Long Alibaba — too cheap
-23.50%Total return
-38.97%IRR (annualized)
-45.31%Alpha (ann.)
1.74Beta
-1.01Sharpe
-1.91Sortino
42.32%Volatility (ann.)
-31.74%Max drawdown
198Days held
Pick (active)
Pick (hypothetical, outside active window)
Hang Seng Index
Drag the chart left/right to see how the strategy would have looked outside the pick's active window.
Thesis & evidence
Thesis
Taobao + cloud trading at < 10x cash earnings. Russia-style discount embedded in the multiple.
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