Monthly Index Chart Book

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End-of-Year Constituents <strong>Chart</strong> - Developed Company Region Country RSE Grundbesitz U-Beteiligung Europe Germany 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 TAG Immobilien Europe Germany 1 1 1 Vivacon Europe Germany 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 Babis Vovos International Europe Greece 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 0 0 Eurobank Properties Real Estate Investment Europe Greece 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Lamda Development Europe Greece 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Dunloe Ewart Europe Ireland 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Green Property Europe Ireland 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 Aedes Europe Italy 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 0 0 0 0 Beni Stabili Europe Italy 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 0 0 Gifim Europe Italy 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Immobiliare Grande Distribution Europe Italy 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 Immobiliare Metanopoli Europe Italy 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 IPI Europe Italy 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Jolly Hotels Europe Italy 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Pirelli & Co. Real Estate Europe Italy 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 Premafin Europe Italy 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Risanamento Europe Italy 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 0 Unione Immobiliare Europe Italy 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Azrieli Group Europe Israel 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 AM N.V. Europe Netherlands 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 Corio Europe Netherlands 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Eurocommercial Properties Europe Netherlands 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Haslemere Europe Netherlands 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 Nieuwe Steen Investments Europe Netherlands 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 ProLogis European Properties Europe Netherlands 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Rodamco Europe Netherlands 0 0 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 Rodamco Europe Europe Netherlands 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 0 0 0 0 0 Rodamco Retail Nederland Europe Netherlands 0 0 0 0 0 0 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 Uni-Invest Europe Netherlands 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 Vastned Offices/Industrial Europe Netherlands 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Vastned Retail Europe Netherlands 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Wereldhave Europe Netherlands 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Avantor Europe Norway 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 Choice Hotels Europe Norway 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Norgani Hotels Europe Norway 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 Norwegian Property Europe Norway 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 Olav Thon Europe Norway 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 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 86
End-of-Year Constituents <strong>Chart</strong> - Developed Company Region Country Steen & Strom Europe Norway 0 0 0 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 Globe Trade Centre Europe Poland 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 Mundicenter Europe Portugal 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Sonae Imobilaria Europe Portugal 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 Inmobiliaria Colonial Europe Spain 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 0 0 0 0 1 1 Metrovacesa Europe Spain 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 Renta Corp Real Estate Europe Spain 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 Testa Inmuebles En Renta (Prima Inmobiliara) Europe Spain 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 Vallehermoso Europe Spain 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 Asticus Europe Sweden 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Bostads AB Drott Europe Sweden 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Castellum Europe Sweden 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Custos Europe Sweden 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Diligentia Europe Sweden 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Dios Anders Europe Sweden 0 0 0 0 0 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Fabege Europe Sweden 0 0 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Fabege (ex Drott March 2004) Europe Sweden 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 Fabege (ex Wihlborgs May 2005) Europe Sweden 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Fast Balder Europe Sweden 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 Hufvudstaden A Europe Sweden 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 JM Europe Sweden 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 Klovern AB Europe Sweden 0 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 1 1 1 1 1 1 1 Kungsleden Europe Sweden 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 Lundbergs B Europe Sweden 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Mandamus Fastigheter Europe Sweden 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 0 0 0 0 Nackebro Europe Sweden 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Norrporten Europe Sweden 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Pandox Europe Sweden 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 0 0 0 0 0 0 0 0 Piren Europe Sweden 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Platzer Europe Sweden 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Prifast Europe Sweden 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Storheden Fastighets Europe Sweden 0 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Tornet Fastighets Europe Sweden 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 Wihlborgs Fastigheter Europe Sweden 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 Allreal Holdings Europe Switzerland 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 1 1 1 1 1 1 1 1 Intershop B Europe Switzerland 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 Jelmoli Real Estate Europe Switzerland 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Maag B Europe Switzerland 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 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 87
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:
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:
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 and 82: End-of-Year Constituents Chart - De
Page 85: 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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