Long HKEX — exchange always wins
4.80%Total return
13.02%IRR (annualized)
8.13%Alpha (ann.)
0.91Beta
0.70Sharpe
1.34Sortino
22.43%Volatility (ann.)
-12.54%Max drawdown
140Days 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
HKEX is a tollbooth on every cross-border flow into HK/China. Volume comes back when sentiment does.
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