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 />
-1.00<br />
-1.20<br />
25%<br />
20%<br />
15%<br />
10%<br />
5%<br />
-5%<br />
Jan-00<br />
May-00<br />
Sep-00<br />
Jan-01<br />
Version: February 2011<br />
Graph 169: Long Term Beta Coefficient & Sharpe Ratio - Netherlands<br />
May-01<br />
Sep-01<br />
Long Term Beta Coefficient Sharpe Ratio<br />
Jan-02<br />
May-02<br />
Sep-02<br />
Jan-03<br />
May-03<br />
Sep-03<br />
Jan-04<br />
May-04<br />
Sep-04<br />
Jan-05<br />
May-05<br />
Sep-05<br />
Jan-06<br />
May-06<br />
Sep-06<br />
Jan-07<br />
May-07<br />
Sep-07<br />
Jan-08<br />
May-08<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 />
Sep-08<br />
Jan-09<br />
Graph 171: Rolling 10 Years Risk/Return Profiles - Netherlands<br />
Netherlands Real Estate<br />
Netherlands Bonds<br />
Netherlands Equities<br />
2008<br />
1999<br />
0%<br />
1999<br />
0% 5% 10% 15% 20% 2008<br />
25%<br />
2004<br />
Risk (St Deviation)<br />
2008<br />
2000<br />
1999<br />
2002<br />
May-09<br />
Sep-09<br />
Jan-10<br />
May-10<br />
2005<br />
Sep-10<br />
Jan-11<br />
Value-at-Risk (Mln)<br />
3,500<br />
3,000<br />
2,500<br />
2,000<br />
1,500<br />
1,000<br />
500<br />
0<br />
9%<br />
8%<br />
7%<br />
6%<br />
5%<br />
4%<br />
3%<br />
2%<br />
1%<br />
0%<br />
Dec-92<br />
1900<br />
Dec-93<br />
1900<br />
Dec-94<br />
Dec-95<br />
Graph 170: Equally Weighted Value-at-Risk - Netherlands<br />
Dec-96<br />
Dec-97<br />
Dec-98<br />
Dec-99<br />
Dec-00<br />
Graph 172: Dividend Growth vs. Inflation - Netherlands<br />
Div growth Netherlands<br />
CPI Netherlands<br />
1900<br />
1900<br />
1900<br />
1900<br />
1900<br />
1900<br />
1900<br />
1900<br />
1900<br />
Dec-01<br />
1900<br />
Dec-02<br />
1900<br />
Dec-03<br />
1900<br />
Dec-04<br />
1900<br />
1900<br />
Dec-05<br />
1900<br />
Dec-06<br />
1900<br />
Dec-07<br />
1900<br />
Dec-08<br />
1900<br />
Dec-09<br />
1900<br />
1900<br />
Dec-10<br />
64
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