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Korean Chaebols

Korea discount value: chaebols + fintech, governance reform catalyst

Korean Chaebols & Fintech

3Y
Total Return
+37.5%
3Y
Sharpe Ratio
0.48
3Y
Max Drawdown
-23.5%
3Y
Win Rate
51.4%
3Y
Alpha
-11.9%
3Y
Comp. Score *
0.06
Risk Parameters
Max Allocation5.9%
Stop Loss25.0%
Take Profit8.0%
Max DD Tolerance23.5%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy when local market index is above SMA200. FX matters — check currency trend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 2-4 weeks. Currency hedging optional.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
SHG BUY 32% 34.0% below entry 10.9% above entry 4.3% TVYH
SKM BUY 28% 29.7% below entry 9.5% above entry 5.0% TVYH
KB BUY 37% 38.6% below entry 12.3% above entry 3.8% TVYH
EWY BUY 32% 34.0% below entry 10.9% above entry 4.3% TVYH
CPNG BUY 37% 39.2% below entry 12.6% above entry 3.8% TVYH
LPL BUY 44% 40.0% below entry 14.9% above entry 3.2% TVYH
PKX BUY 40% 40.0% below entry 13.3% above entry 3.6% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -50% drawdown to return 24% long-term. - Exit rule: Exit if governance reform reverses or geopolitical tensions escalate.

Avg 5Y Return
22.5%
Avg 5Y Sharpe
0.08
10Y Return
24.3%
10Y Sharpe
-0.0
HODL Composite
0.09
Consistency
60%
Suitable for passive
No