Monthly Index Chart Book

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End-of-Year Constituents <strong>Chart</strong> - Developed Company Region Country Henderson Investors Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Henderson Land Development Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Heritage International Holdings Asia Hong Kong 0 0 0 0 0 0 0 1 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 HKR International Asia Hong Kong 0 0 1 1 1 1 1 1 1 1 1 1 1 0 0 0 1 1 0 0 0 0 0 Hon Kwok Land Investments Asia Hong Kong 0 0 0 0 1 1 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Hong Kong Fortune Asia Hong Kong 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Hong Kong Land Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Hong Kong Parkview Group Asia Hong Kong 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Hopson Development Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Hycomm Wireless Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Hysan Development Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Interchina Holdings Asia Hong Kong 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 K Wah International Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Kerry Properties Asia Hong Kong 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Kowloon Development Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 KWG Property Holdings Asia Hong Kong 1 1 1 Kwong Sand Hong International Asia Hong Kong 0 0 0 1 1 1 0 1 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 Lai Fung Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Lai Sun Development Asia Hong Kong 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 Link Real Estate Investment Trust Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 Lippo Ltd. Asia Hong Kong 0 0 0 1 1 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Liu Chong Hing Investments Asia Hong Kong 0 0 0 1 1 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Midland Realty Holdings Asia Hong Kong 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Nam Fong International Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 New Century Group Hong Kong Asia Hong Kong 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 New City Beijing Development Asia Hong Kong 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 New World China Land Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 New World Development Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 Pacific Century Premium Development Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 Pacific Concord Holdings Asia Hong Kong 1 1 1 1 1 1 0 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Pearl Oriental Holdings Asia Hong Kong 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Prosperity REIT Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 Shanghai Real Estate Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 Shenzhen Investment Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 0 Shimao Property Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 Shui On Land Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Silver Grant International Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 Sino Land Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Version: February 2011 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 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 YTD 82
End-of-Year Constituents <strong>Chart</strong> - Developed Company Region Country Soho China Asia Hong Kong 1 1 1 Sun Hung Kai Properties Asia Hong Kong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Swire Pacific Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 The Wharf Holdings Asia Hong Kong 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 1 1 1 Wheelock Properties Asia Hong Kong 0 0 0 1 1 1 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Aeon Mall Co. Ltd Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 Cesar Asia Japan 0 0 0 0 1 1 1 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Daibiru Corp. Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 1 1 1 1 1 1 0 0 Daikyo Asia Japan 1 1 1 1 1 1 1 1 0 1 1 1 0 0 0 1 1 1 0 0 0 0 0 Diamond City Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 Goldcrest Asia Japan 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 1 1 1 1 0 0 0 0 Hankyu Realty Asia Japan 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Heiwa Real Estate Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 Japan Prime Realty Investment Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Japan Real Estate Investment Corporation Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 Japan Retail Fund Investment Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 Kenedix Realty Investment Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Leopalace21 Corp. Asia Japan 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Mitsubishi Estate Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Mitsui Fudosan Co. Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Mitsui Real Estate Sales Asia Japan 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Mori Trust Sogo REIT Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Nippon Building Fund Inc. Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 Nippon Commercial Investment Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 Nomura Real Estate Holdings Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 Nomura Real Estate Office Fund Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 NTT Urban Development Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Orix Jreit Inc. Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Premier Investment Co. Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Shoei Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 Sumitomo Realty & Development Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Toc Co. Asia Japan 0 0 1 0 1 1 1 1 1 0 0 0 0 0 0 1 1 1 1 1 1 0 0 Tokyo Tatemono Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 1 1 1 1 1 1 1 1 Tokyu Land Asia Japan 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 1 1 1 1 1 1 1 1 Tokyu REIT Inc. Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 Top REIT * Asia Japan 1 1 1 Towa Real Estate Development Asia Japan 1 1 1 0 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 United Urban Investment Asia Japan 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Version: February 2011 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 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 YTD 83
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 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: End-of-Year Constituents Chart - De
Page 85 and 86: 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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