Monthly Index Chart Book

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Data Vendor Codes - <strong>Index</strong> Constituents Constituent Country ISIN Constituent Country ISIN Anant RAJ Industries IDA INE242C01024 ARCP IN ARCP.BO -NA- Ayala Land PHIL PHY0488F1004 ALI PM ALI.PS -NA- Parsvnath Developers IDA INE561H01026 PARSV IN PARV.BO 532780-BOM Robinson`s Land Corporation PHIL PHY731961264 RLC PM RLC.PS -NA- DLF IDA INE271C01023 DLFU IN DLF.BO 532868-BOM LC Corp SA POL PLLCCRP00017 LCC PW LCCA.WA -NA- IVRCL Assets & Holdings IDA INE414I01018 IVR IN IVR.BO 532881-BOM Globe Trade Centre POL PLGTC0000037 GTC PW GTCA.WA GTC-WAR Mahindra Lifespace Developers Ltd. IDA INE813A01018 MLIFE IN MLIFE.BO -NA- Fountainhead Property Trust * SAF ZAE000097416 FPT SJ FPTJ.J -NA- Sunteck Realty Ltd. IDA INE805D01026 SRIN IN SRIN.BO -NA- SA Corporate Real Estate Fund * SAF ZAE000083614 SAC SJ SACJ.J -NA- Orbit Corporation IDA INE628H01015 ORB IN ORB.BO -NA- Redefine Income Find SAF ZAE000143178 RDF SJ RDFJ.J -NA- Prestige Estates Projects Ltd IDA INE811K01011 PEPL IN PEPL.BO -NA- Growthpoint Prop Ltd SAF ZAE000037669 GRT SJ GRTJ.J -NA- Unitech IDA INE694A01020 UT IN UNTE.BO 507878-BOM Hyprop Investments Ltd SAF ZAE000003430 HYP SJ HYPJ.J -NA- Ansal Properties & Infrastructure IDA INE436A01026 APIL IN ANSP.BO 500013-BOM Pangbourne Prop Ltd SAF ZAE000005252 PAP SJ PAPJ.J -NA- Peninsula Land IDA INE138A01028 PENL IN PENL.BO 503031-BOM Emira Property Fund * SAF ZAE000050712 EMI SJ EMIJ.J -NA- Alam Sutera Realty INDO ID1000108400 ASRI IJ ASRI.JK -NA- Quality Houses THAI TH0256A10Z04 QH TB QH.BK -NA- Ciputra Develop INDO ID1000115306 CTRA IJ CTRA.JK -NA- Central Pattana THAI TH0481A10Z01 CPN TB CPN.BK -NA- Ciputra Surya INDO ID1000101900 CTRS IJ CTRS.JK -NA- Land & Houses THAI TH0143010Z08 LH TB LH.BK -NA- Bakrieland Devel INDO ID1000088701 ELTY IJ ELTY.JK -NA- LPN Development THAI TH0456010Z04 LPN TB LPN.BK -NA- Lippo Karawaci INDO ID1000108905 LPKR IJ LPKR.JK -NA- Asian Property Development THAI TH0308010Z07 AP TB AP.BK -NA- Sentul City INDO ID1000104201 BKSL IJ BKSL.JK -NA- Amata Corp THAI TH0617A10Z08 AMATA TB AMAT.BK -NA- Summarecon INDO ID1000092406 SMRA IJ SMRA.JK -NA- Preuksa Real Estate THAI TH0878010Y00 PS TB -NA- -NA- Capitamalls Malaysia Trust MAL MYL5180TO003 CMMT MK CMMT.JK -NA- Property Perfect THAI TH0352010Z05 PF TB -NA- -NA- Eastern & Orient MAL MYL3417OO002 EAST MK EAST.JK -NA- SC Asset THAI TH0747010005 SC TB -NA- -NA- IGB MAL MYL1597OO003 IGB MK IGBS.KL -NA- Supalai PCL THAI TH0371010Z05 SPALI TB SPAL.BK -NA- IJM Land Bhd MAL MYL5215OO008 IJMLD MK IJMLD.KL -NA- Alarko G.Yat.Ort TUR TRAALGYO91Q5 ALGYO TI ALGYO.IS -NA- Glomac Bhd MAL MYL5020OO002 GLMC MK GLMC.KL -NA- Dogus GE Gayrimenkul Yatirim Ortakligi TUR TRAOSGYO91Q1 DGGYO TI DGGYO.IS -NA- Land And General MAL MYL3174OO009 LGH MK LGH.KL -NA- Is Gayrimenkul Yatirim Ortak * TUR TRAISGYO91Q3 ISGYO TI YKGYO.IS -NA- LBS Bina Group BHD MAL MYL5789OO002 LBS MK LBS.KL -NA- Hung Poo Real Estate Development TWN TW0002536000 2536 TT 2536.TW -NA- YNH Property MAL MYL3158OO002 YNHB MK YNHB.KL -NA- Aldar Properties PJSC UAE AEA002001013 ALDAR UH ALDAR.UH -NA- SP Setia MAL MYL8664OO004 SPSB MK SPSB.KL -NA- Emaar Properties UAE AEE000301011 EMAAR UH EMAAR.UH -NA- Sunway City Bhd MAL MYL6289OO002 SCITY MK SCITY.KL -NA- Mirland Development Corp AIM CY0100141015 MLD LN MLD.L -NA- Tebrau Teguh Bhd MAL MYL1589OO000 TEB MK SETI.KL -NA- Carpathian AIM GB00B0B66533 CPT LN CPTA.L CPT-LON KLCC Property Holdings MAL MYL5089OO007 KLCC MK KCCP.KL -NA- Conygar Investment Company AIM GB0033698720 CIC LN CIC.L CPT-LON Consorcio Ara MEX MXP001161019 ARA* MM ARA.MX -NA- Treveria AIM GB00B0RFL714 TRV LN DTR.L DTR-LON Geo B MEX MXP3142C1177 GEOB MM GEOB.MX -NA- Ablon Group AIM GG00B1LB2139 ABL LN ABL.L ABL-LON Sare Holding S.A. de C.V. MEX MX01SA030007 SAREB MM SAREB.MX -NA- Sirius Real Estate AIM GG00B1W3VF54 SRE LN DDS.L SRE-LON Urbi Desarrollos Urbanos MEX MX01UR000007 URBI* MM URBI.MX -NA- Public Service Properties Inv. AIM GG00B1Z5TP41 PSPI LN PSPI.L -NA- Desarrolladora Homex SA de CV MEX MX01HO000007 HOMEX* MM HOMEX.MX -NA- Rugby Estates AIM GB0007601551 RUGB LN RUGB.L -NA- Vista Land & Lifescapes PHIL PHY9382G1068 VLL PM VLL.PS -NA- Speymill Deutsche Immobilien AIM GB0007601552 SDIC LN SDIC.L -NA- Filinvest Land PHIL PHY249161019 FLI PM FLI.PS -NA- Lok'N Store Group AIM GB0007601553 LOK LN LOK.L -NA- Megaworld Corporation PHIL PHY594811127 MEG PM MEG.PS -NA- Max Property Group AIM GB0007601554 MAX LN MAX.L -NA- SM Prime Hldgs PHIL PHY8076N1120 SMPH PM SMPH.PS -NA- Dolphin Capital Investors AIM VGG2803G1028 DCI LN DOLC.L -NA- Version: February 2011 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 116
Contacts EPRA FTSE EPRA UK Germany USA – East Coast Boulevard de la Woluwe 62 Woluwelaan Client Services Client Services Client Services 1000 Brussels FTSE FTSE FTSE Belgium 12th Floor Nibelungenplatz 3 1330 Avenue of the Americas, Tel: +32 2739 1010 10 Upper Bank Street 60318 Frankfurt 10th Floor, Fax: +32 2739 1020 Canary Wharf GERMANY New York, E-mail: info@epra.com London, E14 5NP +49 69 15685143 New York 10019 Website: www.epra.com UK +49 69 15976604 (fax) +(1) 212 641 6160 +44 (0) 20 7448 1810 +(1) 212 641 6190 (fax) +44 (0) 20 7448 1804 (fax) Hong Kong Client Services USA – West Coast France FTSE Client Services Client Services Suite 609-612 FTSE Americas Inc. FTSE One International Finance Centre 251 Post Street, 40 rue La Boéte Hong Kong Suite 200, 75008 Paris +852 2230 5800 San Francisco, CA 94108 FRANCE +852 2230 5804 (fax) USA NAREIT +33 (0) 1 53 76 82 88 In Singapore please ring +65 223 3738 +1 415 445 5660 +33 (0) 1 53 76 82 71 (fax) +1 415 445 5666 (fax) NAREIT Japan 1875 Eye Street Spain Client Services E-mail: info@ftse.com N.W., Suite 600 Client Services FTSE Website: www.ftse.com Washington D.C., 20006 FTSE Yamato Seimei Building 21F, USA Paseo de la Castellana 66, 1-1-7 Uchisaiwaicho, Tel: +1 202 739 9400 28046 Madrid, Chiyoda-Ku, Fax: +1 202 739 9401 Spain Tokyo E-mail: info@nareit.com +34 (0) 91 411 37 87 JAPAN Website: www.nareit.com +81 3 3581 2811 +81 3 3581 1423 (fax) Version: February 2011 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 117
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 and 10:
Value-at-Risk (USD Mln) 1.20 1.00 0
Page 11 and 12:
Version: February 2011 Section 2 As
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 19 and 20:
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 33 and 34:
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 45 and 46:
Value (rebased) 600 500 400 300 200
Page 47 and 48:
Page 49 and 50:
Return 1.00 0.80 0.60 0.40 0.20 0.0
Page 51 and 52:
Value (rebased) 300 250 200 150 100
Page 53 and 54:
Page 55 and 56:
Return 1.40 1.20 1.00 0.80 0.60 0.4
Page 57 and 58:
Value (rebased) 200 180 160 140 120
Page 59 and 60:
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.
Page 75 and 76: 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
Page 81 and 82: End-of-Year Constituents Chart - De
Page 97 and 98: 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
Page 103 and 104: 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: Data Vendor Codes - Index Constitue
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