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Beta Management Company: Case Study Month

Van- Index

Calif-REIT

Brown

89,1 89,2 89,3 89,4 89,5 89,6 89,7 89,8 89,9 89,10 89,11 89,12 90,1 90,2 90,3 90,4 90,5 90,6 90,7 90,8 90,9 90,10 90,11 90,12

7.32 -2.47 2.26 5.18 4.04 -0.59 9.01 1.86 -0.4 -2.34 2.04 2.38 -6.72 1.27 2.61 -2.5 9.69 -0.69 -0.32 -9.03 -4.89 -0.41 6.44 2.72

-28.26 -3.03 8.75 -1.47 -1.49 -9.09 10.67 -9.38 10.34 -14.38 -14.81 -4.35 -5.45 5 9.52 -0.87 0 4.55 3.48 0 -13.04 0 1.5 -2.56

9.16 0.73 -0.29 2.21 -1.08 -0.65 2.22 0 1.88 -7.55 -12.84 -1.7 -15.21 7.61 1.11 -0.51 12.71 3.32 3.17 -14.72 -1.91 -12.5 17.26 -8.53

1.1025 4.606343688

-2.265416667 9.230735982

Mean St.Dev

20 15 10 5 0 -5 -10 -15 -20 -25 -30

-0.67125