Monthly Index Chart Book

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Value (rebased) 500 450 400 350 300 250 200 150 100 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 Dec-01 Graph 189: Bonds, Equities & Real Estate - Canada Dec-94 Jun-02 No Canadian constituents during this period Graph 191: Relative Strength Indicator - Canada Dec-95 326% FTSE EPRA/NAREIT Canada 99% JPM Canada Bonds 68% Canada Equities Dec-02 Dec-96 Jun-03 Dec-03 Dec-97 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 Dec-02 12% 10% 8% 6% 4% 2% 0% Dec-90 Apr-03 Dec-91 Aug-03 Dec-03 Apr-04 Aug-04 Graph 190: Asset Classes Correlations - Canada Real Estate vs. Bonds Equities vs. Bonds Real Estate vs. Equities Dec-92 Dec-93 Dec-94 Dec-04 Apr-05 Aug-05 Dec-05 Apr-06 Aug-06 Graph 192: 12 Months Dividend Yields - Canada No Canadian constituents during this period Dec-95 Dec-96 Dec-97 Dec-98 Dec-99 Dec-06 Dec-00 Apr-07 Dec-01 Aug-07 Dec-02 Dec-07 Apr-08 Dec-03 Aug-08 Dec-04 Dec-08 Dec-05 Apr-09 Dec-06 Aug-09 Dec-07 Dec-09 Apr-10 Dec-08 Aug-10 Dec-09 Dec-10 Dec-10 72
Return 0.80 0.60 0.40 0.20 0.00 -0.20 -0.40 -0.60 -0.80 -1.00 20% 15% 10% 5% -5% -10% -15% Jan-00 Jul-00 Jan-01 2008 Version: February 2011 Graph 193: Long Term Beta Coefficient & Sharpe Ratio - Canada Long Term Beta Coefficient Sharpe Ratio Jul-01 Jan-02 Jul-02 Jan-03 Jul-03 Jan-04 Jul-04 Jan-05 Graph 195: Rolling 10 Years Risk/Return Profiles - Canada 1999 Jul-05 0% 0% 5% 10% 15% 20% 25% 30% Canada Real Estate Canada Bonds Canada Equities 2000 1999 2008 Jan-06 2008 Risk (St Deviation) Jul-06 2006 2005 Jan-07 Jul-07 Jan-08 2002 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 Jul-08 Jan-09 Jul-09 Jan-10 1999 Jul-10 Jan-11 Value-at-Risk (Mln) 12,000 10,000 8,000 6,000 4,000 2,000 0 9% 8% 7% 6% 5% 4% 3% 2% 1% 0% Jan-97 1989 Jan-98 1990 Jan-99 Graph 194: Equally Weighted Value-at-Risk - Canada Jan-00 Div growth Canada CPI Canada 1991 1992 Jan-01 Jan-02 Jan-03 Graph 196: Dividend Growth vs. Inflation - Canada 1993 1994 1995 1996 1997 1998 1999 Jan-04 2000 Jan-05 2001 2002 Jan-06 2003 Jan-07 2004 2005 Jan-08 2006 Jan-09 2007 2008 Jan-10 2009 2010 Jan-11 73
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 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 71: Version: February 2011 Section 6.12
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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