Monthly Index Chart Book
Monthly Index Chart Book
Monthly Index Chart Book
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Return<br />
1.00<br />
0.80<br />
0.60<br />
0.40<br />
0.20<br />
0.00<br />
-0.20<br />
-0.40<br />
-0.60<br />
-0.80<br />
13%<br />
11%<br />
9%<br />
7%<br />
5%<br />
3%<br />
1%<br />
-3%<br />
Jan-00<br />
Jul-00<br />
Jan-01<br />
Version: February 2011<br />
Graph 139: Long Term Beta Coefficient & Sharpe Ratio - Belgium<br />
Jul-01<br />
2008<br />
Long Term Beta Coefficient Sharpe Ratio<br />
Jan-02<br />
Jul-02<br />
Jan-03<br />
Jul-03<br />
Jan-04<br />
Jul-04<br />
Jan-05<br />
Graph 141: Rolling 10 Years Risk/Return Profiles - Belgium<br />
1999<br />
Belgium Real Estate<br />
Belgium Bonds<br />
Belgium Equities<br />
2006<br />
2008<br />
2003<br />
0% 5% 10% 15% 20% 25%<br />
-1%<br />
Jul-05<br />
Jan-06<br />
Risk (St Deviation)<br />
Jul-06<br />
Jan-07<br />
2001<br />
2008<br />
2003<br />
1999<br />
Jul-07<br />
Jan-08<br />
2005<br />
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<br />
Jul-08<br />
Jan-09<br />
Jul-09<br />
Jan-10<br />
Jul-10<br />
Value-at-Risk (Mln)<br />
900<br />
800<br />
700<br />
600<br />
500<br />
400<br />
300<br />
200<br />
100<br />
0<br />
Dec-92<br />
Dec-93<br />
Dec-94<br />
Dec-95<br />
Graph 140: Equally Weighted Value-at-Risk - Belgium<br />
Dec-96<br />
Dec-97<br />
Dec-98<br />
Dec-99<br />
Dec-00<br />
Dec-01<br />
Dec-02<br />
Dec-03<br />
Dec-04<br />
Dec-05<br />
Dec-06<br />
Dec-07<br />
Dec-08<br />
Dec-09<br />
Dec-10<br />
52
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