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LOSING

Self Storage Reit

Self-storage REITs benefiting from Death, Divorce, Downsizing, Dislocation demand

Supply growth moderating to 1.5% annually while demand is counter-cyclical. 4-5% yield + 5-8% appreciation = 10-12% total return

3Y
Total Return
-2.7%
3Y
Sharpe Ratio
-0.21
3Y
Max Drawdown
-24.6%
3Y
Win Rate
52.5%
3Y
Alpha
-67.3%
3Y
Comp. Score *
-0.01
Risk Parameters
Max Allocation0.0%
Stop Loss24.6%
Take Profit5.0%
Max DD Tolerance24.6%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
EXR BUY 25% 26.0% below entry 5.3% above entry 0.0% TVYH
NSA BUY 35% 36.2% below entry 7.4% above entry 0.0% TVYH
PSA BUY 23% 23.6% below entry 4.8% above entry 0.0% TVYH
CUBE BUY 23% 24.0% below entry 4.9% above entry 0.0% TVYH
REXR BUY 27% 28.3% below entry 5.8% above entry 0.0% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 33% drawdown to deliver positive long-term returns. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
91.1%
Avg 5Y Sharpe
0.57
10Y Return
210.0%
10Y Sharpe
0.50
HODL Composite
0.53
Consistency
79%
Suitable for passive
Yes