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Water Scarcity

Water infrastructure and technology: secular scarcity mega-trend

Water Scarcity Plays

3Y
Total Return
-9.0%
3Y
Sharpe Ratio
-0.79
3Y
Max Drawdown
-14.6%
3Y
Win Rate
43.5%
3Y
Alpha
-26.2%
3Y
Comp. Score *
0.00
Risk Parameters
Max Allocation0.0%
Stop Loss14.6%
Take Profit5.0%
Max DD Tolerance14.6%
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
YORW BUY 22% 13.4% below entry 4.6% above entry 0.0% TVYH
A BUY 29% 17.6% below entry 6.0% above entry 0.0% TVYH
CGW BUY 14% 8.8% below entry 3.0% above entry 0.0% TVYH
ECL BUY 20% 12.5% below entry 4.3% above entry 0.0% 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 -29% drawdown to return 25% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
23.4%
Avg 5Y Sharpe
0.02
10Y Return
25.2%
10Y Sharpe
-0.13
HODL Composite
0.07
Consistency
50%
Suitable for passive
No