constitue
Page 115 and 116:
Data Vendor Codes - Index Constitue
Page 117 and 118:
Contacts EPRA FTSE EPRA UK Germany
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Monthly Index Chart Book

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