Monthly Index Chart Book
Monthly Index Chart Book
Monthly Index Chart Book
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Return<br />
1.00<br />
0.80<br />
0.60<br />
0.40<br />
0.20<br />
0.00<br />
-0.20<br />
20%<br />
15%<br />
10%<br />
5%<br />
-5%<br />
Jan-00<br />
Jul-00<br />
Jan-01<br />
Version: February 2011<br />
Graph 201: Long Term Beta Coefficient & Sharpe Ratio - United States<br />
Long Term Beta Coefficient<br />
Sharpe Ratio<br />
Jul-01<br />
Jan-02<br />
Jul-02<br />
Jan-03<br />
Jul-03<br />
Jan-04<br />
Jul-04<br />
Jan-05<br />
Graph 203: Rolling 10 Years Risk/Return Profiles - United States<br />
USA Real Estate<br />
USA Bonds<br />
USA Equities (S&P 500)<br />
USA Equities (Dow Jones)<br />
1999<br />
2008<br />
Jul-05<br />
0%<br />
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20%<br />
Jan-06<br />
Risk (St Deviation)<br />
Jul-06<br />
Jan-07<br />
2000<br />
2000<br />
2004<br />
Jul-07<br />
Jan-08<br />
2008<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 />
2004<br />
Jan-09<br />
2000<br />
2002<br />
2008<br />
Jul-09<br />
2008<br />
2004<br />
Jan-10<br />
Jul-10<br />
Jan-11<br />
Value-at-Risk (Mln)<br />
140,000<br />
120,000<br />
100,000<br />
80,000<br />
60,000<br />
40,000<br />
20,000<br />
0<br />
10%<br />
9%<br />
8%<br />
7%<br />
6%<br />
5%<br />
4%<br />
3%<br />
2%<br />
1%<br />
0%<br />
Dec-92<br />
1989<br />
Dec-93<br />
1990<br />
Dec-94<br />
1991<br />
Graph 202: Equally Weighted Value-at-Risk - United States<br />
Dec-95<br />
Dec-96<br />
Dec-97<br />
Dec-98<br />
Dec-99<br />
Dec-00<br />
Graph 204: Dividend Growth vs. Inflation - United States<br />
1992<br />
1993<br />
1994<br />
1995<br />
1996<br />
1997<br />
1998<br />
1999<br />
Dec-01<br />
2000<br />
Dec-02<br />
2001<br />
Dec-03<br />
2002<br />
Dec-04<br />
Dec-05<br />
Dec-06<br />
Dec-07<br />
Dec-08<br />
Div growth United States<br />
CPI United States<br />
2003<br />
2004<br />
2005<br />
2006<br />
2007<br />
2008<br />
Dec-09<br />
2009<br />
Dec-10<br />
2010<br />
76
Change language