Monthly Index Chart Book

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Return 100 90 80 70 60 50 40 30 20 10 0 15% 13% 11% 9% 7% 5% 3% 1% -3% -5% Jan-05 Apr-05 2008 Jul-05 Oct-05 Jan-06 Version: February 2011 Graph 91: Relative Strength Indicator - Emerging Markets Apr-06 Jul-06 Oct-06 Jan-07 Apr-07 Jul-07 Oct-07 Graph 93: Rolling 3 Years Risk/Return Profiles Local Currencies - Emerging Markets 1999 2004 2008 Jan-08 Apr-08 Jul-08 Oct-08 Jan-09 Apr-09 Jul-09 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 Oct-09 Jan-10 Apr-10 70-100 Overbought 30-70 Neutral 0-30 Oversold -1% 0% 5% 10% 15% 20% 25% 30% 35% 1999 Risk (St Deviation) Global Bonds Jul-10 Oct-10 Global RE Emerging Markets Global Equities Jan-11 3,500 3,000 2,500 2,000 1,500 1,000 500 2,800 2,600 2,400 2,200 2,000 1,800 1,600 1,400 1,200 1,000 800 - Aug-06 Oct-06 Dec-06 Bollinger Bands Moving Average <strong>Index</strong> Value Feb-07 Apr-07 Graph 92: 20 Month Bollinger Bands - Emerging Markets Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Graph 94: Seasonality <strong>Chart</strong> - Emerging Markets 2008 2007 2006 2005 2009 2010 2011 Oct-08 Jan Feb Mar Apr May June July Aug Sep Oct Nov Dec Dec-08 Feb-09 Apr-09 Jun-09 Aug-09 Oct-09 Dec-09 Feb-10 Apr-10 Jun-10 Aug-10 Oct-10 Dec-10 Feb-11 34
Correlation Correlation 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 1.00 0.80 0.60 0.40 0.20 0.00 -0.20 -0.40 -0.60 -0.80 -1.00 Version: February 2011 Graph 95: Global Emerging v Regions 36 Months Asset Class Correlations - Emerging Markets Global v EMEA Global v Europe Global v Middle East/Africa Global v Asia Global v Americas Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 Graph 97: Global Emerging v Asset Classes 36 Months Asset Class Correlations - Emerging Markets Global Emerging v Global Equities Global Emerging v Global Bonds Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 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 Correlation Correlation 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 1.00 0.80 0.60 0.40 0.20 0.00 -0.20 -0.40 -0.60 -0.80 -1.00 Graph 96: Global Emerging v Global Developed 36 Months Asset Class Correlations - Emerging Markets Global Emerging v Global Developed Asia Emerging v Asia Developed Europe Emerging v Europe Developed Americas Emerging v North America Developed Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 Jan-08 Graph 98: Global AIM v Global 36 Months Asset Class Correlations - Emerging Markets Mar-08 AIM v Global Developed AIM v Global Emerging May-08 Jul-08 Sep-08 Nov-08 Jan-09 Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10 May-10 Jul-10 Sep-10 Nov-10 Jan-11 35
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: Upward Trend Downward Trend 4500 40
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: Upward Trend Downward Trend 3000 25
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 73 and 74: Return 0.80 0.60 0.40 0.20 0.00 -0.
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 83 and 84: End-of-Year Constituents Chart - De
Page 85 and 86:
End-of-Year Constituents Chart - De
Page 87 and 88:
Page 89 and 90:
Page 91 and 92:
Page 93 and 94:
Page 95 and 96:
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 and 116:
Data Vendor Codes - Index Constitue
Page 117 and 118:
Contacts EPRA FTSE EPRA UK Germany
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