ABN.AS: $40.79 ▲ 0.34 (0.84%)DSFIR.AS: $99.72 ▼ -0.93 (-0.92%)GMAB.CO: $2,487.00 ▲ 42.00 (1.72%)REP.MC: $29.23 ▼ -0.29 (-0.98%)SOON.SW: $268.20 ▲ 3.60 (1.36%)CRWD: $265.61 ▼ -9.44 (-3.43%)HPE: $70.10 ▼ -3.36 (-4.57%)AMD: $590.89 ▼ -17.21 (-2.83%)DELL: $570.00 ▼ -16.06 (-2.74%)PANW: $403.62 ▼ -15.16 (-3.62%)MRNA: $217.56 ▼ -7.44 (-3.31%)AAPL: $339.58 ▲ 2.94 (0.87%)AMZN: $261.45 ▼ -0.98 (-0.37%)MSFT: $542.15 ▲ 7.08 (1.32%)NVDA: $225.91 ▼ -3.37 (-1.47%)CIEN: $409.70 ▼ -40.07 (-8.91%)DDOG: $289.25 ▼ -4.01 (-1.37%)SNPS: $502.41 ▼ -7.59 (-1.49%)CAP.PA: $115.60 ▲ 0.55 (0.48%)TSCO.L: $510.40 ▲ 6.60 (1.31%)WKL.AS: $77.10 ▲ 2.10 (2.80%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World WizeFive Composite + IMITTTIS 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% 9.22% 13.39% 25.47%
S&P 500 -10.29% -10.29% -10.29% 9.22% 13.39% 25.47%
MSCI World -8.56% -8.56% -8.56% 9.22% 13.39% 25.47%
WizeFive Composite + IMITTTIS 24066.23% 24066.23% 24066.23% 9.22% 13.39% 25.47%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 9.22% 13.39% 25.47%

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 + IMITTTIS 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%