ABBN.SW: $82.56 ▲ 1.40 (1.72%)AMAT: $431.20 ▼ -12.42 (-2.80%)AMD: $448.29 ▼ -10.50 (-2.29%)BP.L: $549.70 ▲ 3.10 (0.57%)CAT: $912.14 ▼ -14.65 (-1.58%)ENR.DE: $175.46 ▲ 5.98 (3.53%)INTC: $120.61 ▼ -8.83 (-6.82%)MU: $766.58 ▼ -28.75 (-3.61%)TTE.PA: $78.57 ▲ 0.27 (0.34%)GEV: $1,071.98 ▼ -1.10 (-0.10%)TXN: $295.17 ▼ -2.59 (-0.87%)AVGO: $419.30 ▼ -9.13 (-2.13%)CSCO: $99.29 ▲ 0.57 (0.58%)GOOG: $383.82 ▼ -2.95 (-0.76%)LRCX: $289.24 ▼ -6.81 (-2.30%)UNH: $396.39 ▲ 11.95 (3.11%)AI.PA: $176.64 ▲ 0.82 (0.47%)ASML.AS: $1,304.40 ▲ 38.60 (3.05%)BNP.PA: $90.58 ▲ 0.17 (0.19%)ENEL.MI: $9.80 ▲ 0.08 (0.81%)HSBA.L: $1,327.40 ▲ 8.80 (0.67%)NG.L: $1,293.00 ▲ 16.00 (1.25%)RIO.L: $8,165.41 ▲ 245.41 (3.10%)SHELL.AS: $36.55 ▲ 0.14 (0.37%)SU.PA: $266.15 ▲ 0.85 (0.32%)AMZN: $265.82 ▼ -3.17 (-1.18%)COP: $117.87 ▲ 2.32 (2.01%)ABI.BR: $68.18 ▲ 0.18 (0.26%)BAYN.DE: $38.32 ▼ -0.12 (-0.31%)GLEN.L: $586.30 ▲ 12.90 (2.25%)TTE: $91.76 ▲ 1.07 (1.18%)C: $126.47 ▲ 0.62 (0.49%)ALV.DE: $373.50 ▲ 5.30 (1.44%)CS.PA: $39.02 ▼ -0.09 (-0.22%)INGA.AS: $25.35 ▲ 0.19 (0.76%)SIE.DE: $265.78 ▲ 1.18 (0.44%)UBSG.SW: $35.75 ▲ 0.88 (2.52%)STX: $808.80 ▼ -25.22 (-3.02%)WDC: $488.74 ▼ -27.09 (-5.25%)AAPL: $294.80 ▲ 2.12 (0.72%)NVDA: $220.78 ▲ 1.34 (0.61%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World WizeFive Composite + Hedge Global Systematic Fund
Start Balance 10,000.00 10,000.00 10,000.00 10,000.00 10,000.00
End Balance 1,633,135.59 8,970.93 9,143.73 2,321,434.75 219,728.13
Annualized Return (CAGR) 22.44% 0% 0% 24.17% 13.06%
Standard Deviation 5.83% 5.15% 4.28% 6.54% 4.14%
Best Period 26.65% 0% 0% 34.25% 33.19%
Worst Period -13.21% -10.29% -8.56% -16.77% -14.98%
Maximum Drawdown 24.66% 10.29% 8.56% 35% 27.88%
Sharpe Ratio 0.32 -1 -1 0.31 0.27
Sortino Ratio 0.58 0 0 0.56 0.44

Évolution de la valeur du portefeuille Wizefive Composite

Trailing Returns

Universe Total Return Annualized Return
3 Month YTD 1 Year 3 Year 5 Year 10 Year
WizeFive Composite 16856.63% 16856.63% 16856.63% 10.98% 16.35% 28.38%
S&P 500 -10.29% -10.29% -10.29% 10.98% 16.35% 28.38%
MSCI World -8.56% -8.56% -8.56% 10.98% 16.35% 28.38%
WizeFive Composite + Hedge 24066.23% 24066.23% 24066.23% 10.98% 16.35% 28.38%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 10.98% 16.35% 28.38%

Risk and Return Metrics

Metric Wizefive Composite SP500 MSCI
Arithmetic Mean (monthly) 1.85% -5.15% -4.28%
Arithmetic Mean (annualized) -99.98% -100.05% -100.04%
Geometric Mean (monthly) 1.69% -5.28% -4.38%
Geometric Mean (annualized) -99.98% -100.05% -100.04%
Standard Deviation (monthly) 5.83% 5.15% 4.28%
Standard Deviation (annualized) 20.18% 17.82% 14.83%
Downside Deviation (monthly) 3.18% 0% 0%
Maximum Drawdown 24.66% 10.29% 8.56%
Benchmark Correlation 3.18 0 0
Beta(*) 0 1 0.83
Sharpe Ratio 0.32 -1 -1
Sortino Ratio 0.58 0 0
Safe Withdrawal Rate 0.07% -31.71% -26.26%
Perpetual Withdrawal Rate 0.07% -31.71% -26.26%
Positive Periods 192 0 0
Gain/Loss Ratio 1.44 0 0

Drawdowns for Wizefive Composite

Rank Start End Length Recovery By Recovery Time Underwater Period Drawdown
12000-10-312003-01-318222003-10-31273109524.66%
22007-12-312009-06-305472009-12-3118473118.95%
32004-01-302004-08-312142005-07-2933254617.14%
42011-01-312011-07-291792013-01-3155273115.59%
52006-01-312006-05-311202006-11-3018330315.51%
62009-12-312010-01-29292010-04-309112013.21%
72021-11-302022-01-31622023-03-3142448612.55%
82018-09-282018-10-31332019-12-3142645912.44%
92020-08-312020-10-30602020-12-316212212.26%
102010-11-302010-12-31312011-01-31316211%

Rolling Returns

Period WizeFive Composite S&P 500 MSCI World WizeFive Composite + Hedge Global Systematic Fund
Average High Low Average High Low Average High Low Average High Low Average High Low
1 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
3 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
5 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
7 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
10 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
15 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%

Historical Market Stress Periods

Stress Period Start End Wizefive MSCI SP500
Russian Debt Default Jul 1998 Oct 1998 -3.69% 0% 0%
Dotcom Crash Mar 2000 Oct 2002 -3.69% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 -3.69% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 -3.69% 0% 0%

Drawdowns for Historical Market Stress Periods

Stress Period Start End Wizefive Drawdown MSCI Drawdown SP500 Drawdown
Russian Debt Default Jul 1998 Oct 1998 0% 0% 0%
Dotcom Crash Mar 2000 Oct 2002 24% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 15.5% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 14.17% 0% 0%