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WINNING

Li Ka Shing

Patient infrastructure/utility value: steady cash flows, geographic diversity

Li Ka-shing (Infrastructure Value)

3Y
Total Return
+16.1%
3Y
Sharpe Ratio
0.16
3Y
Max Drawdown
-17.2%
3Y
Win Rate
52.3%
3Y
Alpha
-18.0%
3Y
Comp. Score *
0.03
Risk Parameters
Max Allocation5.1%
Stop Loss17.2%
Take Profit5.0%
Max DD Tolerance17.2%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AMT BUY 25% 18.4% below entry 5.3% above entry 4.7% TVYH
T BUY 22% 16.2% below entry 4.7% above entry 5.4% TVYH
VZ BUY 22% 16.3% below entry 4.7% above entry 5.4% TVYH
XLRE BUY 16% 11.6% below entry 3.4% above entry 7.5% TVYH
SO BUY 17% 12.5% below entry 3.6% above entry 7.0% 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 -19% drawdown to return 81% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
35.8%
Avg 5Y Sharpe
0.25
10Y Return
81.2%
10Y Sharpe
0.23
HODL Composite
0.26
Consistency
82%
Suitable for passive
No