Nassef Sawiris

Emerging market industrials: materials, construction, global value

Total Return

+16.4%

Sharpe Ratio

0.15

Max Drawdown

-23.1%

Win Rate

36.4%

Alpha

-61.2%

Comp. Score *

0.08

Risk Parameters

Max Allocation3.7%

Stop Loss23.1%

Take Profit5.0%

Max DD Tolerance23.1%

Rebalancemonthly

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
LIN	BUY	18%	17.7% below entry	3.8% above entry	4.8%	TV YH