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Nassef Sawiris

Emerging market industrials: materials, construction, global value

Nassef Sawiris (EM Industrials)

3Y
Total Return
+15.6%
3Y
Sharpe Ratio
0.14
3Y
Max Drawdown
-23.2%
3Y
Win Rate
36.4%
3Y
Alpha
-18.2%
3Y
Comp. Score *
0.08
Risk Parameters
Max Allocation3.6%
Stop Loss23.2%
Take Profit5.0%
Max DD Tolerance23.2%
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
LIN BUY 18% 17.2% below entry 3.7% above entry 4.8% 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 -37% drawdown to return 72% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
53.0%
Avg 5Y Sharpe
0.34
10Y Return
72.5%
10Y Sharpe
0.18
HODL Composite
0.24
Consistency
78%
Suitable for passive
No