Surmount · investment strategy
by Quantbase · via Surmount
Invests in ~30 top real estate assets worldwide, targeting markets with strong Sharpe ratios and stable returns. Rebalanced monthly, this strategy offers diversified exposure across regions and sectors — aiming for consistent income and long-term growth.
Description from Surmount
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“The portfolio consists of roughly 30 publicly traded assets”
“investing in a diversified portfolio of publicly traded real estate assets across the globe”
“rebalances the portfolio every 30 days”
“The weights for each asset are derived from custom weights”
28 positions as of 2026-10-20
by the source.
Top 25 of 28 shown.
Fitted to 120 returns (model) from 2025-11-05 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.87 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.39 (90%: 0.16 to 0.59)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: AVB 3%, MPW 2%, JRS 2%
No stated fossil-fuel rule; the exposure is shown for reference. : 93% · 2026-10-20
0.0% of weight in (SPY: 0%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 30% · 2026-10-20
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
1 missing
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
The Global Real Estate Thematic Investing Strategy is designed to provide long-term capital appreciation by investing in a diversified portfolio of publicly traded real estate assets across the globe. This strategy focuses on targeting the most stable real estate markets with high Sharpe ratios to deliver stable returns for investors. The portfolio consists of roughly 30 publicly traded assets that are carefully selected based on their market capitalization, liquidity, financial strength, and comparison to industry peers. The selected assets are expected to generate consistent cash flows from rents and long-term capital appreciation from the appreciation in real estate values. The strategy runs on a daily interval and rebalances the portfolio every 30 days. The rebalancing process adjusts the portfolio's allocations to the target levels specified. The weights for each asset are derived from custom weights based on each company's financial strength, comparison to industry peers, and potential upside. The allocation structure aims to ensure that the portfolio is diversified across regions, real estate sectors, and company sizes. Overall, the Global Real Estate Thematic Investing Strategy is suitable for investors who seek exposure to the global real estate market and wish to diversify their investment portfolio with a focus on seeking stable returns.
Invests in a diversified portfolio of global real estate assets
Invests in ~30 top real estate assets worldwide, targeting markets with strong Sharpe ratios and stable returns. Rebalanced monthly, this strategy offers diversified exposure across regions and sectors — aiming for consistent income and long-term growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | equity | 2026-10-20 |
| Minimum investment | $100 | 2026-10-20 |
| Industry weights (Surmount) | Real Estate: 91.7% · Consumer Cyclical: 6.7% · Financial Services: 1.7% | 2026-10-20 |
| Investors following (Surmount) | 14 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | -0.84% | ||
| Return, 1 year (Surmount tracking) (model tracking) | -1.16% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | -12.98% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 3.37% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | -4.13% |
| Maximum drawdown (Surmount tracking) (model tracking) | -33.89% |
| Risk score (Surmount) | 3.01 | 2026-10-20 |
