Monthly Index Chart Book

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Return (%) Ratio of return and volatility 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 20% 18% 16% 14% 12% 10% 8% 6% 4% 2% 0% 18 Years 17 Years 16 Years Version: February 2011 Asia Real Estate Asia Bonds 15 Years 14 Years Graph 40: Investment Horizons - Asia 13 Years 12 Years 11 Years 10 Years 9 Years 8 Years 7 Years Graph 42: Efficient Frontiers - Asia Equity & Bonds Equity, Bonds & Real Estate Equity, Bonds & REITs 6 Years 5 Years 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 4 Years REITs Effect 0% 5% 10% 15% 20% 25% 30% 35% 40% Risk (%) 3 Years 2 Years Real Estate Effect 1 Year 3,000 2,500 2,000 1,500 1,000 500 1280 1260 1240 1220 1200 1180 1160 1140 1120 1100 - Jul-91 1-Feb Jul-92 3-Feb Bollinger Bands Moving Average <strong>Index</strong> Value Jul-93 Jul-94 5-Feb Jul-95 7-Feb Graph 41: 20 Month Bollinger Bands - Asia Jul-96 9-Feb Jul-97 Jul-98 Jul-99 Jul-00 Jul-01 Jul-02 Jul-03 Graph 43: Candlesticks - Asia 11-Feb 13-Feb 15-Feb 17-Feb 19-Feb Jul-04 Jul-05 21-Feb Jul-06 23-Feb Jul-07 25-Feb Jul-08 Jul-09 27-Feb Jul-10 16
2,700 2,350 2,000 1,650 1,300 950 600 Version: February 2011 Graph 44: Seasonality <strong>Chart</strong> - Asia 2008 2007 2006 2005 2004 2009 2010 2011 Jan Feb Mar Apr May June July Aug Sep Oct Nov Dec 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 17
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: Liquidity (Velocity) 90% 80% 70% 60
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 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
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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
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 and 116:
Data Vendor Codes - Index Constitue
Page 117 and 118:
Contacts EPRA FTSE EPRA UK Germany
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