Monthly Index Chart Book

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Version: February 2011 Section 6.9 Netherlands 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 62
Value (rebased) 450 400 350 300 250 200 150 100 50 0 100 90 80 70 60 50 40 30 20 10 0 Dec-99 Dec-90 Jun-00 Dec-91 Dec-00 Dec-92 Jun-01 Dec-93 Version: February 2011 Graph 165: Bonds, Equities & Real Estate - Netherlands Dec-01 Graph 167: Relative Strength Indicator - Netherlands Dec-94 Jun-02 Dec-95 Dec-02 231% FTSE EPRA/NAREIT Netherlands 80% JPM Netherlands Bonds -45% Netherlands Equities (AEX) Dec-96 Jun-03 Dec-97 Dec-03 Jun-04 Dec-98 Dec-04 Dec-99 Jun-05 Dec-00 Dec-05 Dec-01 Jun-06 Dec-02 Dec-06 Dec-03 Jun-07 Dec-04 Dec-07 Dec-05 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 Jun-08 Dec-06 Dec-08 Jun-09 Dec-07 Dec-09 70-100 Overbought 30-70 Neutral 0-30 Oversold Dec-08 Jun-10 Dec-09 Dec-10 Dec-10 Coefficient Yield 1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 12% 10% 8% 6% 4% 2% 0% Dec-02 Mar-03 Dec-90 Jun-03 Sep-03 Dec-91 Dec-92 Dec-03 Mar-04 Dec-93 Graph 166: Asset Classes Correlations - Netherlands Jun-04 Sep-04 Dec-04 Mar-05 Jun-05 Sep-05 Real Estate vs. Bonds Equities (AEX) vs. Bonds Real Estate vs. Equities (AEX) Dec-05 Mar-06 Jun-06 Sep-06 Dec-06 Mar-07 Jun-07 Sep-07 Dec-07 Mar-08 Jun-08 Sep-08 Dec-08 Mar-09 Graph 168: 12 Months Dividend Yields - Netherlands Dec-94 Dec-95 Dec-96 Dec-97 Dec-98 Dec-99 Dec-00 Dec-01 Dec-02 Dec-03 Dec-04 Dec-05 Jun-09 Sep-09 Dec-06 Dec-07 Dec-09 Mar-10 Dec-08 Jun-10 Sep-10 Dec-09 Dec-10 Dec-10 63
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 and 34: Upward Trend Downward Trend 3000 25
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: 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 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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